| Trading Metrics calculated at close of trading on 24-Jun-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Jun-2020 | 24-Jun-2020 | Change | Change % | Previous Week |  
                        | Open | 25,955 | 25,986 | 31 | 0.1% | 25,042 |  
                        | High | 26,294 | 26,134 | -160 | -0.6% | 26,658 |  
                        | Low | 25,514 | 25,159 | -355 | -1.4% | 24,409 |  
                        | Close | 26,020 | 25,393 | -627 | -2.4% | 25,529 |  
                        | Range | 780 | 975 | 195 | 25.0% | 2,249 |  
                        | ATR | 755 | 771 | 16 | 2.1% | 0 |  
                        | Volume | 200,223 | 281,371 | 81,148 | 40.5% | 1,308,324 |  | 
    
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            | Daily Pivots for day following 24-Jun-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 28,487 | 27,915 | 25,929 |  |  
                | R3 | 27,512 | 26,940 | 25,661 |  |  
                | R2 | 26,537 | 26,537 | 25,572 |  |  
                | R1 | 25,965 | 25,965 | 25,483 | 25,764 |  
                | PP | 25,562 | 25,562 | 25,562 | 25,461 |  
                | S1 | 24,990 | 24,990 | 25,304 | 24,789 |  
                | S2 | 24,587 | 24,587 | 25,214 |  |  
                | S3 | 23,612 | 24,015 | 25,125 |  |  
                | S4 | 22,637 | 23,040 | 24,857 |  |  | 
        
            | Weekly Pivots for week ending 19-Jun-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 32,279 | 31,153 | 26,766 |  |  
                | R3 | 30,030 | 28,904 | 26,148 |  |  
                | R2 | 27,781 | 27,781 | 25,941 |  |  
                | R1 | 26,655 | 26,655 | 25,735 | 27,218 |  
                | PP | 25,532 | 25,532 | 25,532 | 25,814 |  
                | S1 | 24,406 | 24,406 | 25,323 | 24,969 |  
                | S2 | 23,283 | 23,283 | 25,117 |  |  
                | S3 | 21,034 | 22,157 | 24,911 |  |  
                | S4 | 18,785 | 19,908 | 24,292 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 26,320 | 25,159 | 1,161 | 4.6% | 771 | 3.0% | 20% | False | True | 227,951 |  
                | 10 | 26,865 | 24,409 | 2,456 | 9.7% | 958 | 3.8% | 40% | False | False | 219,404 |  
                | 20 | 27,491 | 24,409 | 3,082 | 12.1% | 751 | 3.0% | 32% | False | False | 110,123 |  
                | 40 | 27,491 | 22,629 | 4,862 | 19.1% | 666 | 2.6% | 57% | False | False | 55,148 |  
                | 60 | 27,491 | 20,466 | 7,025 | 27.7% | 705 | 2.8% | 70% | False | False | 36,827 |  
                | 80 | 27,491 | 17,992 | 9,499 | 37.4% | 931 | 3.7% | 78% | False | False | 27,658 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 30,278 |  
            | 2.618 | 28,687 |  
            | 1.618 | 27,712 |  
            | 1.000 | 27,109 |  
            | 0.618 | 26,737 |  
            | HIGH | 26,134 |  
            | 0.618 | 25,762 |  
            | 0.500 | 25,647 |  
            | 0.382 | 25,532 |  
            | LOW | 25,159 |  
            | 0.618 | 24,557 |  
            | 1.000 | 24,184 |  
            | 1.618 | 23,582 |  
            | 2.618 | 22,607 |  
            | 4.250 | 21,015 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Jun-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 25,647 | 25,727 |  
                                | PP | 25,562 | 25,615 |  
                                | S1 | 25,478 | 25,504 |  |