| Trading Metrics calculated at close of trading on 20-Jul-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Jul-2020 | 20-Jul-2020 | Change | Change % | Previous Week |  
                        | Open | 26,565 | 26,541 | -24 | -0.1% | 26,025 |  
                        | High | 26,724 | 26,655 | -69 | -0.3% | 27,063 |  
                        | Low | 26,502 | 26,329 | -173 | -0.7% | 25,874 |  
                        | Close | 26,520 | 26,633 | 113 | 0.4% | 26,520 |  
                        | Range | 222 | 326 | 104 | 46.8% | 1,189 |  
                        | ATR | 620 | 599 | -21 | -3.4% | 0 |  
                        | Volume | 151,722 | 168,308 | 16,586 | 10.9% | 1,154,530 |  | 
    
| 
        
            | Daily Pivots for day following 20-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 27,517 | 27,401 | 26,812 |  |  
                | R3 | 27,191 | 27,075 | 26,723 |  |  
                | R2 | 26,865 | 26,865 | 26,693 |  |  
                | R1 | 26,749 | 26,749 | 26,663 | 26,807 |  
                | PP | 26,539 | 26,539 | 26,539 | 26,568 |  
                | S1 | 26,423 | 26,423 | 26,603 | 26,481 |  
                | S2 | 26,213 | 26,213 | 26,573 |  |  
                | S3 | 25,887 | 26,097 | 26,543 |  |  
                | S4 | 25,561 | 25,771 | 26,454 |  |  | 
        
            | 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% | 427 | 1.6% | 64% | False | False | 211,557 |  
                | 10 | 27,063 | 25,293 | 1,770 | 6.6% | 496 | 1.9% | 76% | False | False | 219,434 |  
                | 20 | 27,063 | 24,743 | 2,320 | 8.7% | 603 | 2.3% | 81% | False | False | 223,973 |  
                | 40 | 27,491 | 23,999 | 3,492 | 13.1% | 658 | 2.5% | 75% | False | False | 150,622 |  
                | 60 | 27,491 | 22,629 | 4,862 | 18.3% | 630 | 2.4% | 82% | False | False | 100,462 |  
                | 80 | 27,491 | 20,466 | 7,025 | 26.4% | 704 | 2.6% | 88% | False | False | 75,402 |  
                | 100 | 27,491 | 17,992 | 9,499 | 35.7% | 881 | 3.3% | 91% | False | False | 60,343 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 28,041 |  
            | 2.618 | 27,509 |  
            | 1.618 | 27,183 |  
            | 1.000 | 26,981 |  
            | 0.618 | 26,857 |  
            | HIGH | 26,655 |  
            | 0.618 | 26,531 |  
            | 0.500 | 26,492 |  
            | 0.382 | 26,454 |  
            | LOW | 26,329 |  
            | 0.618 | 26,128 |  
            | 1.000 | 26,003 |  
            | 1.618 | 25,802 |  
            | 2.618 | 25,476 |  
            | 4.250 | 24,944 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Jul-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 26,586 | 26,620 |  
                                | PP | 26,539 | 26,607 |  
                                | S1 | 26,492 | 26,594 |  |