| Trading Metrics calculated at close of trading on 21-Jul-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Jul-2014 | 
                    21-Jul-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        15,255 | 
                        15,365 | 
                        110 | 
                        0.7% | 
                        15,220 | 
                     
                    
                        | High | 
                        15,370 | 
                        15,390 | 
                        20 | 
                        0.1% | 
                        15,490 | 
                     
                    
                        | Low | 
                        15,125 | 
                        15,205 | 
                        80 | 
                        0.5% | 
                        15,125 | 
                     
                    
                        | Close | 
                        15,345 | 
                        15,290 | 
                        -55 | 
                        -0.4% | 
                        15,345 | 
                     
                    
                        | Range | 
                        245 | 
                        185 | 
                        -60 | 
                        -24.5% | 
                        365 | 
                     
                    
                        | ATR | 
                        199 | 
                        198 | 
                        -1 | 
                        -0.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        10,593 | 
                        5,377 | 
                        -5,216 | 
                        -49.2% | 
                        49,733 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Jul-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                15,850 | 
                15,755 | 
                15,392 | 
                 | 
             
            
                | R3 | 
                15,665 | 
                15,570 | 
                15,341 | 
                 | 
             
            
                | R2 | 
                15,480 | 
                15,480 | 
                15,324 | 
                 | 
             
            
                | R1 | 
                15,385 | 
                15,385 | 
                15,307 | 
                15,340 | 
             
            
                | PP | 
                15,295 | 
                15,295 | 
                15,295 | 
                15,273 | 
             
            
                | S1 | 
                15,200 | 
                15,200 | 
                15,273 | 
                15,155 | 
             
            
                | S2 | 
                15,110 | 
                15,110 | 
                15,256 | 
                 | 
             
            
                | S3 | 
                14,925 | 
                15,015 | 
                15,239 | 
                 | 
             
            
                | S4 | 
                14,740 | 
                14,830 | 
                15,188 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Jul-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                16,415 | 
                16,245 | 
                15,546 | 
                 | 
             
            
                | R3 | 
                16,050 | 
                15,880 | 
                15,446 | 
                 | 
             
            
                | R2 | 
                15,685 | 
                15,685 | 
                15,412 | 
                 | 
             
            
                | R1 | 
                15,515 | 
                15,515 | 
                15,379 | 
                15,600 | 
             
            
                | PP | 
                15,320 | 
                15,320 | 
                15,320 | 
                15,363 | 
             
            
                | S1 | 
                15,150 | 
                15,150 | 
                15,312 | 
                15,235 | 
             
            
                | S2 | 
                14,955 | 
                14,955 | 
                15,278 | 
                 | 
             
            
                | S3 | 
                14,590 | 
                14,785 | 
                15,245 | 
                 | 
             
            
                | S4 | 
                14,225 | 
                14,420 | 
                15,144 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                15,490 | 
                15,125 | 
                365 | 
                2.4% | 
                190 | 
                1.2% | 
                45% | 
                False | 
                False | 
                9,620 | 
                 
                
                | 10 | 
                15,490 | 
                15,035 | 
                455 | 
                3.0% | 
                205 | 
                1.3% | 
                56% | 
                False | 
                False | 
                10,930 | 
                 
                
                | 20 | 
                15,505 | 
                15,035 | 
                470 | 
                3.1% | 
                196 | 
                1.3% | 
                54% | 
                False | 
                False | 
                11,271 | 
                 
                
                | 40 | 
                15,505 | 
                14,465 | 
                1,040 | 
                6.8% | 
                197 | 
                1.3% | 
                79% | 
                False | 
                False | 
                9,817 | 
                 
                
                | 60 | 
                15,505 | 
                13,985 | 
                1,520 | 
                9.9% | 
                172 | 
                1.1% | 
                86% | 
                False | 
                False | 
                6,560 | 
                 
                
                | 80 | 
                15,505 | 
                13,970 | 
                1,535 | 
                10.0% | 
                142 | 
                0.9% | 
                86% | 
                False | 
                False | 
                4,921 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            16,176 | 
         
        
            | 
2.618             | 
            15,874 | 
         
        
            | 
1.618             | 
            15,689 | 
         
        
            | 
1.000             | 
            15,575 | 
         
        
            | 
0.618             | 
            15,504 | 
         
        
            | 
HIGH             | 
            15,390 | 
         
        
            | 
0.618             | 
            15,319 | 
         
        
            | 
0.500             | 
            15,298 | 
         
        
            | 
0.382             | 
            15,276 | 
         
        
            | 
LOW             | 
            15,205 | 
         
        
            | 
0.618             | 
            15,091 | 
         
        
            | 
1.000             | 
            15,020 | 
         
        
            | 
1.618             | 
            14,906 | 
         
        
            | 
2.618             | 
            14,721 | 
         
        
            | 
4.250             | 
            14,419 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Jul-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                15,298 | 
                                15,305 | 
                             
                            
                                | PP | 
                                15,295 | 
                                15,300 | 
                             
                            
                                | S1 | 
                                15,293 | 
                                15,295 | 
                             
             
         |