| Trading Metrics calculated at close of trading on 03-Jul-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Jul-2014 | 
                    03-Jul-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        15,445 | 
                        15,425 | 
                        -20 | 
                        -0.1% | 
                        15,470 | 
                     
                    
                        | High | 
                        15,475 | 
                        15,475 | 
                        0 | 
                        0.0% | 
                        15,500 | 
                     
                    
                        | Low | 
                        15,375 | 
                        15,345 | 
                        -30 | 
                        -0.2% | 
                        15,055 | 
                     
                    
                        | Close | 
                        15,430 | 
                        15,470 | 
                        40 | 
                        0.3% | 
                        15,170 | 
                     
                    
                        | Range | 
                        100 | 
                        130 | 
                        30 | 
                        30.0% | 
                        445 | 
                     
                    
                        | ATR | 
                        195 | 
                        190 | 
                        -5 | 
                        -2.4% | 
                        0 | 
                     
                    
                        | Volume | 
                        7,751 | 
                        11,701 | 
                        3,950 | 
                        51.0% | 
                        57,949 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Jul-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                15,820 | 
                15,775 | 
                15,542 | 
                 | 
             
            
                | R3 | 
                15,690 | 
                15,645 | 
                15,506 | 
                 | 
             
            
                | R2 | 
                15,560 | 
                15,560 | 
                15,494 | 
                 | 
             
            
                | R1 | 
                15,515 | 
                15,515 | 
                15,482 | 
                15,538 | 
             
            
                | PP | 
                15,430 | 
                15,430 | 
                15,430 | 
                15,441 | 
             
            
                | S1 | 
                15,385 | 
                15,385 | 
                15,458 | 
                15,408 | 
             
            
                | S2 | 
                15,300 | 
                15,300 | 
                15,446 | 
                 | 
             
            
                | S3 | 
                15,170 | 
                15,255 | 
                15,434 | 
                 | 
             
            
                | S4 | 
                15,040 | 
                15,125 | 
                15,399 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                15,475 | 
                15,055 | 
                420 | 
                2.7% | 
                193 | 
                1.2% | 
                99% | 
                True | 
                False | 
                10,515 | 
                 
                
                | 10 | 
                15,505 | 
                15,055 | 
                450 | 
                2.9% | 
                186 | 
                1.2% | 
                92% | 
                False | 
                False | 
                10,807 | 
                 
                
                | 20 | 
                15,505 | 
                14,835 | 
                670 | 
                4.3% | 
                199 | 
                1.3% | 
                95% | 
                False | 
                False | 
                12,708 | 
                 
                
                | 40 | 
                15,505 | 
                13,985 | 
                1,520 | 
                9.8% | 
                189 | 
                1.2% | 
                98% | 
                False | 
                False | 
                6,612 | 
                 
                
                | 60 | 
                15,505 | 
                13,970 | 
                1,535 | 
                9.9% | 
                144 | 
                0.9% | 
                98% | 
                False | 
                False | 
                4,408 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            16,028 | 
         
        
            | 
2.618             | 
            15,815 | 
         
        
            | 
1.618             | 
            15,685 | 
         
        
            | 
1.000             | 
            15,605 | 
         
        
            | 
0.618             | 
            15,555 | 
         
        
            | 
HIGH             | 
            15,475 | 
         
        
            | 
0.618             | 
            15,425 | 
         
        
            | 
0.500             | 
            15,410 | 
         
        
            | 
0.382             | 
            15,395 | 
         
        
            | 
LOW             | 
            15,345 | 
         
        
            | 
0.618             | 
            15,265 | 
         
        
            | 
1.000             | 
            15,215 | 
         
        
            | 
1.618             | 
            15,135 | 
         
        
            | 
2.618             | 
            15,005 | 
         
        
            | 
4.250             | 
            14,793 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Jul-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                15,450 | 
                                15,421 | 
                             
                            
                                | PP | 
                                15,430 | 
                                15,372 | 
                             
                            
                                | S1 | 
                                15,410 | 
                                15,323 | 
                             
             
         |