| Trading Metrics calculated at close of trading on 06-Jul-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Jul-2020 | 06-Jul-2020 | Change | Change % | Previous Week |  
                        | Open | 226.2700 | 226.7150 | 0.4450 | 0.2% | 230.2440 |  
                        | High | 228.0950 | 240.4320 | 12.3370 | 5.4% | 232.6120 |  
                        | Low | 225.5300 | 223.4880 | -2.0420 | -0.9% | 216.4670 |  
                        | Close | 226.7420 | 238.2730 | 11.5310 | 5.1% | 226.7420 |  
                        | Range | 2.5650 | 16.9440 | 14.3790 | 560.6% | 16.1450 |  
                        | ATR | 10.6492 | 11.0988 | 0.4496 | 4.2% | 0.0000 |  
                        | Volume | 371,696 | 729,808 | 358,112 | 96.3% | 2,401,879 |  | 
    
| 
        
            | Daily Pivots for day following 06-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 284.8963 | 278.5287 | 247.5922 |  |  
                | R3 | 267.9523 | 261.5847 | 242.9326 |  |  
                | R2 | 251.0083 | 251.0083 | 241.3794 |  |  
                | R1 | 244.6407 | 244.6407 | 239.8262 | 247.8245 |  
                | PP | 234.0643 | 234.0643 | 234.0643 | 235.6563 |  
                | S1 | 227.6967 | 227.6967 | 236.7198 | 230.8805 |  
                | S2 | 217.1203 | 217.1203 | 235.1666 |  |  
                | S3 | 200.1763 | 210.7527 | 233.6134 |  |  
                | S4 | 183.2323 | 193.8087 | 228.9538 |  |  | 
        
            | Weekly Pivots for week ending 03-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 273.7087 | 266.3703 | 235.6218 |  |  
                | R3 | 257.5637 | 250.2253 | 231.1819 |  |  
                | R2 | 241.4187 | 241.4187 | 229.7019 |  |  
                | R1 | 234.0803 | 234.0803 | 228.2220 | 229.6770 |  
                | PP | 225.2737 | 225.2737 | 225.2737 | 223.0720 |  
                | S1 | 217.9353 | 217.9353 | 225.2620 | 213.5320 |  
                | S2 | 209.1287 | 209.1287 | 223.7821 |  |  
                | S3 | 192.9837 | 201.7903 | 222.3021 |  |  
                | S4 | 176.8387 | 185.6453 | 217.8623 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 240.4320 | 223.0750 | 17.3570 | 7.3% | 8.6870 | 3.6% | 88% | True | False | 524,166 |  
                | 10 | 249.1390 | 216.4670 | 32.6720 | 13.7% | 9.7290 | 4.1% | 67% | False | False | 553,329 |  
                | 20 | 250.1090 | 216.4670 | 33.6420 | 14.1% | 10.8420 | 4.6% | 65% | False | False | 594,572 |  
                | 40 | 253.1320 | 183.9150 | 69.2170 | 29.0% | 11.7468 | 4.9% | 79% | False | False | 671,544 |  
                | 60 | 253.1320 | 148.6190 | 104.5130 | 43.9% | 12.7021 | 5.3% | 86% | False | False | 802,440 |  
                | 80 | 253.1320 | 107.2740 | 145.8580 | 61.2% | 13.0216 | 5.5% | 90% | False | False | 898,191 |  
                | 100 | 285.5820 | 89.5050 | 196.0770 | 82.3% | 15.7981 | 6.6% | 76% | False | False | 1,106,568 |  
                | 120 | 288.2310 | 89.5050 | 198.7260 | 83.4% | 15.8228 | 6.6% | 75% | False | False | 1,142,431 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 312.4440 |  
            | 2.618 | 284.7914 |  
            | 1.618 | 267.8474 |  
            | 1.000 | 257.3760 |  
            | 0.618 | 250.9034 |  
            | HIGH | 240.4320 |  
            | 0.618 | 233.9594 |  
            | 0.500 | 231.9600 |  
            | 0.382 | 229.9606 |  
            | LOW | 223.4880 |  
            | 0.618 | 213.0166 |  
            | 1.000 | 206.5440 |  
            | 1.618 | 196.0726 |  
            | 2.618 | 179.1286 |  
            | 4.250 | 151.4760 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Jul-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 236.1687 | 236.1392 |  
                                | PP | 234.0643 | 234.0053 |  
                                | S1 | 231.9600 | 231.8715 |  |