| Trading Metrics calculated at close of trading on 15-Jul-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jul-2014 | 
                    15-Jul-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        15,220 | 
                        15,370 | 
                        150 | 
                        1.0% | 
                        15,470 | 
                     
                    
                        | High | 
                        15,405 | 
                        15,465 | 
                        60 | 
                        0.4% | 
                        15,505 | 
                     
                    
                        | Low | 
                        15,200 | 
                        15,335 | 
                        135 | 
                        0.9% | 
                        15,035 | 
                     
                    
                        | Close | 
                        15,360 | 
                        15,420 | 
                        60 | 
                        0.4% | 
                        15,195 | 
                     
                    
                        | Range | 
                        205 | 
                        130 | 
                        -75 | 
                        -36.6% | 
                        470 | 
                     
                    
                        | ATR | 
                        199 | 
                        195 | 
                        -5 | 
                        -2.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        7,008 | 
                        10,322 | 
                        3,314 | 
                        47.3% | 
                        73,990 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jul-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                15,797 | 
                15,738 | 
                15,492 | 
                 | 
             
            
                | R3 | 
                15,667 | 
                15,608 | 
                15,456 | 
                 | 
             
            
                | R2 | 
                15,537 | 
                15,537 | 
                15,444 | 
                 | 
             
            
                | R1 | 
                15,478 | 
                15,478 | 
                15,432 | 
                15,508 | 
             
            
                | PP | 
                15,407 | 
                15,407 | 
                15,407 | 
                15,421 | 
             
            
                | S1 | 
                15,348 | 
                15,348 | 
                15,408 | 
                15,378 | 
             
            
                | S2 | 
                15,277 | 
                15,277 | 
                15,396 | 
                 | 
             
            
                | S3 | 
                15,147 | 
                15,218 | 
                15,384 | 
                 | 
             
            
                | S4 | 
                15,017 | 
                15,088 | 
                15,349 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Jul-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                16,655 | 
                16,395 | 
                15,454 | 
                 | 
             
            
                | R3 | 
                16,185 | 
                15,925 | 
                15,324 | 
                 | 
             
            
                | R2 | 
                15,715 | 
                15,715 | 
                15,281 | 
                 | 
             
            
                | R1 | 
                15,455 | 
                15,455 | 
                15,238 | 
                15,350 | 
             
            
                | PP | 
                15,245 | 
                15,245 | 
                15,245 | 
                15,193 | 
             
            
                | S1 | 
                14,985 | 
                14,985 | 
                15,152 | 
                14,880 | 
             
            
                | S2 | 
                14,775 | 
                14,775 | 
                15,109 | 
                 | 
             
            
                | S3 | 
                14,305 | 
                14,515 | 
                15,066 | 
                 | 
             
            
                | S4 | 
                13,835 | 
                14,045 | 
                14,937 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                15,465 | 
                15,035 | 
                430 | 
                2.8% | 
                207 | 
                1.3% | 
                90% | 
                True | 
                False | 
                11,761 | 
                 
                
                | 10 | 
                15,505 | 
                15,035 | 
                470 | 
                3.0% | 
                194 | 
                1.3% | 
                82% | 
                False | 
                False | 
                12,099 | 
                 
                
                | 20 | 
                15,505 | 
                14,970 | 
                535 | 
                3.5% | 
                194 | 
                1.3% | 
                84% | 
                False | 
                False | 
                11,504 | 
                 
                
                | 40 | 
                15,505 | 
                13,985 | 
                1,520 | 
                9.9% | 
                200 | 
                1.3% | 
                94% | 
                False | 
                False | 
                8,890 | 
                 
                
                | 60 | 
                15,505 | 
                13,985 | 
                1,520 | 
                9.9% | 
                159 | 
                1.0% | 
                94% | 
                False | 
                False | 
                5,930 | 
                 
                
                | 80 | 
                15,505 | 
                13,970 | 
                1,535 | 
                10.0% | 
                134 | 
                0.9% | 
                94% | 
                False | 
                False | 
                4,448 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            16,018 | 
         
        
            | 
2.618             | 
            15,805 | 
         
        
            | 
1.618             | 
            15,675 | 
         
        
            | 
1.000             | 
            15,595 | 
         
        
            | 
0.618             | 
            15,545 | 
         
        
            | 
HIGH             | 
            15,465 | 
         
        
            | 
0.618             | 
            15,415 | 
         
        
            | 
0.500             | 
            15,400 | 
         
        
            | 
0.382             | 
            15,385 | 
         
        
            | 
LOW             | 
            15,335 | 
         
        
            | 
0.618             | 
            15,255 | 
         
        
            | 
1.000             | 
            15,205 | 
         
        
            | 
1.618             | 
            15,125 | 
         
        
            | 
2.618             | 
            14,995 | 
         
        
            | 
4.250             | 
            14,783 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jul-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                15,413 | 
                                15,373 | 
                             
                            
                                | PP | 
                                15,407 | 
                                15,327 | 
                             
                            
                                | S1 | 
                                15,400 | 
                                15,280 | 
                             
             
         |