| Trading Metrics calculated at close of trading on 28-Jul-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Jul-2020 | 28-Jul-2020 | Change | Change % | Previous Week |  
                        | Open | 26,275 | 26,512 | 237 | 0.9% | 26,541 |  
                        | High | 26,523 | 26,599 | 76 | 0.3% | 27,057 |  
                        | Low | 26,232 | 26,252 | 20 | 0.1% | 26,290 |  
                        | Close | 26,484 | 26,297 | -187 | -0.7% | 26,322 |  
                        | Range | 291 | 347 | 56 | 19.2% | 767 |  
                        | ATR | 534 | 521 | -13 | -2.5% | 0 |  
                        | Volume | 141,718 | 147,516 | 5,798 | 4.1% | 877,534 |  | 
    
| 
        
            | Daily Pivots for day following 28-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 27,424 | 27,207 | 26,488 |  |  
                | R3 | 27,077 | 26,860 | 26,393 |  |  
                | R2 | 26,730 | 26,730 | 26,361 |  |  
                | R1 | 26,513 | 26,513 | 26,329 | 26,448 |  
                | PP | 26,383 | 26,383 | 26,383 | 26,350 |  
                | S1 | 26,166 | 26,166 | 26,265 | 26,101 |  
                | S2 | 26,036 | 26,036 | 26,234 |  |  
                | S3 | 25,689 | 25,819 | 26,202 |  |  
                | S4 | 25,342 | 25,472 | 26,106 |  |  | 
        
            | Weekly Pivots for week ending 24-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 28,857 | 28,357 | 26,744 |  |  
                | R3 | 28,090 | 27,590 | 26,533 |  |  
                | R2 | 27,323 | 27,323 | 26,463 |  |  
                | R1 | 26,823 | 26,823 | 26,392 | 26,690 |  
                | PP | 26,556 | 26,556 | 26,556 | 26,490 |  
                | S1 | 26,056 | 26,056 | 26,252 | 25,923 |  
                | S2 | 25,789 | 25,789 | 26,182 |  |  
                | S3 | 25,022 | 25,289 | 26,111 |  |  
                | S4 | 24,255 | 24,522 | 25,900 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 27,057 | 26,232 | 825 | 3.1% | 395 | 1.5% | 8% | False | False | 164,928 |  
                | 10 | 27,063 | 26,232 | 831 | 3.2% | 374 | 1.4% | 8% | False | False | 175,975 |  
                | 20 | 27,063 | 25,293 | 1,770 | 6.7% | 479 | 1.8% | 57% | False | False | 203,429 |  
                | 40 | 27,491 | 24,409 | 3,082 | 11.7% | 637 | 2.4% | 61% | False | False | 175,536 |  
                | 60 | 27,491 | 22,629 | 4,862 | 18.5% | 610 | 2.3% | 75% | False | False | 117,094 |  
                | 80 | 27,491 | 20,696 | 6,795 | 25.8% | 646 | 2.5% | 82% | False | False | 87,863 |  
                | 100 | 27,491 | 17,992 | 9,499 | 36.1% | 829 | 3.2% | 87% | False | False | 70,326 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 28,074 |  
            | 2.618 | 27,508 |  
            | 1.618 | 27,161 |  
            | 1.000 | 26,946 |  
            | 0.618 | 26,814 |  
            | HIGH | 26,599 |  
            | 0.618 | 26,467 |  
            | 0.500 | 26,426 |  
            | 0.382 | 26,385 |  
            | LOW | 26,252 |  
            | 0.618 | 26,038 |  
            | 1.000 | 25,905 |  
            | 1.618 | 25,691 |  
            | 2.618 | 25,344 |  
            | 4.250 | 24,777 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Jul-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 26,426 | 26,424 |  
                                | PP | 26,383 | 26,381 |  
                                | S1 | 26,340 | 26,339 |  |