| Trading Metrics calculated at close of trading on 11-Jul-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Jul-2018 | 11-Jul-2018 | Change | Change % | Previous Week |  
                        | Open | 24,780 | 24,752 | -28 | -0.1% | 24,274 |  
                        | High | 24,937 | 24,805 | -132 | -0.5% | 24,507 |  
                        | Low | 24,745 | 24,611 | -134 | -0.5% | 24,026 |  
                        | Close | 24,927 | 24,689 | -238 | -1.0% | 24,456 |  
                        | Range | 192 | 194 | 2 | 1.0% | 481 |  
                        | ATR | 293 | 295 | 2 | 0.6% | 0 |  
                        | Volume | 160,488 | 220,425 | 59,937 | 37.3% | 704,784 |  | 
    
| 
        
            | Daily Pivots for day following 11-Jul-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,284 | 25,180 | 24,796 |  |  
                | R3 | 25,090 | 24,986 | 24,742 |  |  
                | R2 | 24,896 | 24,896 | 24,725 |  |  
                | R1 | 24,792 | 24,792 | 24,707 | 24,747 |  
                | PP | 24,702 | 24,702 | 24,702 | 24,679 |  
                | S1 | 24,598 | 24,598 | 24,671 | 24,553 |  
                | S2 | 24,508 | 24,508 | 24,654 |  |  
                | S3 | 24,314 | 24,404 | 24,636 |  |  
                | S4 | 24,120 | 24,210 | 24,582 |  |  | 
        
            | 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 | 24,937 | 24,114 | 823 | 3.3% | 248 | 1.0% | 70% | False | False | 178,847 |  
                | 10 | 24,937 | 23,978 | 959 | 3.9% | 295 | 1.2% | 74% | False | False | 201,033 |  
                | 20 | 25,380 | 23,978 | 1,402 | 5.7% | 297 | 1.2% | 51% | False | False | 204,479 |  
                | 40 | 25,418 | 23,978 | 1,440 | 5.8% | 277 | 1.1% | 49% | False | False | 114,179 |  
                | 60 | 25,418 | 23,490 | 1,928 | 7.8% | 288 | 1.2% | 62% | False | False | 76,221 |  
                | 80 | 25,418 | 23,352 | 2,066 | 8.4% | 343 | 1.4% | 65% | False | False | 57,273 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 25,630 |  
            | 2.618 | 25,313 |  
            | 1.618 | 25,119 |  
            | 1.000 | 24,999 |  
            | 0.618 | 24,925 |  
            | HIGH | 24,805 |  
            | 0.618 | 24,731 |  
            | 0.500 | 24,708 |  
            | 0.382 | 24,685 |  
            | LOW | 24,611 |  
            | 0.618 | 24,491 |  
            | 1.000 | 24,417 |  
            | 1.618 | 24,297 |  
            | 2.618 | 24,103 |  
            | 4.250 | 23,787 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Jul-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,708 | 24,695 |  
                                | PP | 24,702 | 24,693 |  
                                | S1 | 24,695 | 24,691 |  |