| Trading Metrics calculated at close of trading on 07-Aug-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Aug-2014 | 
                    07-Aug-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        15,260 | 
                        15,090 | 
                        -170 | 
                        -1.1% | 
                        15,465 | 
                     
                    
                        | High | 
                        15,300 | 
                        15,250 | 
                        -50 | 
                        -0.3% | 
                        15,810 | 
                     
                    
                        | Low | 
                        15,025 | 
                        14,970 | 
                        -55 | 
                        -0.4% | 
                        15,410 | 
                     
                    
                        | Close | 
                        15,085 | 
                        15,020 | 
                        -65 | 
                        -0.4% | 
                        15,435 | 
                     
                    
                        | Range | 
                        275 | 
                        280 | 
                        5 | 
                        1.8% | 
                        400 | 
                     
                    
                        | ATR | 
                        207 | 
                        213 | 
                        5 | 
                        2.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        22,802 | 
                        17,713 | 
                        -5,089 | 
                        -22.3% | 
                        76,125 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Aug-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                15,920 | 
                15,750 | 
                15,174 | 
                 | 
             
            
                | R3 | 
                15,640 | 
                15,470 | 
                15,097 | 
                 | 
             
            
                | R2 | 
                15,360 | 
                15,360 | 
                15,071 | 
                 | 
             
            
                | R1 | 
                15,190 | 
                15,190 | 
                15,046 | 
                15,135 | 
             
            
                | PP | 
                15,080 | 
                15,080 | 
                15,080 | 
                15,053 | 
             
            
                | S1 | 
                14,910 | 
                14,910 | 
                14,994 | 
                14,855 | 
             
            
                | S2 | 
                14,800 | 
                14,800 | 
                14,969 | 
                 | 
             
            
                | S3 | 
                14,520 | 
                14,630 | 
                14,943 | 
                 | 
             
            
                | S4 | 
                14,240 | 
                14,350 | 
                14,866 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                15,620 | 
                14,970 | 
                650 | 
                4.3% | 
                254 | 
                1.7% | 
                8% | 
                False | 
                True | 
                18,113 | 
                 
                
                | 10 | 
                15,810 | 
                14,970 | 
                840 | 
                5.6% | 
                233 | 
                1.5% | 
                6% | 
                False | 
                True | 
                15,611 | 
                 
                
                | 20 | 
                15,810 | 
                14,970 | 
                840 | 
                5.6% | 
                200 | 
                1.3% | 
                6% | 
                False | 
                True | 
                12,160 | 
                 
                
                | 40 | 
                15,810 | 
                14,835 | 
                975 | 
                6.5% | 
                205 | 
                1.4% | 
                19% | 
                False | 
                False | 
                12,190 | 
                 
                
                | 60 | 
                15,810 | 
                13,985 | 
                1,825 | 
                12.2% | 
                201 | 
                1.3% | 
                57% | 
                False | 
                False | 
                9,546 | 
                 
                
                | 80 | 
                15,810 | 
                13,985 | 
                1,825 | 
                12.2% | 
                165 | 
                1.1% | 
                57% | 
                False | 
                False | 
                7,162 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            16,440 | 
         
        
            | 
2.618             | 
            15,983 | 
         
        
            | 
1.618             | 
            15,703 | 
         
        
            | 
1.000             | 
            15,530 | 
         
        
            | 
0.618             | 
            15,423 | 
         
        
            | 
HIGH             | 
            15,250 | 
         
        
            | 
0.618             | 
            15,143 | 
         
        
            | 
0.500             | 
            15,110 | 
         
        
            | 
0.382             | 
            15,077 | 
         
        
            | 
LOW             | 
            14,970 | 
         
        
            | 
0.618             | 
            14,797 | 
         
        
            | 
1.000             | 
            14,690 | 
         
        
            | 
1.618             | 
            14,517 | 
         
        
            | 
2.618             | 
            14,237 | 
         
        
            | 
4.250             | 
            13,780 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Aug-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                15,110 | 
                                15,253 | 
                             
                            
                                | PP | 
                                15,080 | 
                                15,175 | 
                             
                            
                                | S1 | 
                                15,050 | 
                                15,098 | 
                             
             
         |