| Trading Metrics calculated at close of trading on 22-Jul-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jul-2020 | 22-Jul-2020 | Change | Change % | Previous Week |  
                        | Open | 26,625 | 26,727 | 102 | 0.4% | 26,025 |  
                        | High | 26,925 | 26,928 | 3 | 0.0% | 27,063 |  
                        | Low | 26,590 | 26,526 | -64 | -0.2% | 25,874 |  
                        | Close | 26,726 | 26,884 | 158 | 0.6% | 26,520 |  
                        | Range | 335 | 402 | 67 | 20.0% | 1,189 |  
                        | ATR | 580 | 567 | -13 | -2.2% | 0 |  
                        | Volume | 173,817 | 162,999 | -10,818 | -6.2% | 1,154,530 |  | 
    
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            | Daily Pivots for day following 22-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 27,985 | 27,837 | 27,105 |  |  
                | R3 | 27,583 | 27,435 | 26,995 |  |  
                | R2 | 27,181 | 27,181 | 26,958 |  |  
                | R1 | 27,033 | 27,033 | 26,921 | 27,107 |  
                | PP | 26,779 | 26,779 | 26,779 | 26,817 |  
                | S1 | 26,631 | 26,631 | 26,847 | 26,705 |  
                | S2 | 26,377 | 26,377 | 26,810 |  |  
                | S3 | 25,975 | 26,229 | 26,774 |  |  
                | S4 | 25,573 | 25,827 | 26,663 |  |  | 
        
            | 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 | 26,928 | 26,329 | 599 | 2.2% | 336 | 1.2% | 93% | True | False | 171,031 |  
                | 10 | 27,063 | 25,293 | 1,770 | 6.6% | 482 | 1.8% | 90% | False | False | 212,922 |  
                | 20 | 27,063 | 24,743 | 2,320 | 8.6% | 563 | 2.1% | 92% | False | False | 221,985 |  
                | 40 | 27,491 | 24,409 | 3,082 | 11.5% | 649 | 2.4% | 80% | False | False | 159,030 |  
                | 60 | 27,491 | 22,629 | 4,862 | 18.1% | 625 | 2.3% | 88% | False | False | 106,073 |  
                | 80 | 27,491 | 20,466 | 7,025 | 26.1% | 674 | 2.5% | 91% | False | False | 79,603 |  
                | 100 | 27,491 | 17,992 | 9,499 | 35.3% | 864 | 3.2% | 94% | False | False | 63,710 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 28,637 |  
            | 2.618 | 27,981 |  
            | 1.618 | 27,579 |  
            | 1.000 | 27,330 |  
            | 0.618 | 27,177 |  
            | HIGH | 26,928 |  
            | 0.618 | 26,775 |  
            | 0.500 | 26,727 |  
            | 0.382 | 26,680 |  
            | LOW | 26,526 |  
            | 0.618 | 26,278 |  
            | 1.000 | 26,124 |  
            | 1.618 | 25,876 |  
            | 2.618 | 25,474 |  
            | 4.250 | 24,818 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Jul-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 26,832 | 26,799 |  
                                | PP | 26,779 | 26,714 |  
                                | S1 | 26,727 | 26,629 |  |