| Trading Metrics calculated at close of trading on 03-Jul-2024 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Jul-2024 | 03-Jul-2024 | Change | Change % | Previous Week |  
                        | Open | 3,463.1050 | 3,413.4440 | -49.6610 | -1.4% | 3,519.5590 |  
                        | High | 3,464.7860 | 3,426.7930 | -37.9930 | -1.1% | 3,524.9200 |  
                        | Low | 3,399.1000 | 3,254.7240 | -144.3760 | -4.2% | 3,243.6820 |  
                        | Close | 3,414.1460 | 3,256.4560 | -157.6900 | -4.6% | 3,384.3260 |  
                        | Range | 65.6860 | 172.0690 | 106.3830 | 162.0% | 281.2380 |  
                        | ATR | 147.9510 | 149.6737 | 1.7227 | 1.2% | 0.0000 |  
                        | Volume | 69,448 | 130,506 | 61,058 | 87.9% | 389,675 |  | 
    
| 
        
            | Daily Pivots for day following 03-Jul-2024 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,828.8647 | 3,714.7293 | 3,351.0940 |  |  
                | R3 | 3,656.7957 | 3,542.6603 | 3,303.7750 |  |  
                | R2 | 3,484.7267 | 3,484.7267 | 3,288.0020 |  |  
                | R1 | 3,370.5913 | 3,370.5913 | 3,272.2290 | 3,341.6245 |  
                | PP | 3,312.6577 | 3,312.6577 | 3,312.6577 | 3,298.1743 |  
                | S1 | 3,198.5223 | 3,198.5223 | 3,240.6830 | 3,169.5555 |  
                | S2 | 3,140.5887 | 3,140.5887 | 3,224.9100 |  |  
                | S3 | 2,968.5197 | 3,026.4533 | 3,209.1370 |  |  
                | S4 | 2,796.4507 | 2,854.3843 | 3,161.8181 |  |  | 
        
            | Weekly Pivots for week ending 28-Jun-2024 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,228.0233 | 4,087.4127 | 3,539.0069 |  |  
                | R3 | 3,946.7853 | 3,806.1747 | 3,461.6665 |  |  
                | R2 | 3,665.5473 | 3,665.5473 | 3,435.8863 |  |  
                | R1 | 3,524.9367 | 3,524.9367 | 3,410.1062 | 3,454.6230 |  
                | PP | 3,384.3093 | 3,384.3093 | 3,384.3093 | 3,349.1525 |  
                | S1 | 3,243.6987 | 3,243.6987 | 3,358.5459 | 3,173.3850 |  
                | S2 | 3,103.0713 | 3,103.0713 | 3,332.7657 |  |  
                | S3 | 2,821.8333 | 2,962.4607 | 3,306.9856 |  |  
                | S4 | 2,540.5953 | 2,681.2227 | 3,229.6451 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,509.8230 | 3,254.7240 | 255.0990 | 7.8% | 123.5656 | 3.8% | 1% | False | True | 94,112 |  
                | 10 | 3,619.5530 | 3,243.6820 | 375.8710 | 11.5% | 132.0906 | 4.1% | 3% | False | False | 89,791 |  
                | 20 | 3,883.2880 | 3,243.6820 | 639.6060 | 19.6% | 146.5689 | 4.5% | 2% | False | False | 103,964 |  
                | 40 | 3,940.4060 | 2,864.3480 | 1,076.0580 | 33.0% | 155.0649 | 4.8% | 36% | False | False | 131,139 |  
                | 60 | 3,940.4060 | 2,846.4120 | 1,093.9940 | 33.6% | 168.0788 | 5.2% | 37% | False | False | 131,675 |  
                | 80 | 4,090.3060 | 2,846.4120 | 1,243.8940 | 38.2% | 189.2466 | 5.8% | 33% | False | False | 140,409 |  
                | 100 | 4,090.3060 | 2,419.2580 | 1,671.0480 | 51.3% | 189.1296 | 5.8% | 50% | False | False | 158,262 |  
                | 120 | 4,090.3060 | 2,170.7140 | 1,919.5920 | 58.9% | 174.5358 | 5.4% | 57% | False | False | 155,991 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,158.0863 |  
            | 2.618 | 3,877.2696 |  
            | 1.618 | 3,705.2006 |  
            | 1.000 | 3,598.8620 |  
            | 0.618 | 3,533.1316 |  
            | HIGH | 3,426.7930 |  
            | 0.618 | 3,361.0626 |  
            | 0.500 | 3,340.7585 |  
            | 0.382 | 3,320.4544 |  
            | LOW | 3,254.7240 |  
            | 0.618 | 3,148.3854 |  
            | 1.000 | 3,082.6550 |  
            | 1.618 | 2,976.3164 |  
            | 2.618 | 2,804.2474 |  
            | 4.250 | 2,523.4308 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Jul-2024 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,340.7585 | 3,382.2735 |  
                                | PP | 3,312.6577 | 3,340.3343 |  
                                | S1 | 3,284.5568 | 3,298.3952 |  |