| Trading Metrics calculated at close of trading on 31-Jul-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jul-2014 | 
                    31-Jul-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        15,640 | 
                        15,770 | 
                        130 | 
                        0.8% | 
                        15,365 | 
                     
                    
                        | High | 
                        15,810 | 
                        15,790 | 
                        -20 | 
                        -0.1% | 
                        15,560 | 
                     
                    
                        | Low | 
                        15,615 | 
                        15,480 | 
                        -135 | 
                        -0.9% | 
                        15,205 | 
                     
                    
                        | Close | 
                        15,785 | 
                        15,510 | 
                        -275 | 
                        -1.7% | 
                        15,440 | 
                     
                    
                        | Range | 
                        195 | 
                        310 | 
                        115 | 
                        59.0% | 
                        355 | 
                     
                    
                        | ATR | 
                        183 | 
                        192 | 
                        9 | 
                        4.9% | 
                        0 | 
                     
                    
                        | Volume | 
                        13,017 | 
                        19,550 | 
                        6,533 | 
                        50.2% | 
                        40,273 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Jul-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                16,523 | 
                16,327 | 
                15,681 | 
                 | 
             
            
                | R3 | 
                16,213 | 
                16,017 | 
                15,595 | 
                 | 
             
            
                | R2 | 
                15,903 | 
                15,903 | 
                15,567 | 
                 | 
             
            
                | R1 | 
                15,707 | 
                15,707 | 
                15,539 | 
                15,650 | 
             
            
                | PP | 
                15,593 | 
                15,593 | 
                15,593 | 
                15,565 | 
             
            
                | S1 | 
                15,397 | 
                15,397 | 
                15,482 | 
                15,340 | 
             
            
                | S2 | 
                15,283 | 
                15,283 | 
                15,453 | 
                 | 
             
            
                | S3 | 
                14,973 | 
                15,087 | 
                15,425 | 
                 | 
             
            
                | S4 | 
                14,663 | 
                14,777 | 
                15,340 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                15,340 | 
                470 | 
                3.0% | 
                211 | 
                1.4% | 
                36% | 
                False | 
                False | 
                13,110 | 
                 
                
                | 10 | 
                15,810 | 
                15,125 | 
                685 | 
                4.4% | 
                185 | 
                1.2% | 
                56% | 
                False | 
                False | 
                10,475 | 
                 
                
                | 20 | 
                15,810 | 
                15,035 | 
                775 | 
                5.0% | 
                189 | 
                1.2% | 
                61% | 
                False | 
                False | 
                11,479 | 
                 
                
                | 40 | 
                15,810 | 
                14,835 | 
                975 | 
                6.3% | 
                195 | 
                1.3% | 
                69% | 
                False | 
                False | 
                11,951 | 
                 
                
                | 60 | 
                15,810 | 
                13,985 | 
                1,825 | 
                11.8% | 
                190 | 
                1.2% | 
                84% | 
                False | 
                False | 
                8,039 | 
                 
                
                | 80 | 
                15,810 | 
                13,970 | 
                1,840 | 
                11.9% | 
                154 | 
                1.0% | 
                84% | 
                False | 
                False | 
                6,030 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            17,108 | 
         
        
            | 
2.618             | 
            16,602 | 
         
        
            | 
1.618             | 
            16,292 | 
         
        
            | 
1.000             | 
            16,100 | 
         
        
            | 
0.618             | 
            15,982 | 
         
        
            | 
HIGH             | 
            15,790 | 
         
        
            | 
0.618             | 
            15,672 | 
         
        
            | 
0.500             | 
            15,635 | 
         
        
            | 
0.382             | 
            15,599 | 
         
        
            | 
LOW             | 
            15,480 | 
         
        
            | 
0.618             | 
            15,289 | 
         
        
            | 
1.000             | 
            15,170 | 
         
        
            | 
1.618             | 
            14,979 | 
         
        
            | 
2.618             | 
            14,669 | 
         
        
            | 
4.250             | 
            14,163 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Jul-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                15,635 | 
                                15,645 | 
                             
                            
                                | PP | 
                                15,593 | 
                                15,600 | 
                             
                            
                                | S1 | 
                                15,552 | 
                                15,555 | 
                             
             
         |