| Trading Metrics calculated at close of trading on 06-Sep-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Sep-2017 | 
                    06-Sep-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        19,510 | 
                        19,355 | 
                        -155 | 
                        -0.8% | 
                        19,450 | 
                     
                    
                        | High | 
                        19,620 | 
                        19,490 | 
                        -130 | 
                        -0.7% | 
                        19,750 | 
                     
                    
                        | Low | 
                        19,270 | 
                        19,260 | 
                        -10 | 
                        -0.1% | 
                        19,060 | 
                     
                    
                        | Close | 
                        19,355 | 
                        19,470 | 
                        115 | 
                        0.6% | 
                        19,695 | 
                     
                    
                        | Range | 
                        350 | 
                        230 | 
                        -120 | 
                        -34.3% | 
                        690 | 
                     
                    
                        | ATR | 
                        212 | 
                        213 | 
                        1 | 
                        0.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        42,221 | 
                        18,541 | 
                        -23,680 | 
                        -56.1% | 
                        56,048 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Sep-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20,097 | 
                20,013 | 
                19,597 | 
                 | 
             
            
                | R3 | 
                19,867 | 
                19,783 | 
                19,533 | 
                 | 
             
            
                | R2 | 
                19,637 | 
                19,637 | 
                19,512 | 
                 | 
             
            
                | R1 | 
                19,553 | 
                19,553 | 
                19,491 | 
                19,595 | 
             
            
                | PP | 
                19,407 | 
                19,407 | 
                19,407 | 
                19,428 | 
             
            
                | S1 | 
                19,323 | 
                19,323 | 
                19,449 | 
                19,365 | 
             
            
                | S2 | 
                19,177 | 
                19,177 | 
                19,428 | 
                 | 
             
            
                | S3 | 
                18,947 | 
                19,093 | 
                19,407 | 
                 | 
             
            
                | S4 | 
                18,717 | 
                18,863 | 
                19,344 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Sep-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,572 | 
                21,323 | 
                20,075 | 
                 | 
             
            
                | R3 | 
                20,882 | 
                20,633 | 
                19,885 | 
                 | 
             
            
                | R2 | 
                20,192 | 
                20,192 | 
                19,822 | 
                 | 
             
            
                | R1 | 
                19,943 | 
                19,943 | 
                19,758 | 
                20,068 | 
             
            
                | PP | 
                19,502 | 
                19,502 | 
                19,502 | 
                19,564 | 
             
            
                | S1 | 
                19,253 | 
                19,253 | 
                19,632 | 
                19,378 | 
             
            
                | S2 | 
                18,812 | 
                18,812 | 
                19,569 | 
                 | 
             
            
                | S3 | 
                18,122 | 
                18,563 | 
                19,505 | 
                 | 
             
            
                | S4 | 
                17,432 | 
                17,873 | 
                19,316 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                19,750 | 
                19,260 | 
                490 | 
                2.5% | 
                210 | 
                1.1% | 
                43% | 
                False | 
                True | 
                18,966 | 
                 
                
                | 10 | 
                19,750 | 
                19,060 | 
                690 | 
                3.5% | 
                218 | 
                1.1% | 
                59% | 
                False | 
                False | 
                13,930 | 
                 
                
                | 20 | 
                19,940 | 
                19,060 | 
                880 | 
                4.5% | 
                231 | 
                1.2% | 
                47% | 
                False | 
                False | 
                12,333 | 
                 
                
                | 40 | 
                20,205 | 
                19,060 | 
                1,145 | 
                5.9% | 
                183 | 
                0.9% | 
                36% | 
                False | 
                False | 
                9,679 | 
                 
                
                | 60 | 
                20,320 | 
                19,060 | 
                1,260 | 
                6.5% | 
                189 | 
                1.0% | 
                33% | 
                False | 
                False | 
                9,772 | 
                 
                
                | 80 | 
                20,320 | 
                19,060 | 
                1,260 | 
                6.5% | 
                191 | 
                1.0% | 
                33% | 
                False | 
                False | 
                8,445 | 
                 
                
                | 100 | 
                20,320 | 
                18,290 | 
                2,030 | 
                10.4% | 
                187 | 
                1.0% | 
                58% | 
                False | 
                False | 
                6,761 | 
                 
                
                | 120 | 
                20,320 | 
                18,290 | 
                2,030 | 
                10.4% | 
                187 | 
                1.0% | 
                58% | 
                False | 
                False | 
                5,636 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            20,468 | 
         
        
            | 
2.618             | 
            20,092 | 
         
        
            | 
1.618             | 
            19,862 | 
         
        
            | 
1.000             | 
            19,720 | 
         
        
            | 
0.618             | 
            19,632 | 
         
        
            | 
HIGH             | 
            19,490 | 
         
        
            | 
0.618             | 
            19,402 | 
         
        
            | 
0.500             | 
            19,375 | 
         
        
            | 
0.382             | 
            19,348 | 
         
        
            | 
LOW             | 
            19,260 | 
         
        
            | 
0.618             | 
            19,118 | 
         
        
            | 
1.000             | 
            19,030 | 
         
        
            | 
1.618             | 
            18,888 | 
         
        
            | 
2.618             | 
            18,658 | 
         
        
            | 
4.250             | 
            18,283 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Sep-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                19,438 | 
                                19,505 | 
                             
                            
                                | PP | 
                                19,407 | 
                                19,493 | 
                             
                            
                                | S1 | 
                                19,375 | 
                                19,482 | 
                             
             
         |