| Trading Metrics calculated at close of trading on 09-Mar-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Mar-2017 | 
                    09-Mar-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        20,910 | 
                        20,859 | 
                        -51 | 
                        -0.2% | 
                        20,777 | 
                     
                    
                        | High | 
                        20,957 | 
                        20,907 | 
                        -50 | 
                        -0.2% | 
                        21,162 | 
                     
                    
                        | Low | 
                        20,837 | 
                        20,781 | 
                        -56 | 
                        -0.3% | 
                        20,748 | 
                     
                    
                        | Close | 
                        20,868 | 
                        20,869 | 
                        1 | 
                        0.0% | 
                        20,981 | 
                     
                    
                        | Range | 
                        120 | 
                        126 | 
                        6 | 
                        5.0% | 
                        414 | 
                     
                    
                        | ATR | 
                        129 | 
                        129 | 
                        0 | 
                        -0.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        151,456 | 
                        178,610 | 
                        27,154 | 
                        17.9% | 
                        727,247 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Mar-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,230 | 
                21,176 | 
                20,938 | 
                 | 
             
            
                | R3 | 
                21,104 | 
                21,050 | 
                20,904 | 
                 | 
             
            
                | R2 | 
                20,978 | 
                20,978 | 
                20,892 | 
                 | 
             
            
                | R1 | 
                20,924 | 
                20,924 | 
                20,881 | 
                20,951 | 
             
            
                | PP | 
                20,852 | 
                20,852 | 
                20,852 | 
                20,866 | 
             
            
                | S1 | 
                20,798 | 
                20,798 | 
                20,858 | 
                20,825 | 
             
            
                | S2 | 
                20,726 | 
                20,726 | 
                20,846 | 
                 | 
             
            
                | S3 | 
                20,600 | 
                20,672 | 
                20,834 | 
                 | 
             
            
                | S4 | 
                20,474 | 
                20,546 | 
                20,800 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Mar-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                22,206 | 
                22,007 | 
                21,209 | 
                 | 
             
            
                | R3 | 
                21,792 | 
                21,593 | 
                21,095 | 
                 | 
             
            
                | R2 | 
                21,378 | 
                21,378 | 
                21,057 | 
                 | 
             
            
                | R1 | 
                21,179 | 
                21,179 | 
                21,019 | 
                21,279 | 
             
            
                | PP | 
                20,964 | 
                20,964 | 
                20,964 | 
                21,013 | 
             
            
                | S1 | 
                20,765 | 
                20,765 | 
                20,943 | 
                20,865 | 
             
            
                | S2 | 
                20,550 | 
                20,550 | 
                20,905 | 
                 | 
             
            
                | S3 | 
                20,136 | 
                20,351 | 
                20,867 | 
                 | 
             
            
                | S4 | 
                19,722 | 
                19,937 | 
                20,753 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                21,037 | 
                20,781 | 
                256 | 
                1.2% | 
                103 | 
                0.5% | 
                34% | 
                False | 
                True | 
                139,367 | 
                 
                
                | 10 | 
                21,162 | 
                20,695 | 
                467 | 
                2.2% | 
                128 | 
                0.6% | 
                37% | 
                False | 
                False | 
                142,716 | 
                 
                
                | 20 | 
                21,162 | 
                19,982 | 
                1,180 | 
                5.7% | 
                131 | 
                0.6% | 
                75% | 
                False | 
                False | 
                133,388 | 
                 
                
                | 40 | 
                21,162 | 
                19,607 | 
                1,555 | 
                7.5% | 
                133 | 
                0.6% | 
                81% | 
                False | 
                False | 
                130,537 | 
                 
                
                | 60 | 
                21,162 | 
                19,607 | 
                1,555 | 
                7.5% | 
                128 | 
                0.6% | 
                81% | 
                False | 
                False | 
                123,982 | 
                 
                
                | 80 | 
                21,162 | 
                18,613 | 
                2,549 | 
                12.2% | 
                126 | 
                0.6% | 
                89% | 
                False | 
                False | 
                95,274 | 
                 
                
                | 100 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.2% | 
                141 | 
                0.7% | 
                92% | 
                False | 
                False | 
                76,274 | 
                 
                
                | 120 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.2% | 
                146 | 
                0.7% | 
                92% | 
                False | 
                False | 
                63,578 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            21,443 | 
         
        
            | 
2.618             | 
            21,237 | 
         
        
            | 
1.618             | 
            21,111 | 
         
        
            | 
1.000             | 
            21,033 | 
         
        
            | 
0.618             | 
            20,985 | 
         
        
            | 
HIGH             | 
            20,907 | 
         
        
            | 
0.618             | 
            20,859 | 
         
        
            | 
0.500             | 
            20,844 | 
         
        
            | 
0.382             | 
            20,829 | 
         
        
            | 
LOW             | 
            20,781 | 
         
        
            | 
0.618             | 
            20,703 | 
         
        
            | 
1.000             | 
            20,655 | 
         
        
            | 
1.618             | 
            20,577 | 
         
        
            | 
2.618             | 
            20,451 | 
         
        
            | 
4.250             | 
            20,246 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Mar-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                20,861 | 
                                20,873 | 
                             
                            
                                | PP | 
                                20,852 | 
                                20,872 | 
                             
                            
                                | S1 | 
                                20,844 | 
                                20,870 | 
                             
             
         |