| Trading Metrics calculated at close of trading on 02-Aug-2023 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Aug-2023 | 02-Aug-2023 | Change | Change % | Previous Week |  
                        | Open | 1,852.5300 | 1,850.0910 | -2.4390 | -0.1% | 1,896.2020 |  
                        | High | 1,864.9280 | 1,878.5800 | 13.6520 | 0.7% | 1,905.1710 |  
                        | Low | 1,818.4590 | 1,822.5490 | 4.0900 | 0.2% | 1,835.2730 |  
                        | Close | 1,850.0940 | 1,842.0080 | -8.0860 | -0.4% | 1,877.1030 |  
                        | Range | 46.4690 | 56.0310 | 9.5620 | 20.6% | 69.8980 |  
                        | ATR | 54.3722 | 54.4907 | 0.1185 | 0.2% | 0.0000 |  
                        | Volume | 210,467 | 177,799 | -32,668 | -15.5% | 320,808 |  | 
    
| 
        
            | Daily Pivots for day following 02-Aug-2023 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2,015.8053 | 1,984.9377 | 1,872.8251 |  |  
                | R3 | 1,959.7743 | 1,928.9067 | 1,857.4165 |  |  
                | R2 | 1,903.7433 | 1,903.7433 | 1,852.2804 |  |  
                | R1 | 1,872.8757 | 1,872.8757 | 1,847.1442 | 1,860.2940 |  
                | PP | 1,847.7123 | 1,847.7123 | 1,847.7123 | 1,841.4215 |  
                | S1 | 1,816.8447 | 1,816.8447 | 1,836.8718 | 1,804.2630 |  
                | S2 | 1,791.6813 | 1,791.6813 | 1,831.7357 |  |  
                | S3 | 1,735.6503 | 1,760.8137 | 1,826.5995 |  |  
                | S4 | 1,679.6193 | 1,704.7827 | 1,811.1910 |  |  | 
        
            | Weekly Pivots for week ending 28-Jul-2023 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2,082.2097 | 2,049.5543 | 1,915.5469 |  |  
                | R3 | 2,012.3117 | 1,979.6563 | 1,896.3250 |  |  
                | R2 | 1,942.4137 | 1,942.4137 | 1,889.9176 |  |  
                | R1 | 1,909.7583 | 1,909.7583 | 1,883.5103 | 1,891.1370 |  
                | PP | 1,872.5157 | 1,872.5157 | 1,872.5157 | 1,863.2050 |  
                | S1 | 1,839.8603 | 1,839.8603 | 1,870.6957 | 1,821.2390 |  
                | S2 | 1,802.6177 | 1,802.6177 | 1,864.2884 |  |  
                | S3 | 1,732.7197 | 1,769.9623 | 1,857.8811 |  |  
                | S4 | 1,662.8217 | 1,700.0643 | 1,838.6591 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,888.8030 | 1,818.4590 | 70.3440 | 3.8% | 39.3566 | 2.1% | 33% | False | False | 98,932 |  
                | 10 | 1,928.8080 | 1,818.4590 | 110.3490 | 6.0% | 39.7740 | 2.2% | 21% | False | False | 90,055 |  
                | 20 | 2,026.3210 | 1,818.4590 | 207.8620 | 11.3% | 54.0420 | 2.9% | 11% | False | False | 106,485 |  
                | 40 | 2,026.3210 | 1,627.2270 | 399.0940 | 21.7% | 63.3139 | 3.4% | 54% | False | False | 122,655 |  
                | 60 | 2,026.3210 | 1,627.2270 | 399.0940 | 21.7% | 63.2729 | 3.4% | 54% | False | False | 124,129 |  
                | 80 | 2,137.7700 | 1,627.2270 | 510.5430 | 27.7% | 69.5870 | 3.8% | 42% | False | False | 153,345 |  
                | 100 | 2,137.7700 | 1,372.9410 | 764.8290 | 41.5% | 75.3792 | 4.1% | 61% | False | False | 173,509 |  
                | 120 | 2,137.7700 | 1,372.9410 | 764.8290 | 41.5% | 75.7877 | 4.1% | 61% | False | False | 188,394 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2,116.7118 |  
            | 2.618 | 2,025.2692 |  
            | 1.618 | 1,969.2382 |  
            | 1.000 | 1,934.6110 |  
            | 0.618 | 1,913.2072 |  
            | HIGH | 1,878.5800 |  
            | 0.618 | 1,857.1762 |  
            | 0.500 | 1,850.5645 |  
            | 0.382 | 1,843.9528 |  
            | LOW | 1,822.5490 |  
            | 0.618 | 1,787.9218 |  
            | 1.000 | 1,766.5180 |  
            | 1.618 | 1,731.8908 |  
            | 2.618 | 1,675.8598 |  
            | 4.250 | 1,584.4173 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Aug-2023 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,850.5645 | 1,853.6310 |  
                                | PP | 1,847.7123 | 1,849.7567 |  
                                | S1 | 1,844.8602 | 1,845.8823 |  |