| Trading Metrics calculated at close of trading on 17-May-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-May-2017 | 
                    17-May-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        19,960 | 
                        19,830 | 
                        -130 | 
                        -0.7% | 
                        19,775 | 
                     
                    
                        | High | 
                        20,005 | 
                        19,850 | 
                        -155 | 
                        -0.8% | 
                        20,040 | 
                     
                    
                        | Low | 
                        19,815 | 
                        19,445 | 
                        -370 | 
                        -1.9% | 
                        19,730 | 
                     
                    
                        | Close | 
                        19,860 | 
                        19,460 | 
                        -400 | 
                        -2.0% | 
                        19,820 | 
                     
                    
                        | Range | 
                        190 | 
                        405 | 
                        215 | 
                        113.2% | 
                        310 | 
                     
                    
                        | ATR | 
                        210 | 
                        225 | 
                        15 | 
                        6.9% | 
                        0 | 
                     
                    
                        | Volume | 
                        9,380 | 
                        21,545 | 
                        12,165 | 
                        129.7% | 
                        54,280 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-May-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20,800 | 
                20,535 | 
                19,683 | 
                 | 
             
            
                | R3 | 
                20,395 | 
                20,130 | 
                19,572 | 
                 | 
             
            
                | R2 | 
                19,990 | 
                19,990 | 
                19,534 | 
                 | 
             
            
                | R1 | 
                19,725 | 
                19,725 | 
                19,497 | 
                19,655 | 
             
            
                | PP | 
                19,585 | 
                19,585 | 
                19,585 | 
                19,550 | 
             
            
                | S1 | 
                19,320 | 
                19,320 | 
                19,423 | 
                19,250 | 
             
            
                | S2 | 
                19,180 | 
                19,180 | 
                19,386 | 
                 | 
             
            
                | S3 | 
                18,775 | 
                18,915 | 
                19,349 | 
                 | 
             
            
                | S4 | 
                18,370 | 
                18,510 | 
                19,237 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-May-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20,793 | 
                20,617 | 
                19,991 | 
                 | 
             
            
                | R3 | 
                20,483 | 
                20,307 | 
                19,905 | 
                 | 
             
            
                | R2 | 
                20,173 | 
                20,173 | 
                19,877 | 
                 | 
             
            
                | R1 | 
                19,997 | 
                19,997 | 
                19,849 | 
                20,085 | 
             
            
                | PP | 
                19,863 | 
                19,863 | 
                19,863 | 
                19,908 | 
             
            
                | S1 | 
                19,687 | 
                19,687 | 
                19,792 | 
                19,775 | 
             
            
                | S2 | 
                19,553 | 
                19,553 | 
                19,763 | 
                 | 
             
            
                | S3 | 
                19,243 | 
                19,377 | 
                19,735 | 
                 | 
             
            
                | S4 | 
                18,933 | 
                19,067 | 
                19,650 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                20,005 | 
                19,445 | 
                560 | 
                2.9% | 
                237 | 
                1.2% | 
                3% | 
                False | 
                True | 
                12,100 | 
                 
                
                | 10 | 
                20,040 | 
                19,445 | 
                595 | 
                3.1% | 
                214 | 
                1.1% | 
                3% | 
                False | 
                True | 
                10,530 | 
                 
                
                | 20 | 
                20,040 | 
                18,400 | 
                1,640 | 
                8.4% | 
                207 | 
                1.1% | 
                65% | 
                False | 
                False | 
                10,410 | 
                 
                
                | 40 | 
                20,040 | 
                18,255 | 
                1,785 | 
                9.2% | 
                225 | 
                1.2% | 
                68% | 
                False | 
                False | 
                11,872 | 
                 
                
                | 60 | 
                20,040 | 
                18,255 | 
                1,785 | 
                9.2% | 
                222 | 
                1.1% | 
                68% | 
                False | 
                False | 
                10,212 | 
                 
                
                | 80 | 
                20,040 | 
                18,255 | 
                1,785 | 
                9.2% | 
                225 | 
                1.2% | 
                68% | 
                False | 
                False | 
                7,668 | 
                 
                
                | 100 | 
                20,040 | 
                18,255 | 
                1,785 | 
                9.2% | 
                218 | 
                1.1% | 
                68% | 
                False | 
                False | 
                6,136 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            21,571 | 
         
        
            | 
2.618             | 
            20,910 | 
         
        
            | 
1.618             | 
            20,505 | 
         
        
            | 
1.000             | 
            20,255 | 
         
        
            | 
0.618             | 
            20,100 | 
         
        
            | 
HIGH             | 
            19,850 | 
         
        
            | 
0.618             | 
            19,695 | 
         
        
            | 
0.500             | 
            19,648 | 
         
        
            | 
0.382             | 
            19,600 | 
         
        
            | 
LOW             | 
            19,445 | 
         
        
            | 
0.618             | 
            19,195 | 
         
        
            | 
1.000             | 
            19,040 | 
         
        
            | 
1.618             | 
            18,790 | 
         
        
            | 
2.618             | 
            18,385 | 
         
        
            | 
4.250             | 
            17,724 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-May-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                19,648 | 
                                19,725 | 
                             
                            
                                | PP | 
                                19,585 | 
                                19,637 | 
                             
                            
                                | S1 | 
                                19,523 | 
                                19,548 | 
                             
             
         |