| Trading Metrics calculated at close of trading on 30-Jun-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Jun-2014 | 
                    30-Jun-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        15,340 | 
                        15,170 | 
                        -170 | 
                        -1.1% | 
                        15,470 | 
                     
                    
                        | High | 
                        15,340 | 
                        15,225 | 
                        -115 | 
                        -0.7% | 
                        15,500 | 
                     
                    
                        | Low | 
                        15,055 | 
                        15,070 | 
                        15 | 
                        0.1% | 
                        15,055 | 
                     
                    
                        | Close | 
                        15,170 | 
                        15,190 | 
                        20 | 
                        0.1% | 
                        15,170 | 
                     
                    
                        | Range | 
                        285 | 
                        155 | 
                        -130 | 
                        -45.6% | 
                        445 | 
                     
                    
                        | ATR | 
                        198 | 
                        195 | 
                        -3 | 
                        -1.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        14,199 | 
                        8,704 | 
                        -5,495 | 
                        -38.7% | 
                        57,949 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Jun-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                15,627 | 
                15,563 | 
                15,275 | 
                 | 
             
            
                | R3 | 
                15,472 | 
                15,408 | 
                15,233 | 
                 | 
             
            
                | R2 | 
                15,317 | 
                15,317 | 
                15,219 | 
                 | 
             
            
                | R1 | 
                15,253 | 
                15,253 | 
                15,204 | 
                15,285 | 
             
            
                | PP | 
                15,162 | 
                15,162 | 
                15,162 | 
                15,178 | 
             
            
                | S1 | 
                15,098 | 
                15,098 | 
                15,176 | 
                15,130 | 
             
            
                | S2 | 
                15,007 | 
                15,007 | 
                15,162 | 
                 | 
             
            
                | S3 | 
                14,852 | 
                14,943 | 
                15,148 | 
                 | 
             
            
                | S4 | 
                14,697 | 
                14,788 | 
                15,105 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                194 | 
                1.3% | 
                30% | 
                False | 
                False | 
                11,128 | 
                 
                
                | 10 | 
                15,505 | 
                14,970 | 
                535 | 
                3.5% | 
                193 | 
                1.3% | 
                41% | 
                False | 
                False | 
                10,908 | 
                 
                
                | 20 | 
                15,505 | 
                14,835 | 
                670 | 
                4.4% | 
                196 | 
                1.3% | 
                53% | 
                False | 
                False | 
                11,624 | 
                 
                
                | 40 | 
                15,505 | 
                13,985 | 
                1,520 | 
                10.0% | 
                186 | 
                1.2% | 
                79% | 
                False | 
                False | 
                5,870 | 
                 
                
                | 60 | 
                15,505 | 
                13,970 | 
                1,535 | 
                10.1% | 
                140 | 
                0.9% | 
                79% | 
                False | 
                False | 
                3,915 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            15,884 | 
         
        
            | 
2.618             | 
            15,631 | 
         
        
            | 
1.618             | 
            15,476 | 
         
        
            | 
1.000             | 
            15,380 | 
         
        
            | 
0.618             | 
            15,321 | 
         
        
            | 
HIGH             | 
            15,225 | 
         
        
            | 
0.618             | 
            15,166 | 
         
        
            | 
0.500             | 
            15,148 | 
         
        
            | 
0.382             | 
            15,129 | 
         
        
            | 
LOW             | 
            15,070 | 
         
        
            | 
0.618             | 
            14,974 | 
         
        
            | 
1.000             | 
            14,915 | 
         
        
            | 
1.618             | 
            14,819 | 
         
        
            | 
2.618             | 
            14,664 | 
         
        
            | 
4.250             | 
            14,411 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Jun-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                15,176 | 
                                15,215 | 
                             
                            
                                | PP | 
                                15,162 | 
                                15,207 | 
                             
                            
                                | S1 | 
                                15,148 | 
                                15,198 | 
                             
             
         |