Undocumented feature: partial string slicing
#### Code Sample, a copy-pastable example if possible

```python
>>> index = ['abe', 'adam', 'andrew', 'ben', 'brad', 'cal', 'chad', 'dan']
>>> data = [0] * len(index)
>>> df = pd.DataFrame(index=index, data=data, columns=['col'])
>>> df
        col
abe       0
adam      0
andrew    0
ben       0
brad      0
cal       0
chad      0
dan       0

>>> df.loc['ac':'d']
        col
adam      0
andrew    0
ben       0
brad      0
cal       0
chad      0

```
#### Problem description
Partial string slicing is documented for datetimeindexes but is nowhere to be found for string indexes. The index must be ordered for it to work. I couldn't find a single example of this anywhere online. Is this type of slicing encouraged? Should it be documented?

#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 3.6.1.final.0
python-bits: 64
OS: Darwin
OS-release: 15.6.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.20.3
pytest: 3.0.7
pip: 9.0.1
setuptools: 35.0.2
Cython: 0.25.2
numpy: 1.13.1
scipy: 0.19.0
xarray: None
IPython: 6.0.0
sphinx: 1.5.5
patsy: 0.4.1
dateutil: 2.6.1
pytz: 2017.2
blosc: None
bottleneck: 1.2.0
tables: 3.4.2
numexpr: 2.6.2
feather: None
matplotlib: 2.0.2
openpyxl: 2.4.7
xlrd: 1.0.0
xlwt: 1.2.0
xlsxwriter: 0.9.6
lxml: 3.7.3
bs4: 4.6.0
html5lib: 0.999999999
sqlalchemy: 1.1.9
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
pandas_gbq: None
pandas_datareader: 0.3.0.post
</details>
