| Trading Metrics calculated at close of trading on 17-Jul-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Jul-2020 | 17-Jul-2020 | Change | Change % | Previous Week |  
                        | Open | 26,814 | 26,565 | -249 | -0.9% | 26,025 |  
                        | High | 26,858 | 26,724 | -134 | -0.5% | 27,063 |  
                        | Low | 26,465 | 26,502 | 37 | 0.1% | 25,874 |  
                        | Close | 26,553 | 26,520 | -33 | -0.1% | 26,520 |  
                        | Range | 393 | 222 | -171 | -43.5% | 1,189 |  
                        | ATR | 651 | 620 | -31 | -4.7% | 0 |  
                        | Volume | 198,313 | 151,722 | -46,591 | -23.5% | 1,154,530 |  | 
    
| 
        
            | Daily Pivots for day following 17-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 27,248 | 27,106 | 26,642 |  |  
                | R3 | 27,026 | 26,884 | 26,581 |  |  
                | R2 | 26,804 | 26,804 | 26,561 |  |  
                | R1 | 26,662 | 26,662 | 26,540 | 26,622 |  
                | PP | 26,582 | 26,582 | 26,582 | 26,562 |  
                | S1 | 26,440 | 26,440 | 26,500 | 26,400 |  
                | S2 | 26,360 | 26,360 | 26,479 |  |  
                | S3 | 26,138 | 26,218 | 26,459 |  |  
                | S4 | 25,916 | 25,996 | 26,398 |  |  | 
        
            | Weekly Pivots for week ending 17-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 30,053 | 29,475 | 27,174 |  |  
                | R3 | 28,864 | 28,286 | 26,847 |  |  
                | R2 | 27,675 | 27,675 | 26,738 |  |  
                | R1 | 27,097 | 27,097 | 26,629 | 27,386 |  
                | PP | 26,486 | 26,486 | 26,486 | 26,630 |  
                | S1 | 25,908 | 25,908 | 26,411 | 26,197 |  
                | S2 | 25,297 | 25,297 | 26,302 |  |  
                | S3 | 24,108 | 24,719 | 26,193 |  |  
                | S4 | 22,919 | 23,530 | 25,866 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 27,063 | 25,874 | 1,189 | 4.5% | 484 | 1.8% | 54% | False | False | 230,906 |  
                | 10 | 27,063 | 25,293 | 1,770 | 6.7% | 540 | 2.0% | 69% | False | False | 228,163 |  
                | 20 | 27,063 | 24,743 | 2,320 | 8.7% | 627 | 2.4% | 77% | False | False | 228,469 |  
                | 40 | 27,491 | 23,999 | 3,492 | 13.2% | 658 | 2.5% | 72% | False | False | 146,418 |  
                | 60 | 27,491 | 22,629 | 4,862 | 18.3% | 634 | 2.4% | 80% | False | False | 97,659 |  
                | 80 | 27,491 | 20,224 | 7,267 | 27.4% | 719 | 2.7% | 87% | False | False | 73,305 |  
                | 100 | 27,491 | 17,992 | 9,499 | 35.8% | 885 | 3.3% | 90% | False | False | 58,661 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 27,668 |  
            | 2.618 | 27,305 |  
            | 1.618 | 27,083 |  
            | 1.000 | 26,946 |  
            | 0.618 | 26,861 |  
            | HIGH | 26,724 |  
            | 0.618 | 26,639 |  
            | 0.500 | 26,613 |  
            | 0.382 | 26,587 |  
            | LOW | 26,502 |  
            | 0.618 | 26,365 |  
            | 1.000 | 26,280 |  
            | 1.618 | 26,143 |  
            | 2.618 | 25,921 |  
            | 4.250 | 25,559 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Jul-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 26,613 | 26,764 |  
                                | PP | 26,582 | 26,683 |  
                                | S1 | 26,551 | 26,601 |  |