| Trading Metrics calculated at close of trading on 15-Mar-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Mar-2017 | 
                    15-Mar-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        20,884 | 
                        20,858 | 
                        -26 | 
                        -0.1% | 
                        20,975 | 
                     
                    
                        | High | 
                        20,890 | 
                        20,978 | 
                        88 | 
                        0.4% | 
                        21,021 | 
                     
                    
                        | Low | 
                        20,788 | 
                        20,851 | 
                        63 | 
                        0.3% | 
                        20,781 | 
                     
                    
                        | Close | 
                        20,847 | 
                        20,944 | 
                        97 | 
                        0.5% | 
                        20,892 | 
                     
                    
                        | Range | 
                        102 | 
                        127 | 
                        25 | 
                        24.5% | 
                        240 | 
                     
                    
                        | ATR | 
                        127 | 
                        127 | 
                        0 | 
                        0.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        60,314 | 
                        44,285 | 
                        -16,029 | 
                        -26.6% | 
                        672,404 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Mar-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,305 | 
                21,252 | 
                21,014 | 
                 | 
             
            
                | R3 | 
                21,178 | 
                21,125 | 
                20,979 | 
                 | 
             
            
                | R2 | 
                21,051 | 
                21,051 | 
                20,967 | 
                 | 
             
            
                | R1 | 
                20,998 | 
                20,998 | 
                20,956 | 
                21,025 | 
             
            
                | PP | 
                20,924 | 
                20,924 | 
                20,924 | 
                20,938 | 
             
            
                | S1 | 
                20,871 | 
                20,871 | 
                20,932 | 
                20,898 | 
             
            
                | S2 | 
                20,797 | 
                20,797 | 
                20,921 | 
                 | 
             
            
                | S3 | 
                20,670 | 
                20,744 | 
                20,909 | 
                 | 
             
            
                | S4 | 
                20,543 | 
                20,617 | 
                20,874 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Mar-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,618 | 
                21,495 | 
                21,024 | 
                 | 
             
            
                | R3 | 
                21,378 | 
                21,255 | 
                20,958 | 
                 | 
             
            
                | R2 | 
                21,138 | 
                21,138 | 
                20,936 | 
                 | 
             
            
                | R1 | 
                21,015 | 
                21,015 | 
                20,914 | 
                20,957 | 
             
            
                | PP | 
                20,898 | 
                20,898 | 
                20,898 | 
                20,869 | 
             
            
                | S1 | 
                20,775 | 
                20,775 | 
                20,870 | 
                20,717 | 
             
            
                | S2 | 
                20,658 | 
                20,658 | 
                20,848 | 
                 | 
             
            
                | S3 | 
                20,418 | 
                20,535 | 
                20,826 | 
                 | 
             
            
                | S4 | 
                20,178 | 
                20,295 | 
                20,760 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                21,021 | 
                20,781 | 
                240 | 
                1.1% | 
                125 | 
                0.6% | 
                68% | 
                False | 
                False | 
                89,453 | 
                 
                
                | 10 | 
                21,130 | 
                20,781 | 
                349 | 
                1.7% | 
                117 | 
                0.6% | 
                47% | 
                False | 
                False | 
                111,736 | 
                 
                
                | 20 | 
                21,162 | 
                20,468 | 
                694 | 
                3.3% | 
                125 | 
                0.6% | 
                69% | 
                False | 
                False | 
                124,791 | 
                 
                
                | 40 | 
                21,162 | 
                19,607 | 
                1,555 | 
                7.4% | 
                131 | 
                0.6% | 
                86% | 
                False | 
                False | 
                122,814 | 
                 
                
                | 60 | 
                21,162 | 
                19,607 | 
                1,555 | 
                7.4% | 
                125 | 
                0.6% | 
                86% | 
                False | 
                False | 
                116,352 | 
                 
                
                | 80 | 
                21,162 | 
                18,755 | 
                2,407 | 
                11.5% | 
                126 | 
                0.6% | 
                91% | 
                False | 
                False | 
                98,595 | 
                 
                
                | 100 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.2% | 
                140 | 
                0.7% | 
                94% | 
                False | 
                False | 
                78,958 | 
                 
                
                | 120 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.2% | 
                146 | 
                0.7% | 
                94% | 
                False | 
                False | 
                65,815 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            21,518 | 
         
        
            | 
2.618             | 
            21,311 | 
         
        
            | 
1.618             | 
            21,184 | 
         
        
            | 
1.000             | 
            21,105 | 
         
        
            | 
0.618             | 
            21,057 | 
         
        
            | 
HIGH             | 
            20,978 | 
         
        
            | 
0.618             | 
            20,930 | 
         
        
            | 
0.500             | 
            20,915 | 
         
        
            | 
0.382             | 
            20,900 | 
         
        
            | 
LOW             | 
            20,851 | 
         
        
            | 
0.618             | 
            20,773 | 
         
        
            | 
1.000             | 
            20,724 | 
         
        
            | 
1.618             | 
            20,646 | 
         
        
            | 
2.618             | 
            20,519 | 
         
        
            | 
4.250             | 
            20,311 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Mar-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                20,934 | 
                                20,924 | 
                             
                            
                                | PP | 
                                20,924 | 
                                20,903 | 
                             
                            
                                | S1 | 
                                20,915 | 
                                20,883 | 
                             
             
         |