| Trading Metrics calculated at close of trading on 16-Mar-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Mar-2017 | 
                    16-Mar-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        20,858 | 
                        20,930 | 
                        72 | 
                        0.3% | 
                        20,975 | 
                     
                    
                        | High | 
                        20,978 | 
                        21,028 | 
                        50 | 
                        0.2% | 
                        21,021 | 
                     
                    
                        | Low | 
                        20,851 | 
                        20,893 | 
                        42 | 
                        0.2% | 
                        20,781 | 
                     
                    
                        | Close | 
                        20,944 | 
                        20,940 | 
                        -4 | 
                        0.0% | 
                        20,892 | 
                     
                    
                        | Range | 
                        127 | 
                        135 | 
                        8 | 
                        6.3% | 
                        240 | 
                     
                    
                        | ATR | 
                        127 | 
                        128 | 
                        1 | 
                        0.4% | 
                        0 | 
                     
                    
                        | Volume | 
                        44,285 | 
                        25,420 | 
                        -18,865 | 
                        -42.6% | 
                        672,404 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Mar-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,359 | 
                21,284 | 
                21,014 | 
                 | 
             
            
                | R3 | 
                21,224 | 
                21,149 | 
                20,977 | 
                 | 
             
            
                | R2 | 
                21,089 | 
                21,089 | 
                20,965 | 
                 | 
             
            
                | R1 | 
                21,014 | 
                21,014 | 
                20,953 | 
                21,052 | 
             
            
                | PP | 
                20,954 | 
                20,954 | 
                20,954 | 
                20,972 | 
             
            
                | S1 | 
                20,879 | 
                20,879 | 
                20,928 | 
                20,917 | 
             
            
                | S2 | 
                20,819 | 
                20,819 | 
                20,915 | 
                 | 
             
            
                | S3 | 
                20,684 | 
                20,744 | 
                20,903 | 
                 | 
             
            
                | S4 | 
                20,549 | 
                20,609 | 
                20,866 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                21,028 | 
                20,788 | 
                240 | 
                1.1% | 
                127 | 
                0.6% | 
                63% | 
                True | 
                False | 
                58,815 | 
                 
                
                | 10 | 
                21,037 | 
                20,781 | 
                256 | 
                1.2% | 
                115 | 
                0.5% | 
                62% | 
                False | 
                False | 
                99,091 | 
                 
                
                | 20 | 
                21,162 | 
                20,506 | 
                656 | 
                3.1% | 
                123 | 
                0.6% | 
                66% | 
                False | 
                False | 
                119,402 | 
                 
                
                | 40 | 
                21,162 | 
                19,607 | 
                1,555 | 
                7.4% | 
                131 | 
                0.6% | 
                86% | 
                False | 
                False | 
                120,424 | 
                 
                
                | 60 | 
                21,162 | 
                19,607 | 
                1,555 | 
                7.4% | 
                126 | 
                0.6% | 
                86% | 
                False | 
                False | 
                114,610 | 
                 
                
                | 80 | 
                21,162 | 
                18,765 | 
                2,397 | 
                11.4% | 
                127 | 
                0.6% | 
                91% | 
                False | 
                False | 
                98,908 | 
                 
                
                | 100 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.2% | 
                140 | 
                0.7% | 
                94% | 
                False | 
                False | 
                79,208 | 
                 
                
                | 120 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.2% | 
                146 | 
                0.7% | 
                94% | 
                False | 
                False | 
                66,026 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            21,602 | 
         
        
            | 
2.618             | 
            21,382 | 
         
        
            | 
1.618             | 
            21,247 | 
         
        
            | 
1.000             | 
            21,163 | 
         
        
            | 
0.618             | 
            21,112 | 
         
        
            | 
HIGH             | 
            21,028 | 
         
        
            | 
0.618             | 
            20,977 | 
         
        
            | 
0.500             | 
            20,961 | 
         
        
            | 
0.382             | 
            20,945 | 
         
        
            | 
LOW             | 
            20,893 | 
         
        
            | 
0.618             | 
            20,810 | 
         
        
            | 
1.000             | 
            20,758 | 
         
        
            | 
1.618             | 
            20,675 | 
         
        
            | 
2.618             | 
            20,540 | 
         
        
            | 
4.250             | 
            20,319 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Mar-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                20,961 | 
                                20,929 | 
                             
                            
                                | PP | 
                                20,954 | 
                                20,919 | 
                             
                            
                                | S1 | 
                                20,947 | 
                                20,908 | 
                             
             
         |