| Trading Metrics calculated at close of trading on 29-Jul-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Jul-2020 | 29-Jul-2020 | Change | Change % | Previous Week |  
                        | Open | 26,512 | 26,295 | -217 | -0.8% | 26,541 |  
                        | High | 26,599 | 26,500 | -99 | -0.4% | 27,057 |  
                        | Low | 26,252 | 26,187 | -65 | -0.2% | 26,290 |  
                        | Close | 26,297 | 26,440 | 143 | 0.5% | 26,322 |  
                        | Range | 347 | 313 | -34 | -9.8% | 767 |  
                        | ATR | 521 | 506 | -15 | -2.8% | 0 |  
                        | Volume | 147,516 | 138,125 | -9,391 | -6.4% | 877,534 |  | 
    
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            | Daily Pivots for day following 29-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 27,315 | 27,190 | 26,612 |  |  
                | R3 | 27,002 | 26,877 | 26,526 |  |  
                | R2 | 26,689 | 26,689 | 26,498 |  |  
                | R1 | 26,564 | 26,564 | 26,469 | 26,627 |  
                | PP | 26,376 | 26,376 | 26,376 | 26,407 |  
                | S1 | 26,251 | 26,251 | 26,411 | 26,314 |  
                | S2 | 26,063 | 26,063 | 26,383 |  |  
                | S3 | 25,750 | 25,938 | 26,354 |  |  
                | S4 | 25,437 | 25,625 | 26,268 |  |  | 
        
            | 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 | 26,187 | 870 | 3.3% | 377 | 1.4% | 29% | False | True | 159,953 |  
                | 10 | 27,057 | 26,187 | 870 | 3.3% | 356 | 1.3% | 29% | False | True | 165,492 |  
                | 20 | 27,063 | 25,293 | 1,770 | 6.7% | 472 | 1.8% | 65% | False | False | 200,319 |  
                | 40 | 27,491 | 24,409 | 3,082 | 11.7% | 635 | 2.4% | 66% | False | False | 178,976 |  
                | 60 | 27,491 | 22,629 | 4,862 | 18.4% | 608 | 2.3% | 78% | False | False | 119,393 |  
                | 80 | 27,491 | 21,101 | 6,390 | 24.2% | 643 | 2.4% | 84% | False | False | 89,588 |  
                | 100 | 27,491 | 17,992 | 9,499 | 35.9% | 822 | 3.1% | 89% | False | False | 71,707 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 27,830 |  
            | 2.618 | 27,320 |  
            | 1.618 | 27,007 |  
            | 1.000 | 26,813 |  
            | 0.618 | 26,694 |  
            | HIGH | 26,500 |  
            | 0.618 | 26,381 |  
            | 0.500 | 26,344 |  
            | 0.382 | 26,307 |  
            | LOW | 26,187 |  
            | 0.618 | 25,994 |  
            | 1.000 | 25,874 |  
            | 1.618 | 25,681 |  
            | 2.618 | 25,368 |  
            | 4.250 | 24,857 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jul-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 26,408 | 26,424 |  
                                | PP | 26,376 | 26,409 |  
                                | S1 | 26,344 | 26,393 |  |