An integral arising from dyadic average of Riesz transforms

In the work of S. Petermichl, S. Treil and A. Volberg it was explicitly constructed that the Riesz transforms in any dimension $n geq 2$ can be obtained as an average of dyadic Haar shifts provided that an integral is nonzero. It was shown in the paper that when $n=2$, the integral is indeed nonzero (negative) but for $n geq 3$ the nonzero property remains unsolved. In this paper we show that the integral is nonzero (negative) for $n=3$. The novelty in our proof is the delicate decompositions of the integral for which we can either find their closed forms or prove an upper bound.