| Trading Metrics calculated at close of trading on 01-Aug-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Jul-2014 | 
                    01-Aug-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        15,770 | 
                        15,485 | 
                        -285 | 
                        -1.8% | 
                        15,465 | 
                     
                    
                        | High | 
                        15,790 | 
                        15,620 | 
                        -170 | 
                        -1.1% | 
                        15,810 | 
                     
                    
                        | Low | 
                        15,480 | 
                        15,410 | 
                        -70 | 
                        -0.5% | 
                        15,410 | 
                     
                    
                        | Close | 
                        15,510 | 
                        15,435 | 
                        -75 | 
                        -0.5% | 
                        15,435 | 
                     
                    
                        | Range | 
                        310 | 
                        210 | 
                        -100 | 
                        -32.3% | 
                        400 | 
                     
                    
                        | ATR | 
                        192 | 
                        194 | 
                        1 | 
                        0.7% | 
                        0 | 
                     
                    
                        | Volume | 
                        19,550 | 
                        22,235 | 
                        2,685 | 
                        13.7% | 
                        76,125 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Aug-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                16,118 | 
                15,987 | 
                15,551 | 
                 | 
             
            
                | R3 | 
                15,908 | 
                15,777 | 
                15,493 | 
                 | 
             
            
                | R2 | 
                15,698 | 
                15,698 | 
                15,474 | 
                 | 
             
            
                | R1 | 
                15,567 | 
                15,567 | 
                15,454 | 
                15,528 | 
             
            
                | PP | 
                15,488 | 
                15,488 | 
                15,488 | 
                15,469 | 
             
            
                | S1 | 
                15,357 | 
                15,357 | 
                15,416 | 
                15,318 | 
             
            
                | S2 | 
                15,278 | 
                15,278 | 
                15,397 | 
                 | 
             
            
                | S3 | 
                15,068 | 
                15,147 | 
                15,377 | 
                 | 
             
            
                | S4 | 
                14,858 | 
                14,937 | 
                15,320 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Aug-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                16,752 | 
                16,493 | 
                15,655 | 
                 | 
             
            
                | R3 | 
                16,352 | 
                16,093 | 
                15,545 | 
                 | 
             
            
                | R2 | 
                15,952 | 
                15,952 | 
                15,508 | 
                 | 
             
            
                | R1 | 
                15,693 | 
                15,693 | 
                15,472 | 
                15,623 | 
             
            
                | PP | 
                15,552 | 
                15,552 | 
                15,552 | 
                15,516 | 
             
            
                | S1 | 
                15,293 | 
                15,293 | 
                15,398 | 
                15,223 | 
             
            
                | S2 | 
                15,152 | 
                15,152 | 
                15,362 | 
                 | 
             
            
                | S3 | 
                14,752 | 
                14,893 | 
                15,325 | 
                 | 
             
            
                | S4 | 
                14,352 | 
                14,493 | 
                15,215 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                15,810 | 
                15,410 | 
                400 | 
                2.6% | 
                209 | 
                1.4% | 
                6% | 
                False | 
                True | 
                15,225 | 
                 
                
                | 10 | 
                15,810 | 
                15,205 | 
                605 | 
                3.9% | 
                182 | 
                1.2% | 
                38% | 
                False | 
                False | 
                11,639 | 
                 
                
                | 20 | 
                15,810 | 
                15,035 | 
                775 | 
                5.0% | 
                193 | 
                1.3% | 
                52% | 
                False | 
                False | 
                12,006 | 
                 
                
                | 40 | 
                15,810 | 
                14,835 | 
                975 | 
                6.3% | 
                196 | 
                1.3% | 
                62% | 
                False | 
                False | 
                12,357 | 
                 
                
                | 60 | 
                15,810 | 
                13,985 | 
                1,825 | 
                11.8% | 
                191 | 
                1.2% | 
                79% | 
                False | 
                False | 
                8,410 | 
                 
                
                | 80 | 
                15,810 | 
                13,970 | 
                1,840 | 
                11.9% | 
                157 | 
                1.0% | 
                80% | 
                False | 
                False | 
                6,308 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            16,513 | 
         
        
            | 
2.618             | 
            16,170 | 
         
        
            | 
1.618             | 
            15,960 | 
         
        
            | 
1.000             | 
            15,830 | 
         
        
            | 
0.618             | 
            15,750 | 
         
        
            | 
HIGH             | 
            15,620 | 
         
        
            | 
0.618             | 
            15,540 | 
         
        
            | 
0.500             | 
            15,515 | 
         
        
            | 
0.382             | 
            15,490 | 
         
        
            | 
LOW             | 
            15,410 | 
         
        
            | 
0.618             | 
            15,280 | 
         
        
            | 
1.000             | 
            15,200 | 
         
        
            | 
1.618             | 
            15,070 | 
         
        
            | 
2.618             | 
            14,860 | 
         
        
            | 
4.250             | 
            14,518 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Aug-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                15,515 | 
                                15,610 | 
                             
                            
                                | PP | 
                                15,488 | 
                                15,552 | 
                             
                            
                                | S1 | 
                                15,462 | 
                                15,493 | 
                             
             
         |