| Trading Metrics calculated at close of trading on 11-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Sep-2014 | 
                    11-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        15,660 | 
                        15,915 | 
                        255 | 
                        1.6% | 
                        15,450 | 
                     
                    
                        | High | 
                        15,935 | 
                        15,955 | 
                        20 | 
                        0.1% | 
                        15,855 | 
                     
                    
                        | Low | 
                        15,640 | 
                        15,815 | 
                        175 | 
                        1.1% | 
                        15,445 | 
                     
                    
                        | Close | 
                        15,930 | 
                        15,905 | 
                        -25 | 
                        -0.2% | 
                        15,685 | 
                     
                    
                        | Range | 
                        295 | 
                        140 | 
                        -155 | 
                        -52.5% | 
                        410 | 
                     
                    
                        | ATR | 
                        194 | 
                        190 | 
                        -4 | 
                        -2.0% | 
                        0 | 
                     
                    
                        | Volume | 
                        34,339 | 
                        9,130 | 
                        -25,209 | 
                        -73.4% | 
                        57,994 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                16,312 | 
                16,248 | 
                15,982 | 
                 | 
             
            
                | R3 | 
                16,172 | 
                16,108 | 
                15,944 | 
                 | 
             
            
                | R2 | 
                16,032 | 
                16,032 | 
                15,931 | 
                 | 
             
            
                | R1 | 
                15,968 | 
                15,968 | 
                15,918 | 
                15,930 | 
             
            
                | PP | 
                15,892 | 
                15,892 | 
                15,892 | 
                15,873 | 
             
            
                | S1 | 
                15,828 | 
                15,828 | 
                15,892 | 
                15,790 | 
             
            
                | S2 | 
                15,752 | 
                15,752 | 
                15,879 | 
                 | 
             
            
                | S3 | 
                15,612 | 
                15,688 | 
                15,867 | 
                 | 
             
            
                | S4 | 
                15,472 | 
                15,548 | 
                15,828 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                16,892 | 
                16,698 | 
                15,911 | 
                 | 
             
            
                | R3 | 
                16,482 | 
                16,288 | 
                15,798 | 
                 | 
             
            
                | R2 | 
                16,072 | 
                16,072 | 
                15,760 | 
                 | 
             
            
                | R1 | 
                15,878 | 
                15,878 | 
                15,723 | 
                15,975 | 
             
            
                | PP | 
                15,662 | 
                15,662 | 
                15,662 | 
                15,710 | 
             
            
                | S1 | 
                15,468 | 
                15,468 | 
                15,648 | 
                15,565 | 
             
            
                | S2 | 
                15,252 | 
                15,252 | 
                15,610 | 
                 | 
             
            
                | S3 | 
                14,842 | 
                15,058 | 
                15,572 | 
                 | 
             
            
                | S4 | 
                14,432 | 
                14,648 | 
                15,460 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                15,955 | 
                15,565 | 
                390 | 
                2.5% | 
                207 | 
                1.3% | 
                87% | 
                True | 
                False | 
                27,261 | 
                 
                
                | 10 | 
                15,955 | 
                15,350 | 
                605 | 
                3.8% | 
                200 | 
                1.3% | 
                92% | 
                True | 
                False | 
                19,901 | 
                 
                
                | 20 | 
                15,955 | 
                15,215 | 
                740 | 
                4.7% | 
                170 | 
                1.1% | 
                93% | 
                True | 
                False | 
                14,496 | 
                 
                
                | 40 | 
                15,955 | 
                14,675 | 
                1,280 | 
                8.0% | 
                195 | 
                1.2% | 
                96% | 
                True | 
                False | 
                13,936 | 
                 
                
                | 60 | 
                15,955 | 
                14,675 | 
                1,280 | 
                8.0% | 
                194 | 
                1.2% | 
                96% | 
                True | 
                False | 
                13,128 | 
                 
                
                | 80 | 
                15,955 | 
                13,985 | 
                1,970 | 
                12.4% | 
                196 | 
                1.2% | 
                97% | 
                True | 
                False | 
                11,534 | 
                 
                
                | 100 | 
                15,955 | 
                13,985 | 
                1,970 | 
                12.4% | 
                174 | 
                1.1% | 
                97% | 
                True | 
                False | 
                9,229 | 
                 
                
                | 120 | 
                15,955 | 
                13,970 | 
                1,985 | 
                12.5% | 
                155 | 
                1.0% | 
                97% | 
                True | 
                False | 
                7,692 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            16,550 | 
         
        
            | 
2.618             | 
            16,322 | 
         
        
            | 
1.618             | 
            16,182 | 
         
        
            | 
1.000             | 
            16,095 | 
         
        
            | 
0.618             | 
            16,042 | 
         
        
            | 
HIGH             | 
            15,955 | 
         
        
            | 
0.618             | 
            15,902 | 
         
        
            | 
0.500             | 
            15,885 | 
         
        
            | 
0.382             | 
            15,869 | 
         
        
            | 
LOW             | 
            15,815 | 
         
        
            | 
0.618             | 
            15,729 | 
         
        
            | 
1.000             | 
            15,675 | 
         
        
            | 
1.618             | 
            15,589 | 
         
        
            | 
2.618             | 
            15,449 | 
         
        
            | 
4.250             | 
            15,220 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                15,898 | 
                                15,869 | 
                             
                            
                                | PP | 
                                15,892 | 
                                15,833 | 
                             
                            
                                | S1 | 
                                15,885 | 
                                15,798 | 
                             
             
         |