| Trading Metrics calculated at close of trading on 12-Jul-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Jul-2018 | 12-Jul-2018 | Change | Change % | Previous Week |  
                        | Open | 24,752 | 24,710 | -42 | -0.2% | 24,274 |  
                        | High | 24,805 | 24,927 | 122 | 0.5% | 24,507 |  
                        | Low | 24,611 | 24,680 | 69 | 0.3% | 24,026 |  
                        | Close | 24,689 | 24,894 | 205 | 0.8% | 24,456 |  
                        | Range | 194 | 247 | 53 | 27.3% | 481 |  
                        | ATR | 295 | 291 | -3 | -1.2% | 0 |  
                        | Volume | 220,425 | 168,031 | -52,394 | -23.8% | 704,784 |  | 
    
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            | Daily Pivots for day following 12-Jul-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,575 | 25,481 | 25,030 |  |  
                | R3 | 25,328 | 25,234 | 24,962 |  |  
                | R2 | 25,081 | 25,081 | 24,939 |  |  
                | R1 | 24,987 | 24,987 | 24,917 | 25,034 |  
                | PP | 24,834 | 24,834 | 24,834 | 24,857 |  
                | S1 | 24,740 | 24,740 | 24,871 | 24,787 |  
                | S2 | 24,587 | 24,587 | 24,849 |  |  
                | S3 | 24,340 | 24,493 | 24,826 |  |  
                | S4 | 24,093 | 24,246 | 24,758 |  |  | 
        
            | 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 | 24,241 | 696 | 2.8% | 248 | 1.0% | 94% | False | False | 171,824 |  
                | 10 | 24,937 | 23,978 | 959 | 3.9% | 271 | 1.1% | 96% | False | False | 186,653 |  
                | 20 | 25,353 | 23,978 | 1,375 | 5.5% | 300 | 1.2% | 67% | False | False | 205,590 |  
                | 40 | 25,418 | 23,978 | 1,440 | 5.8% | 276 | 1.1% | 64% | False | False | 118,369 |  
                | 60 | 25,418 | 23,490 | 1,928 | 7.7% | 287 | 1.2% | 73% | False | False | 79,012 |  
                | 80 | 25,418 | 23,352 | 2,066 | 8.3% | 340 | 1.4% | 75% | False | False | 59,370 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 25,977 |  
            | 2.618 | 25,574 |  
            | 1.618 | 25,327 |  
            | 1.000 | 25,174 |  
            | 0.618 | 25,080 |  
            | HIGH | 24,927 |  
            | 0.618 | 24,833 |  
            | 0.500 | 24,804 |  
            | 0.382 | 24,774 |  
            | LOW | 24,680 |  
            | 0.618 | 24,527 |  
            | 1.000 | 24,433 |  
            | 1.618 | 24,280 |  
            | 2.618 | 24,033 |  
            | 4.250 | 23,630 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Jul-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,864 | 24,854 |  
                                | PP | 24,834 | 24,814 |  
                                | S1 | 24,804 | 24,774 |  |