| Trading Metrics calculated at close of trading on 05-Jul-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Jul-2018 | 05-Jul-2018 | Change | Change % | Previous Week |  
                        | Open | 24,298 | 24,160 | -138 | -0.6% | 24,599 |  
                        | High | 24,445 | 24,364 | -81 | -0.3% | 24,615 |  
                        | Low | 24,128 | 24,114 | -14 | -0.1% | 23,978 |  
                        | Close | 24,163 | 24,343 | 180 | 0.7% | 24,265 |  
                        | Range | 317 | 250 | -67 | -21.1% | 637 |  
                        | ATR | 304 | 300 | -4 | -1.3% | 0 |  
                        | Volume | 134,117 | 203,143 | 69,026 | 51.5% | 1,290,371 |  | 
    
| 
        
            | Daily Pivots for day following 05-Jul-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,024 | 24,933 | 24,481 |  |  
                | R3 | 24,774 | 24,683 | 24,412 |  |  
                | R2 | 24,524 | 24,524 | 24,389 |  |  
                | R1 | 24,433 | 24,433 | 24,366 | 24,479 |  
                | PP | 24,274 | 24,274 | 24,274 | 24,296 |  
                | S1 | 24,183 | 24,183 | 24,320 | 24,229 |  
                | S2 | 24,024 | 24,024 | 24,297 |  |  
                | S3 | 23,774 | 23,933 | 24,274 |  |  
                | S4 | 23,524 | 23,683 | 24,206 |  |  | 
        
            | 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 | 24,496 | 23,978 | 518 | 2.1% | 294 | 1.2% | 70% | False | False | 201,483 |  
                | 10 | 24,795 | 23,978 | 817 | 3.4% | 327 | 1.3% | 45% | False | False | 222,065 |  
                | 20 | 25,418 | 23,978 | 1,440 | 5.9% | 285 | 1.2% | 25% | False | False | 193,027 |  
                | 40 | 25,418 | 23,978 | 1,440 | 5.9% | 273 | 1.1% | 25% | False | False | 96,920 |  
                | 60 | 25,418 | 23,490 | 1,928 | 7.9% | 293 | 1.2% | 44% | False | False | 64,738 |  
                | 80 | 25,432 | 23,352 | 2,080 | 8.5% | 347 | 1.4% | 48% | False | False | 48,637 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 25,427 |  
            | 2.618 | 25,019 |  
            | 1.618 | 24,769 |  
            | 1.000 | 24,614 |  
            | 0.618 | 24,519 |  
            | HIGH | 24,364 |  
            | 0.618 | 24,269 |  
            | 0.500 | 24,239 |  
            | 0.382 | 24,210 |  
            | LOW | 24,114 |  
            | 0.618 | 23,960 |  
            | 1.000 | 23,864 |  
            | 1.618 | 23,710 |  
            | 2.618 | 23,460 |  
            | 4.250 | 23,052 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Jul-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,308 | 24,307 |  
                                | PP | 24,274 | 24,271 |  
                                | S1 | 24,239 | 24,236 |  |