| Trading Metrics calculated at close of trading on 01-Jul-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jun-2014 | 
                    01-Jul-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        15,170 | 
                        15,195 | 
                        25 | 
                        0.2% | 
                        15,470 | 
                     
                    
                        | High | 
                        15,225 | 
                        15,465 | 
                        240 | 
                        1.6% | 
                        15,500 | 
                     
                    
                        | Low | 
                        15,070 | 
                        15,170 | 
                        100 | 
                        0.7% | 
                        15,055 | 
                     
                    
                        | Close | 
                        15,190 | 
                        15,435 | 
                        245 | 
                        1.6% | 
                        15,170 | 
                     
                    
                        | Range | 
                        155 | 
                        295 | 
                        140 | 
                        90.3% | 
                        445 | 
                     
                    
                        | ATR | 
                        195 | 
                        202 | 
                        7 | 
                        3.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        8,704 | 
                        10,222 | 
                        1,518 | 
                        17.4% | 
                        57,949 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jul-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                16,242 | 
                16,133 | 
                15,597 | 
                 | 
             
            
                | R3 | 
                15,947 | 
                15,838 | 
                15,516 | 
                 | 
             
            
                | R2 | 
                15,652 | 
                15,652 | 
                15,489 | 
                 | 
             
            
                | R1 | 
                15,543 | 
                15,543 | 
                15,462 | 
                15,598 | 
             
            
                | PP | 
                15,357 | 
                15,357 | 
                15,357 | 
                15,384 | 
             
            
                | S1 | 
                15,248 | 
                15,248 | 
                15,408 | 
                15,303 | 
             
            
                | S2 | 
                15,062 | 
                15,062 | 
                15,381 | 
                 | 
             
            
                | S3 | 
                14,767 | 
                14,953 | 
                15,354 | 
                 | 
             
            
                | S4 | 
                14,472 | 
                14,658 | 
                15,273 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                15,465 | 
                15,055 | 
                410 | 
                2.7% | 
                207 | 
                1.3% | 
                93% | 
                True | 
                False | 
                10,846 | 
                 
                
                | 10 | 
                15,505 | 
                15,025 | 
                480 | 
                3.1% | 
                211 | 
                1.4% | 
                85% | 
                False | 
                False | 
                10,978 | 
                 
                
                | 20 | 
                15,505 | 
                14,835 | 
                670 | 
                4.3% | 
                205 | 
                1.3% | 
                90% | 
                False | 
                False | 
                12,061 | 
                 
                
                | 40 | 
                15,505 | 
                13,985 | 
                1,520 | 
                9.8% | 
                190 | 
                1.2% | 
                95% | 
                False | 
                False | 
                6,126 | 
                 
                
                | 60 | 
                15,505 | 
                13,970 | 
                1,535 | 
                9.9% | 
                141 | 
                0.9% | 
                95% | 
                False | 
                False | 
                4,085 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            16,719 | 
         
        
            | 
2.618             | 
            16,237 | 
         
        
            | 
1.618             | 
            15,942 | 
         
        
            | 
1.000             | 
            15,760 | 
         
        
            | 
0.618             | 
            15,647 | 
         
        
            | 
HIGH             | 
            15,465 | 
         
        
            | 
0.618             | 
            15,352 | 
         
        
            | 
0.500             | 
            15,318 | 
         
        
            | 
0.382             | 
            15,283 | 
         
        
            | 
LOW             | 
            15,170 | 
         
        
            | 
0.618             | 
            14,988 | 
         
        
            | 
1.000             | 
            14,875 | 
         
        
            | 
1.618             | 
            14,693 | 
         
        
            | 
2.618             | 
            14,398 | 
         
        
            | 
4.250             | 
            13,916 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jul-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                15,396 | 
                                15,377 | 
                             
                            
                                | PP | 
                                15,357 | 
                                15,318 | 
                             
                            
                                | S1 | 
                                15,318 | 
                                15,260 | 
                             
             
         |