| Trading Metrics calculated at close of trading on 04-Aug-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Aug-2014 | 
                    04-Aug-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        15,485 | 
                        15,435 | 
                        -50 | 
                        -0.3% | 
                        15,465 | 
                     
                    
                        | High | 
                        15,620 | 
                        15,545 | 
                        -75 | 
                        -0.5% | 
                        15,810 | 
                     
                    
                        | Low | 
                        15,410 | 
                        15,400 | 
                        -10 | 
                        -0.1% | 
                        15,410 | 
                     
                    
                        | Close | 
                        15,435 | 
                        15,520 | 
                        85 | 
                        0.6% | 
                        15,435 | 
                     
                    
                        | Range | 
                        210 | 
                        145 | 
                        -65 | 
                        -31.0% | 
                        400 | 
                     
                    
                        | ATR | 
                        194 | 
                        190 | 
                        -3 | 
                        -1.8% | 
                        0 | 
                     
                    
                        | Volume | 
                        22,235 | 
                        11,026 | 
                        -11,209 | 
                        -50.4% | 
                        76,125 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Aug-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                15,923 | 
                15,867 | 
                15,600 | 
                 | 
             
            
                | R3 | 
                15,778 | 
                15,722 | 
                15,560 | 
                 | 
             
            
                | R2 | 
                15,633 | 
                15,633 | 
                15,547 | 
                 | 
             
            
                | R1 | 
                15,577 | 
                15,577 | 
                15,533 | 
                15,605 | 
             
            
                | PP | 
                15,488 | 
                15,488 | 
                15,488 | 
                15,503 | 
             
            
                | S1 | 
                15,432 | 
                15,432 | 
                15,507 | 
                15,460 | 
             
            
                | S2 | 
                15,343 | 
                15,343 | 
                15,494 | 
                 | 
             
            
                | S3 | 
                15,198 | 
                15,287 | 
                15,480 | 
                 | 
             
            
                | S4 | 
                15,053 | 
                15,142 | 
                15,440 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                15,400 | 
                410 | 
                2.6% | 
                202 | 
                1.3% | 
                29% | 
                False | 
                True | 
                15,160 | 
                 
                
                | 10 | 
                15,810 | 
                15,255 | 
                555 | 
                3.6% | 
                178 | 
                1.1% | 
                48% | 
                False | 
                False | 
                12,204 | 
                 
                
                | 20 | 
                15,810 | 
                15,035 | 
                775 | 
                5.0% | 
                191 | 
                1.2% | 
                63% | 
                False | 
                False | 
                11,567 | 
                 
                
                | 40 | 
                15,810 | 
                14,835 | 
                975 | 
                6.3% | 
                196 | 
                1.3% | 
                70% | 
                False | 
                False | 
                12,593 | 
                 
                
                | 60 | 
                15,810 | 
                13,985 | 
                1,825 | 
                11.8% | 
                191 | 
                1.2% | 
                84% | 
                False | 
                False | 
                8,593 | 
                 
                
                | 80 | 
                15,810 | 
                13,970 | 
                1,840 | 
                11.9% | 
                157 | 
                1.0% | 
                84% | 
                False | 
                False | 
                6,445 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            16,161 | 
         
        
            | 
2.618             | 
            15,925 | 
         
        
            | 
1.618             | 
            15,780 | 
         
        
            | 
1.000             | 
            15,690 | 
         
        
            | 
0.618             | 
            15,635 | 
         
        
            | 
HIGH             | 
            15,545 | 
         
        
            | 
0.618             | 
            15,490 | 
         
        
            | 
0.500             | 
            15,473 | 
         
        
            | 
0.382             | 
            15,456 | 
         
        
            | 
LOW             | 
            15,400 | 
         
        
            | 
0.618             | 
            15,311 | 
         
        
            | 
1.000             | 
            15,255 | 
         
        
            | 
1.618             | 
            15,166 | 
         
        
            | 
2.618             | 
            15,021 | 
         
        
            | 
4.250             | 
            14,784 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Aug-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                15,504 | 
                                15,595 | 
                             
                            
                                | PP | 
                                15,488 | 
                                15,570 | 
                             
                            
                                | S1 | 
                                15,473 | 
                                15,545 | 
                             
             
         |