| Trading Metrics calculated at close of trading on 27-Jun-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jun-2014 | 
                    27-Jun-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        15,355 | 
                        15,340 | 
                        -15 | 
                        -0.1% | 
                        15,470 | 
                     
                    
                        | High | 
                        15,375 | 
                        15,340 | 
                        -35 | 
                        -0.2% | 
                        15,500 | 
                     
                    
                        | Low | 
                        15,240 | 
                        15,055 | 
                        -185 | 
                        -1.2% | 
                        15,055 | 
                     
                    
                        | Close | 
                        15,335 | 
                        15,170 | 
                        -165 | 
                        -1.1% | 
                        15,170 | 
                     
                    
                        | Range | 
                        135 | 
                        285 | 
                        150 | 
                        111.1% | 
                        445 | 
                     
                    
                        | ATR | 
                        192 | 
                        198 | 
                        7 | 
                        3.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        10,713 | 
                        14,199 | 
                        3,486 | 
                        32.5% | 
                        57,949 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jun-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                16,043 | 
                15,892 | 
                15,327 | 
                 | 
             
            
                | R3 | 
                15,758 | 
                15,607 | 
                15,249 | 
                 | 
             
            
                | R2 | 
                15,473 | 
                15,473 | 
                15,222 | 
                 | 
             
            
                | R1 | 
                15,322 | 
                15,322 | 
                15,196 | 
                15,255 | 
             
            
                | PP | 
                15,188 | 
                15,188 | 
                15,188 | 
                15,155 | 
             
            
                | S1 | 
                15,037 | 
                15,037 | 
                15,144 | 
                14,970 | 
             
            
                | S2 | 
                14,903 | 
                14,903 | 
                15,118 | 
                 | 
             
            
                | S3 | 
                14,618 | 
                14,752 | 
                15,092 | 
                 | 
             
            
                | S4 | 
                14,333 | 
                14,467 | 
                15,013 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Jun-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                16,577 | 
                16,318 | 
                15,415 | 
                 | 
             
            
                | R3 | 
                16,132 | 
                15,873 | 
                15,293 | 
                 | 
             
            
                | R2 | 
                15,687 | 
                15,687 | 
                15,252 | 
                 | 
             
            
                | R1 | 
                15,428 | 
                15,428 | 
                15,211 | 
                15,335 | 
             
            
                | PP | 
                15,242 | 
                15,242 | 
                15,242 | 
                15,195 | 
             
            
                | S1 | 
                14,983 | 
                14,983 | 
                15,129 | 
                14,890 | 
             
            
                | S2 | 
                14,797 | 
                14,797 | 
                15,089 | 
                 | 
             
            
                | S3 | 
                14,352 | 
                14,538 | 
                15,048 | 
                 | 
             
            
                | S4 | 
                13,907 | 
                14,093 | 
                14,925 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                15,500 | 
                15,055 | 
                445 | 
                2.9% | 
                199 | 
                1.3% | 
                26% | 
                False | 
                True | 
                11,589 | 
                 
                
                | 10 | 
                15,505 | 
                14,885 | 
                620 | 
                4.1% | 
                201 | 
                1.3% | 
                46% | 
                False | 
                False | 
                10,930 | 
                 
                
                | 20 | 
                15,505 | 
                14,755 | 
                750 | 
                4.9% | 
                206 | 
                1.4% | 
                55% | 
                False | 
                False | 
                11,209 | 
                 
                
                | 40 | 
                15,505 | 
                13,985 | 
                1,520 | 
                10.0% | 
                185 | 
                1.2% | 
                78% | 
                False | 
                False | 
                5,653 | 
                 
                
                | 60 | 
                15,505 | 
                13,970 | 
                1,535 | 
                10.1% | 
                137 | 
                0.9% | 
                78% | 
                False | 
                False | 
                3,770 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            16,551 | 
         
        
            | 
2.618             | 
            16,086 | 
         
        
            | 
1.618             | 
            15,801 | 
         
        
            | 
1.000             | 
            15,625 | 
         
        
            | 
0.618             | 
            15,516 | 
         
        
            | 
HIGH             | 
            15,340 | 
         
        
            | 
0.618             | 
            15,231 | 
         
        
            | 
0.500             | 
            15,198 | 
         
        
            | 
0.382             | 
            15,164 | 
         
        
            | 
LOW             | 
            15,055 | 
         
        
            | 
0.618             | 
            14,879 | 
         
        
            | 
1.000             | 
            14,770 | 
         
        
            | 
1.618             | 
            14,594 | 
         
        
            | 
2.618             | 
            14,309 | 
         
        
            | 
4.250             | 
            13,844 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jun-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                15,198 | 
                                15,228 | 
                             
                            
                                | PP | 
                                15,188 | 
                                15,208 | 
                             
                            
                                | S1 | 
                                15,179 | 
                                15,189 | 
                             
             
         |