| Trading Metrics calculated at close of trading on 02-Jan-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Dec-2014 | 
                    02-Jan-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        17,430 | 
                        17,415 | 
                        -15 | 
                        -0.1% | 
                        18,050 | 
                     
                    
                        | High | 
                        17,505 | 
                        17,675 | 
                        170 | 
                        1.0% | 
                        18,050 | 
                     
                    
                        | Low | 
                        17,335 | 
                        17,395 | 
                        60 | 
                        0.3% | 
                        17,285 | 
                     
                    
                        | Close | 
                        17,400 | 
                        17,470 | 
                        70 | 
                        0.4% | 
                        17,470 | 
                     
                    
                        | Range | 
                        170 | 
                        280 | 
                        110 | 
                        64.7% | 
                        765 | 
                     
                    
                        | ATR | 
                        347 | 
                        342 | 
                        -5 | 
                        -1.4% | 
                        0 | 
                     
                    
                        | Volume | 
                        7,341 | 
                        9,904 | 
                        2,563 | 
                        34.9% | 
                        41,927 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                18,353 | 
                18,192 | 
                17,624 | 
                 | 
             
            
                | R3 | 
                18,073 | 
                17,912 | 
                17,547 | 
                 | 
             
            
                | R2 | 
                17,793 | 
                17,793 | 
                17,521 | 
                 | 
             
            
                | R1 | 
                17,632 | 
                17,632 | 
                17,496 | 
                17,713 | 
             
            
                | PP | 
                17,513 | 
                17,513 | 
                17,513 | 
                17,554 | 
             
            
                | S1 | 
                17,352 | 
                17,352 | 
                17,444 | 
                17,433 | 
             
            
                | S2 | 
                17,233 | 
                17,233 | 
                17,419 | 
                 | 
             
            
                | S3 | 
                16,953 | 
                17,072 | 
                17,393 | 
                 | 
             
            
                | S4 | 
                16,673 | 
                16,792 | 
                17,316 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                19,897 | 
                19,448 | 
                17,891 | 
                 | 
             
            
                | R3 | 
                19,132 | 
                18,683 | 
                17,681 | 
                 | 
             
            
                | R2 | 
                18,367 | 
                18,367 | 
                17,610 | 
                 | 
             
            
                | R1 | 
                17,918 | 
                17,918 | 
                17,540 | 
                17,760 | 
             
            
                | PP | 
                17,602 | 
                17,602 | 
                17,602 | 
                17,523 | 
             
            
                | S1 | 
                17,153 | 
                17,153 | 
                17,400 | 
                16,995 | 
             
            
                | S2 | 
                16,837 | 
                16,837 | 
                17,330 | 
                 | 
             
            
                | S3 | 
                16,072 | 
                16,388 | 
                17,260 | 
                 | 
             
            
                | S4 | 
                15,307 | 
                15,623 | 
                17,049 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                18,050 | 
                17,285 | 
                765 | 
                4.4% | 
                333 | 
                1.9% | 
                24% | 
                False | 
                False | 
                9,150 | 
                 
                
                | 10 | 
                18,050 | 
                17,250 | 
                800 | 
                4.6% | 
                293 | 
                1.7% | 
                28% | 
                False | 
                False | 
                9,512 | 
                 
                
                | 20 | 
                18,205 | 
                16,525 | 
                1,680 | 
                9.6% | 
                384 | 
                2.2% | 
                56% | 
                False | 
                False | 
                16,860 | 
                 
                
                | 40 | 
                18,205 | 
                16,525 | 
                1,680 | 
                9.6% | 
                324 | 
                1.9% | 
                56% | 
                False | 
                False | 
                8,729 | 
                 
                
                | 60 | 
                18,205 | 
                14,600 | 
                3,605 | 
                20.6% | 
                291 | 
                1.7% | 
                80% | 
                False | 
                False | 
                5,873 | 
                 
                
                | 80 | 
                18,205 | 
                14,600 | 
                3,605 | 
                20.6% | 
                232 | 
                1.3% | 
                80% | 
                False | 
                False | 
                4,406 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            18,865 | 
         
        
            | 
2.618             | 
            18,408 | 
         
        
            | 
1.618             | 
            18,128 | 
         
        
            | 
1.000             | 
            17,955 | 
         
        
            | 
0.618             | 
            17,848 | 
         
        
            | 
HIGH             | 
            17,675 | 
         
        
            | 
0.618             | 
            17,568 | 
         
        
            | 
0.500             | 
            17,535 | 
         
        
            | 
0.382             | 
            17,502 | 
         
        
            | 
LOW             | 
            17,395 | 
         
        
            | 
0.618             | 
            17,222 | 
         
        
            | 
1.000             | 
            17,115 | 
         
        
            | 
1.618             | 
            16,942 | 
         
        
            | 
2.618             | 
            16,662 | 
         
        
            | 
4.250             | 
            16,205 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Jan-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                17,535 | 
                                17,563 | 
                             
                            
                                | PP | 
                                17,513 | 
                                17,532 | 
                             
                            
                                | S1 | 
                                17,492 | 
                                17,501 | 
                             
             
         |