| Trading Metrics calculated at close of trading on 30-Jul-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Jul-2014 | 
                    30-Jul-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        15,580 | 
                        15,640 | 
                        60 | 
                        0.4% | 
                        15,365 | 
                     
                    
                        | High | 
                        15,720 | 
                        15,810 | 
                        90 | 
                        0.6% | 
                        15,560 | 
                     
                    
                        | Low | 
                        15,570 | 
                        15,615 | 
                        45 | 
                        0.3% | 
                        15,205 | 
                     
                    
                        | Close | 
                        15,620 | 
                        15,785 | 
                        165 | 
                        1.1% | 
                        15,440 | 
                     
                    
                        | Range | 
                        150 | 
                        195 | 
                        45 | 
                        30.0% | 
                        355 | 
                     
                    
                        | ATR | 
                        182 | 
                        183 | 
                        1 | 
                        0.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        9,974 | 
                        13,017 | 
                        3,043 | 
                        30.5% | 
                        40,273 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Jul-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                16,322 | 
                16,248 | 
                15,892 | 
                 | 
             
            
                | R3 | 
                16,127 | 
                16,053 | 
                15,839 | 
                 | 
             
            
                | R2 | 
                15,932 | 
                15,932 | 
                15,821 | 
                 | 
             
            
                | R1 | 
                15,858 | 
                15,858 | 
                15,803 | 
                15,895 | 
             
            
                | PP | 
                15,737 | 
                15,737 | 
                15,737 | 
                15,755 | 
             
            
                | S1 | 
                15,663 | 
                15,663 | 
                15,767 | 
                15,700 | 
             
            
                | S2 | 
                15,542 | 
                15,542 | 
                15,749 | 
                 | 
             
            
                | S3 | 
                15,347 | 
                15,468 | 
                15,732 | 
                 | 
             
            
                | S4 | 
                15,152 | 
                15,273 | 
                15,678 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Jul-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                16,467 | 
                16,308 | 
                15,635 | 
                 | 
             
            
                | R3 | 
                16,112 | 
                15,953 | 
                15,538 | 
                 | 
             
            
                | R2 | 
                15,757 | 
                15,757 | 
                15,505 | 
                 | 
             
            
                | R1 | 
                15,598 | 
                15,598 | 
                15,473 | 
                15,678 | 
             
            
                | PP | 
                15,402 | 
                15,402 | 
                15,402 | 
                15,441 | 
             
            
                | S1 | 
                15,243 | 
                15,243 | 
                15,408 | 
                15,323 | 
             
            
                | S2 | 
                15,047 | 
                15,047 | 
                15,375 | 
                 | 
             
            
                | S3 | 
                14,692 | 
                14,888 | 
                15,343 | 
                 | 
             
            
                | S4 | 
                14,337 | 
                14,533 | 
                15,245 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                15,810 | 
                15,255 | 
                555 | 
                3.5% | 
                179 | 
                1.1% | 
                95% | 
                True | 
                False | 
                10,907 | 
                 
                
                | 10 | 
                15,810 | 
                15,125 | 
                685 | 
                4.3% | 
                181 | 
                1.1% | 
                96% | 
                True | 
                False | 
                9,729 | 
                 
                
                | 20 | 
                15,810 | 
                15,035 | 
                775 | 
                4.9% | 
                179 | 
                1.1% | 
                97% | 
                True | 
                False | 
                10,889 | 
                 
                
                | 40 | 
                15,810 | 
                14,835 | 
                975 | 
                6.2% | 
                192 | 
                1.2% | 
                97% | 
                True | 
                False | 
                11,475 | 
                 
                
                | 60 | 
                15,810 | 
                13,985 | 
                1,825 | 
                11.6% | 
                187 | 
                1.2% | 
                99% | 
                True | 
                False | 
                7,713 | 
                 
                
                | 80 | 
                15,810 | 
                13,970 | 
                1,840 | 
                11.7% | 
                151 | 
                1.0% | 
                99% | 
                True | 
                False | 
                5,786 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            16,639 | 
         
        
            | 
2.618             | 
            16,321 | 
         
        
            | 
1.618             | 
            16,126 | 
         
        
            | 
1.000             | 
            16,005 | 
         
        
            | 
0.618             | 
            15,931 | 
         
        
            | 
HIGH             | 
            15,810 | 
         
        
            | 
0.618             | 
            15,736 | 
         
        
            | 
0.500             | 
            15,713 | 
         
        
            | 
0.382             | 
            15,690 | 
         
        
            | 
LOW             | 
            15,615 | 
         
        
            | 
0.618             | 
            15,495 | 
         
        
            | 
1.000             | 
            15,420 | 
         
        
            | 
1.618             | 
            15,300 | 
         
        
            | 
2.618             | 
            15,105 | 
         
        
            | 
4.250             | 
            14,786 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Jul-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                15,761 | 
                                15,730 | 
                             
                            
                                | PP | 
                                15,737 | 
                                15,675 | 
                             
                            
                                | S1 | 
                                15,713 | 
                                15,620 | 
                             
             
         |