| Trading Metrics calculated at close of trading on 11-Aug-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Aug-2017 | 
                    11-Aug-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        19,775 | 
                        19,365 | 
                        -410 | 
                        -2.1% | 
                        20,050 | 
                     
                    
                        | High | 
                        19,820 | 
                        19,495 | 
                        -325 | 
                        -1.6% | 
                        20,095 | 
                     
                    
                        | Low | 
                        19,365 | 
                        19,300 | 
                        -65 | 
                        -0.3% | 
                        19,300 | 
                     
                    
                        | Close | 
                        19,365 | 
                        19,410 | 
                        45 | 
                        0.2% | 
                        19,410 | 
                     
                    
                        | Range | 
                        455 | 
                        195 | 
                        -260 | 
                        -57.1% | 
                        795 | 
                     
                    
                        | ATR | 
                        178 | 
                        179 | 
                        1 | 
                        0.7% | 
                        0 | 
                     
                    
                        | Volume | 
                        13,356 | 
                        9,786 | 
                        -3,570 | 
                        -26.7% | 
                        50,024 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Aug-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                19,987 | 
                19,893 | 
                19,517 | 
                 | 
             
            
                | R3 | 
                19,792 | 
                19,698 | 
                19,464 | 
                 | 
             
            
                | R2 | 
                19,597 | 
                19,597 | 
                19,446 | 
                 | 
             
            
                | R1 | 
                19,503 | 
                19,503 | 
                19,428 | 
                19,550 | 
             
            
                | PP | 
                19,402 | 
                19,402 | 
                19,402 | 
                19,425 | 
             
            
                | S1 | 
                19,308 | 
                19,308 | 
                19,392 | 
                19,355 | 
             
            
                | S2 | 
                19,207 | 
                19,207 | 
                19,374 | 
                 | 
             
            
                | S3 | 
                19,012 | 
                19,113 | 
                19,357 | 
                 | 
             
            
                | S4 | 
                18,817 | 
                18,918 | 
                19,303 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Aug-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,987 | 
                21,493 | 
                19,847 | 
                 | 
             
            
                | R3 | 
                21,192 | 
                20,698 | 
                19,629 | 
                 | 
             
            
                | R2 | 
                20,397 | 
                20,397 | 
                19,556 | 
                 | 
             
            
                | R1 | 
                19,903 | 
                19,903 | 
                19,483 | 
                19,753 | 
             
            
                | PP | 
                19,602 | 
                19,602 | 
                19,602 | 
                19,526 | 
             
            
                | S1 | 
                19,108 | 
                19,108 | 
                19,337 | 
                18,958 | 
             
            
                | S2 | 
                18,807 | 
                18,807 | 
                19,264 | 
                 | 
             
            
                | S3 | 
                18,012 | 
                18,313 | 
                19,192 | 
                 | 
             
            
                | S4 | 
                17,217 | 
                17,518 | 
                18,973 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                20,095 | 
                19,300 | 
                795 | 
                4.1% | 
                227 | 
                1.2% | 
                14% | 
                False | 
                True | 
                10,004 | 
                 
                
                | 10 | 
                20,105 | 
                19,300 | 
                805 | 
                4.1% | 
                174 | 
                0.9% | 
                14% | 
                False | 
                True | 
                8,360 | 
                 
                
                | 20 | 
                20,180 | 
                19,300 | 
                880 | 
                4.5% | 
                162 | 
                0.8% | 
                13% | 
                False | 
                True | 
                7,904 | 
                 
                
                | 40 | 
                20,320 | 
                19,300 | 
                1,020 | 
                5.3% | 
                173 | 
                0.9% | 
                11% | 
                False | 
                True | 
                8,688 | 
                 
                
                | 60 | 
                20,320 | 
                19,300 | 
                1,020 | 
                5.3% | 
                181 | 
                0.9% | 
                11% | 
                False | 
                True | 
                7,798 | 
                 
                
                | 80 | 
                20,320 | 
                18,620 | 
                1,700 | 
                8.8% | 
                179 | 
                0.9% | 
                46% | 
                False | 
                False | 
                5,856 | 
                 
                
                | 100 | 
                20,320 | 
                18,290 | 
                2,030 | 
                10.5% | 
                182 | 
                0.9% | 
                55% | 
                False | 
                False | 
                4,687 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            20,324 | 
         
        
            | 
2.618             | 
            20,006 | 
         
        
            | 
1.618             | 
            19,811 | 
         
        
            | 
1.000             | 
            19,690 | 
         
        
            | 
0.618             | 
            19,616 | 
         
        
            | 
HIGH             | 
            19,495 | 
         
        
            | 
0.618             | 
            19,421 | 
         
        
            | 
0.500             | 
            19,398 | 
         
        
            | 
0.382             | 
            19,375 | 
         
        
            | 
LOW             | 
            19,300 | 
         
        
            | 
0.618             | 
            19,180 | 
         
        
            | 
1.000             | 
            19,105 | 
         
        
            | 
1.618             | 
            18,985 | 
         
        
            | 
2.618             | 
            18,790 | 
         
        
            | 
4.250             | 
            18,471 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Aug-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                19,406 | 
                                19,620 | 
                             
                            
                                | PP | 
                                19,402 | 
                                19,550 | 
                             
                            
                                | S1 | 
                                19,398 | 
                                19,480 | 
                             
             
         |