| Trading Metrics calculated at close of trading on 06-Jul-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Jul-2018 | 06-Jul-2018 | Change | Change % | Previous Week |  
                        | Open | 24,160 | 24,319 | 159 | 0.7% | 24,274 |  
                        | High | 24,364 | 24,507 | 143 | 0.6% | 24,507 |  
                        | Low | 24,114 | 24,241 | 127 | 0.5% | 24,026 |  
                        | Close | 24,343 | 24,456 | 113 | 0.5% | 24,456 |  
                        | Range | 250 | 266 | 16 | 6.4% | 481 |  
                        | ATR | 300 | 298 | -2 | -0.8% | 0 |  
                        | Volume | 203,143 | 168,009 | -35,134 | -17.3% | 704,784 |  | 
    
| 
        
            | Daily Pivots for day following 06-Jul-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,199 | 25,094 | 24,602 |  |  
                | R3 | 24,933 | 24,828 | 24,529 |  |  
                | R2 | 24,667 | 24,667 | 24,505 |  |  
                | R1 | 24,562 | 24,562 | 24,481 | 24,615 |  
                | PP | 24,401 | 24,401 | 24,401 | 24,428 |  
                | S1 | 24,296 | 24,296 | 24,432 | 24,349 |  
                | S2 | 24,135 | 24,135 | 24,407 |  |  
                | S3 | 23,869 | 24,030 | 24,383 |  |  
                | S4 | 23,603 | 23,764 | 24,310 |  |  | 
        
            | Weekly Pivots for week ending 06-Jul-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,773 | 25,595 | 24,721 |  |  
                | R3 | 25,292 | 25,114 | 24,588 |  |  
                | R2 | 24,811 | 24,811 | 24,544 |  |  
                | R1 | 24,633 | 24,633 | 24,500 | 24,722 |  
                | PP | 24,330 | 24,330 | 24,330 | 24,374 |  
                | S1 | 24,152 | 24,152 | 24,412 | 24,241 |  
                | S2 | 23,849 | 23,849 | 24,368 |  |  
                | S3 | 23,368 | 23,671 | 24,324 |  |  
                | S4 | 22,887 | 23,190 | 24,192 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 24,507 | 24,026 | 481 | 2.0% | 284 | 1.2% | 89% | True | False | 182,466 |  
                | 10 | 24,664 | 23,978 | 686 | 2.8% | 314 | 1.3% | 70% | False | False | 215,146 |  
                | 20 | 25,418 | 23,978 | 1,440 | 5.9% | 288 | 1.2% | 33% | False | False | 200,356 |  
                | 40 | 25,418 | 23,978 | 1,440 | 5.9% | 273 | 1.1% | 33% | False | False | 101,116 |  
                | 60 | 25,418 | 23,490 | 1,928 | 7.9% | 293 | 1.2% | 50% | False | False | 67,532 |  
                | 80 | 25,418 | 23,352 | 2,066 | 8.4% | 346 | 1.4% | 53% | False | False | 50,736 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 25,638 |  
            | 2.618 | 25,204 |  
            | 1.618 | 24,938 |  
            | 1.000 | 24,773 |  
            | 0.618 | 24,672 |  
            | HIGH | 24,507 |  
            | 0.618 | 24,406 |  
            | 0.500 | 24,374 |  
            | 0.382 | 24,343 |  
            | LOW | 24,241 |  
            | 0.618 | 24,077 |  
            | 1.000 | 23,975 |  
            | 1.618 | 23,811 |  
            | 2.618 | 23,545 |  
            | 4.250 | 23,111 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Jul-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,429 | 24,408 |  
                                | PP | 24,401 | 24,359 |  
                                | S1 | 24,374 | 24,311 |  |