| Trading Metrics calculated at close of trading on 17-Mar-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Mar-2017 | 
                    17-Mar-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        20,930 | 
                        20,938 | 
                        8 | 
                        0.0% | 
                        20,886 | 
                     
                    
                        | High | 
                        21,028 | 
                        20,975 | 
                        -53 | 
                        -0.3% | 
                        21,028 | 
                     
                    
                        | Low | 
                        20,893 | 
                        20,915 | 
                        22 | 
                        0.1% | 
                        20,788 | 
                     
                    
                        | Close | 
                        20,940 | 
                        20,972 | 
                        32 | 
                        0.2% | 
                        20,972 | 
                     
                    
                        | Range | 
                        135 | 
                        60 | 
                        -75 | 
                        -55.6% | 
                        240 | 
                     
                    
                        | ATR | 
                        128 | 
                        123 | 
                        -5 | 
                        -3.8% | 
                        0 | 
                     
                    
                        | Volume | 
                        25,420 | 
                        3,353 | 
                        -22,067 | 
                        -86.8% | 
                        186,712 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Mar-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,134 | 
                21,113 | 
                21,005 | 
                 | 
             
            
                | R3 | 
                21,074 | 
                21,053 | 
                20,989 | 
                 | 
             
            
                | R2 | 
                21,014 | 
                21,014 | 
                20,983 | 
                 | 
             
            
                | R1 | 
                20,993 | 
                20,993 | 
                20,978 | 
                21,004 | 
             
            
                | PP | 
                20,954 | 
                20,954 | 
                20,954 | 
                20,959 | 
             
            
                | S1 | 
                20,933 | 
                20,933 | 
                20,967 | 
                20,944 | 
             
            
                | S2 | 
                20,894 | 
                20,894 | 
                20,961 | 
                 | 
             
            
                | S3 | 
                20,834 | 
                20,873 | 
                20,956 | 
                 | 
             
            
                | S4 | 
                20,774 | 
                20,813 | 
                20,939 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Mar-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,649 | 
                21,551 | 
                21,104 | 
                 | 
             
            
                | R3 | 
                21,409 | 
                21,311 | 
                21,038 | 
                 | 
             
            
                | R2 | 
                21,169 | 
                21,169 | 
                21,016 | 
                 | 
             
            
                | R1 | 
                21,071 | 
                21,071 | 
                20,994 | 
                21,120 | 
             
            
                | PP | 
                20,929 | 
                20,929 | 
                20,929 | 
                20,954 | 
             
            
                | S1 | 
                20,831 | 
                20,831 | 
                20,950 | 
                20,880 | 
             
            
                | S2 | 
                20,689 | 
                20,689 | 
                20,928 | 
                 | 
             
            
                | S3 | 
                20,449 | 
                20,591 | 
                20,906 | 
                 | 
             
            
                | S4 | 
                20,209 | 
                20,351 | 
                20,840 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                100 | 
                0.5% | 
                77% | 
                False | 
                False | 
                37,342 | 
                 
                
                | 10 | 
                21,028 | 
                20,781 | 
                247 | 
                1.2% | 
                110 | 
                0.5% | 
                77% | 
                False | 
                False | 
                85,911 | 
                 
                
                | 20 | 
                21,162 | 
                20,506 | 
                656 | 
                3.1% | 
                122 | 
                0.6% | 
                71% | 
                False | 
                False | 
                112,675 | 
                 
                
                | 40 | 
                21,162 | 
                19,652 | 
                1,510 | 
                7.2% | 
                129 | 
                0.6% | 
                87% | 
                False | 
                False | 
                117,523 | 
                 
                
                | 60 | 
                21,162 | 
                19,607 | 
                1,555 | 
                7.4% | 
                126 | 
                0.6% | 
                88% | 
                False | 
                False | 
                113,215 | 
                 
                
                | 80 | 
                21,162 | 
                18,769 | 
                2,393 | 
                11.4% | 
                127 | 
                0.6% | 
                92% | 
                False | 
                False | 
                98,947 | 
                 
                
                | 100 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.1% | 
                139 | 
                0.7% | 
                95% | 
                False | 
                False | 
                79,240 | 
                 
                
                | 120 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.1% | 
                145 | 
                0.7% | 
                95% | 
                False | 
                False | 
                66,053 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            21,230 | 
         
        
            | 
2.618             | 
            21,132 | 
         
        
            | 
1.618             | 
            21,072 | 
         
        
            | 
1.000             | 
            21,035 | 
         
        
            | 
0.618             | 
            21,012 | 
         
        
            | 
HIGH             | 
            20,975 | 
         
        
            | 
0.618             | 
            20,952 | 
         
        
            | 
0.500             | 
            20,945 | 
         
        
            | 
0.382             | 
            20,938 | 
         
        
            | 
LOW             | 
            20,915 | 
         
        
            | 
0.618             | 
            20,878 | 
         
        
            | 
1.000             | 
            20,855 | 
         
        
            | 
1.618             | 
            20,818 | 
         
        
            | 
2.618             | 
            20,758 | 
         
        
            | 
4.250             | 
            20,660 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Mar-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                20,963 | 
                                20,961 | 
                             
                            
                                | PP | 
                                20,954 | 
                                20,950 | 
                             
                            
                                | S1 | 
                                20,945 | 
                                20,940 | 
                             
             
         |