| Trading Metrics calculated at close of trading on 02-Jul-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Jun-2018 | 02-Jul-2018 | Change | Change % | Previous Week |  
                        | Open | 24,247 | 24,274 | 27 | 0.1% | 24,599 |  
                        | High | 24,496 | 24,324 | -172 | -0.7% | 24,615 |  
                        | Low | 24,207 | 24,026 | -181 | -0.7% | 23,978 |  
                        | Close | 24,265 | 24,286 | 21 | 0.1% | 24,265 |  
                        | Range | 289 | 298 | 9 | 3.1% | 637 |  
                        | ATR | 303 | 303 | 0 | -0.1% | 0 |  
                        | Volume | 207,549 | 199,515 | -8,034 | -3.9% | 1,290,371 |  | 
    
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            | Daily Pivots for day following 02-Jul-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,106 | 24,994 | 24,450 |  |  
                | R3 | 24,808 | 24,696 | 24,368 |  |  
                | R2 | 24,510 | 24,510 | 24,341 |  |  
                | R1 | 24,398 | 24,398 | 24,313 | 24,454 |  
                | PP | 24,212 | 24,212 | 24,212 | 24,240 |  
                | S1 | 24,100 | 24,100 | 24,259 | 24,156 |  
                | S2 | 23,914 | 23,914 | 24,231 |  |  
                | S3 | 23,616 | 23,802 | 24,204 |  |  
                | S4 | 23,318 | 23,504 | 24,122 |  |  | 
        
            | Weekly Pivots for week ending 29-Jun-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 26,197 | 25,868 | 24,615 |  |  
                | R3 | 25,560 | 25,231 | 24,440 |  |  
                | R2 | 24,923 | 24,923 | 24,382 |  |  
                | R1 | 24,594 | 24,594 | 24,324 | 24,440 |  
                | PP | 24,286 | 24,286 | 24,286 | 24,209 |  
                | S1 | 23,957 | 23,957 | 24,207 | 23,803 |  
                | S2 | 23,649 | 23,649 | 24,148 |  |  
                | S3 | 23,012 | 23,320 | 24,090 |  |  
                | S4 | 22,375 | 22,683 | 23,915 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 24,564 | 23,978 | 586 | 2.4% | 310 | 1.3% | 53% | False | False | 235,879 |  
                | 10 | 25,017 | 23,978 | 1,039 | 4.3% | 337 | 1.4% | 30% | False | False | 233,281 |  
                | 20 | 25,418 | 23,978 | 1,440 | 5.9% | 281 | 1.2% | 21% | False | False | 176,623 |  
                | 40 | 25,418 | 23,978 | 1,440 | 5.9% | 269 | 1.1% | 21% | False | False | 88,495 |  
                | 60 | 25,418 | 23,490 | 1,928 | 7.9% | 300 | 1.2% | 41% | False | False | 59,132 |  
                | 80 | 25,575 | 23,352 | 2,223 | 9.2% | 350 | 1.4% | 42% | False | False | 44,422 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 25,591 |  
            | 2.618 | 25,104 |  
            | 1.618 | 24,806 |  
            | 1.000 | 24,622 |  
            | 0.618 | 24,508 |  
            | HIGH | 24,324 |  
            | 0.618 | 24,210 |  
            | 0.500 | 24,175 |  
            | 0.382 | 24,140 |  
            | LOW | 24,026 |  
            | 0.618 | 23,842 |  
            | 1.000 | 23,728 |  
            | 1.618 | 23,544 |  
            | 2.618 | 23,246 |  
            | 4.250 | 22,760 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Jul-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,249 | 24,270 |  
                                | PP | 24,212 | 24,253 |  
                                | S1 | 24,175 | 24,237 |  |