| Trading Metrics calculated at close of trading on 01-Jul-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Jun-2020 | 01-Jul-2020 | Change | Change % | Previous Week |  
                        | Open | 25,479 | 25,653 | 174 | 0.7% | 25,370 |  
                        | High | 25,772 | 25,893 | 121 | 0.5% | 26,294 |  
                        | Low | 25,301 | 25,381 | 80 | 0.3% | 24,837 |  
                        | Close | 25,689 | 25,575 | -114 | -0.4% | 24,950 |  
                        | Range | 471 | 512 | 41 | 8.7% | 1,457 |  
                        | ATR | 748 | 731 | -17 | -2.3% | 0 |  
                        | Volume | 200,320 | 218,368 | 18,048 | 9.0% | 1,183,653 |  | 
    
| 
        
            | Daily Pivots for day following 01-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 27,152 | 26,876 | 25,857 |  |  
                | R3 | 26,640 | 26,364 | 25,716 |  |  
                | R2 | 26,128 | 26,128 | 25,669 |  |  
                | R1 | 25,852 | 25,852 | 25,622 | 25,734 |  
                | PP | 25,616 | 25,616 | 25,616 | 25,558 |  
                | S1 | 25,340 | 25,340 | 25,528 | 25,222 |  
                | S2 | 25,104 | 25,104 | 25,481 |  |  
                | S3 | 24,592 | 24,828 | 25,434 |  |  
                | S4 | 24,080 | 24,316 | 25,294 |  |  | 
        
            | Weekly Pivots for week ending 26-Jun-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 29,731 | 28,798 | 25,751 |  |  
                | R3 | 28,274 | 27,341 | 25,351 |  |  
                | R2 | 26,817 | 26,817 | 25,217 |  |  
                | R1 | 25,884 | 25,884 | 25,084 | 25,622 |  
                | PP | 25,360 | 25,360 | 25,360 | 25,230 |  
                | S1 | 24,427 | 24,427 | 24,817 | 24,165 |  
                | S2 | 23,903 | 23,903 | 24,683 |  |  
                | S3 | 22,446 | 22,970 | 24,549 |  |  
                | S4 | 20,989 | 21,513 | 24,149 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 25,893 | 24,743 | 1,150 | 4.5% | 651 | 2.5% | 72% | True | False | 234,016 |  
                | 10 | 26,320 | 24,743 | 1,577 | 6.2% | 711 | 2.8% | 53% | False | False | 230,983 |  
                | 20 | 27,491 | 24,409 | 3,082 | 12.1% | 792 | 3.1% | 38% | False | False | 168,516 |  
                | 40 | 27,491 | 22,629 | 4,862 | 19.0% | 679 | 2.7% | 61% | False | False | 84,386 |  
                | 60 | 27,491 | 22,194 | 5,297 | 20.7% | 683 | 2.7% | 64% | False | False | 56,315 |  
                | 80 | 27,491 | 17,992 | 9,499 | 37.1% | 903 | 3.5% | 80% | False | False | 42,283 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 28,069 |  
            | 2.618 | 27,234 |  
            | 1.618 | 26,722 |  
            | 1.000 | 26,405 |  
            | 0.618 | 26,210 |  
            | HIGH | 25,893 |  
            | 0.618 | 25,698 |  
            | 0.500 | 25,637 |  
            | 0.382 | 25,577 |  
            | LOW | 25,381 |  
            | 0.618 | 25,065 |  
            | 1.000 | 24,869 |  
            | 1.618 | 24,553 |  
            | 2.618 | 24,041 |  
            | 4.250 | 23,205 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Jul-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 25,637 | 25,489 |  
                                | PP | 25,616 | 25,404 |  
                                | S1 | 25,596 | 25,318 |  |