| Trading Metrics calculated at close of trading on 23-Jul-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Jul-2014 | 
                    23-Jul-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        15,290 | 
                        15,355 | 
                        65 | 
                        0.4% | 
                        15,220 | 
                     
                    
                        | High | 
                        15,420 | 
                        15,395 | 
                        -25 | 
                        -0.2% | 
                        15,490 | 
                     
                    
                        | Low | 
                        15,265 | 
                        15,335 | 
                        70 | 
                        0.5% | 
                        15,125 | 
                     
                    
                        | Close | 
                        15,385 | 
                        15,370 | 
                        -15 | 
                        -0.1% | 
                        15,345 | 
                     
                    
                        | Range | 
                        155 | 
                        60 | 
                        -95 | 
                        -61.3% | 
                        365 | 
                     
                    
                        | ATR | 
                        195 | 
                        185 | 
                        -10 | 
                        -4.9% | 
                        0 | 
                     
                    
                        | Volume | 
                        9,152 | 
                        5,547 | 
                        -3,605 | 
                        -39.4% | 
                        49,733 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Jul-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                15,547 | 
                15,518 | 
                15,403 | 
                 | 
             
            
                | R3 | 
                15,487 | 
                15,458 | 
                15,387 | 
                 | 
             
            
                | R2 | 
                15,427 | 
                15,427 | 
                15,381 | 
                 | 
             
            
                | R1 | 
                15,398 | 
                15,398 | 
                15,376 | 
                15,413 | 
             
            
                | PP | 
                15,367 | 
                15,367 | 
                15,367 | 
                15,374 | 
             
            
                | S1 | 
                15,338 | 
                15,338 | 
                15,365 | 
                15,353 | 
             
            
                | S2 | 
                15,307 | 
                15,307 | 
                15,359 | 
                 | 
             
            
                | S3 | 
                15,247 | 
                15,278 | 
                15,354 | 
                 | 
             
            
                | S4 | 
                15,187 | 
                15,218 | 
                15,337 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                15,485 | 
                15,125 | 
                360 | 
                2.3% | 
                183 | 
                1.2% | 
                68% | 
                False | 
                False | 
                8,550 | 
                 
                
                | 10 | 
                15,490 | 
                15,035 | 
                455 | 
                3.0% | 
                188 | 
                1.2% | 
                74% | 
                False | 
                False | 
                10,126 | 
                 
                
                | 20 | 
                15,505 | 
                15,035 | 
                470 | 
                3.1% | 
                186 | 
                1.2% | 
                71% | 
                False | 
                False | 
                10,874 | 
                 
                
                | 40 | 
                15,505 | 
                14,620 | 
                885 | 
                5.8% | 
                193 | 
                1.3% | 
                85% | 
                False | 
                False | 
                10,174 | 
                 
                
                | 60 | 
                15,505 | 
                13,985 | 
                1,520 | 
                9.9% | 
                176 | 
                1.1% | 
                91% | 
                False | 
                False | 
                6,805 | 
                 
                
                | 80 | 
                15,505 | 
                13,970 | 
                1,535 | 
                10.0% | 
                143 | 
                0.9% | 
                91% | 
                False | 
                False | 
                5,104 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            15,650 | 
         
        
            | 
2.618             | 
            15,552 | 
         
        
            | 
1.618             | 
            15,492 | 
         
        
            | 
1.000             | 
            15,455 | 
         
        
            | 
0.618             | 
            15,432 | 
         
        
            | 
HIGH             | 
            15,395 | 
         
        
            | 
0.618             | 
            15,372 | 
         
        
            | 
0.500             | 
            15,365 | 
         
        
            | 
0.382             | 
            15,358 | 
         
        
            | 
LOW             | 
            15,335 | 
         
        
            | 
0.618             | 
            15,298 | 
         
        
            | 
1.000             | 
            15,275 | 
         
        
            | 
1.618             | 
            15,238 | 
         
        
            | 
2.618             | 
            15,178 | 
         
        
            | 
4.250             | 
            15,080 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Jul-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                15,368 | 
                                15,351 | 
                             
                            
                                | PP | 
                                15,367 | 
                                15,332 | 
                             
                            
                                | S1 | 
                                15,365 | 
                                15,313 | 
                             
             
         |