| Trading Metrics calculated at close of trading on 15-Jun-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Jun-2020 | 15-Jun-2020 | Change | Change % | Previous Week |  
                        | Open | 232.5000 | 237.5340 | 5.0340 | 2.2% | 241.4440 |  
                        | High | 239.2170 | 238.5760 | -0.6410 | -0.3% | 250.1090 |  
                        | Low | 228.4230 | 218.4580 | -9.9650 | -4.4% | 226.3220 |  
                        | Close | 237.5310 | 232.7890 | -4.7420 | -2.0% | 237.5310 |  
                        | Range | 10.7940 | 20.1180 | 9.3240 | 86.4% | 23.7870 |  
                        | ATR | 13.4201 | 13.8985 | 0.4784 | 3.6% | 0.0000 |  
                        | Volume | 479,937 | 959,180 | 479,243 | 99.9% | 3,109,072 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jun-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 290.2950 | 281.6600 | 243.8539 |  |  
                | R3 | 270.1770 | 261.5420 | 238.3215 |  |  
                | R2 | 250.0590 | 250.0590 | 236.4773 |  |  
                | R1 | 241.4240 | 241.4240 | 234.6332 | 235.6825 |  
                | PP | 229.9410 | 229.9410 | 229.9410 | 227.0703 |  
                | S1 | 221.3060 | 221.3060 | 230.9449 | 215.5645 |  
                | S2 | 209.8230 | 209.8230 | 229.1007 |  |  
                | S3 | 189.7050 | 201.1880 | 227.2566 |  |  
                | S4 | 169.5870 | 181.0700 | 221.7241 |  |  | 
        
            | Weekly Pivots for week ending 12-Jun-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 309.3483 | 297.2267 | 250.6139 |  |  
                | R3 | 285.5613 | 273.4397 | 244.0724 |  |  
                | R2 | 261.7743 | 261.7743 | 241.8920 |  |  
                | R1 | 249.6527 | 249.6527 | 239.7115 | 243.8200 |  
                | PP | 237.9873 | 237.9873 | 237.9873 | 235.0710 |  
                | S1 | 225.8657 | 225.8657 | 235.3505 | 220.0330 |  
                | S2 | 214.2003 | 214.2003 | 233.1701 |  |  
                | S3 | 190.4133 | 202.0787 | 230.9896 |  |  
                | S4 | 166.6263 | 178.2917 | 224.4482 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 250.1090 | 218.4580 | 31.6510 | 13.6% | 14.4626 | 6.2% | 45% | False | True | 683,089 |  
                | 10 | 253.1320 | 218.4580 | 34.6740 | 14.9% | 13.4713 | 5.8% | 41% | False | True | 746,002 |  
                | 20 | 253.1320 | 191.9230 | 61.2090 | 26.3% | 12.9426 | 5.6% | 67% | False | False | 715,308 |  
                | 40 | 253.1320 | 168.4820 | 84.6500 | 36.4% | 13.7965 | 5.9% | 76% | False | False | 842,925 |  
                | 60 | 253.1320 | 123.9440 | 129.1880 | 55.5% | 13.2769 | 5.7% | 84% | False | False | 888,575 |  
                | 80 | 266.2290 | 89.5050 | 176.7240 | 75.9% | 16.5386 | 7.1% | 81% | False | False | 1,180,713 |  
                | 100 | 288.2310 | 89.5050 | 198.7260 | 85.4% | 17.1296 | 7.4% | 72% | False | False | 1,243,178 |  
                | 120 | 288.2310 | 89.5050 | 198.7260 | 85.4% | 15.8330 | 6.8% | 72% | False | False | 1,193,948 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 324.0775 |  
            | 2.618 | 291.2449 |  
            | 1.618 | 271.1269 |  
            | 1.000 | 258.6940 |  
            | 0.618 | 251.0089 |  
            | HIGH | 238.5760 |  
            | 0.618 | 230.8909 |  
            | 0.500 | 228.5170 |  
            | 0.382 | 226.1431 |  
            | LOW | 218.4580 |  
            | 0.618 | 206.0251 |  
            | 1.000 | 198.3400 |  
            | 1.618 | 185.9071 |  
            | 2.618 | 165.7891 |  
            | 4.250 | 132.9565 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jun-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 231.3650 | 234.2240 |  
                                | PP | 229.9410 | 233.7457 |  
                                | S1 | 228.5170 | 233.2673 |  |