| Trading Metrics calculated at close of trading on 30-Jul-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Jul-2020 | 30-Jul-2020 | Change | Change % | Previous Week |  
                        | Open | 26,295 | 26,454 | 159 | 0.6% | 26,541 |  
                        | High | 26,500 | 26,477 | -23 | -0.1% | 27,057 |  
                        | Low | 26,187 | 25,881 | -306 | -1.2% | 26,290 |  
                        | Close | 26,440 | 26,218 | -222 | -0.8% | 26,322 |  
                        | Range | 313 | 596 | 283 | 90.4% | 767 |  
                        | ATR | 506 | 512 | 6 | 1.3% | 0 |  
                        | Volume | 138,125 | 214,147 | 76,022 | 55.0% | 877,534 |  | 
    
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            | Daily Pivots for day following 30-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 27,980 | 27,695 | 26,546 |  |  
                | R3 | 27,384 | 27,099 | 26,382 |  |  
                | R2 | 26,788 | 26,788 | 26,327 |  |  
                | R1 | 26,503 | 26,503 | 26,273 | 26,348 |  
                | PP | 26,192 | 26,192 | 26,192 | 26,114 |  
                | S1 | 25,907 | 25,907 | 26,163 | 25,752 |  
                | S2 | 25,596 | 25,596 | 26,109 |  |  
                | S3 | 25,000 | 25,311 | 26,054 |  |  
                | S4 | 24,404 | 24,715 | 25,890 |  |  | 
        
            | 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 | 26,615 | 25,881 | 734 | 2.8% | 375 | 1.4% | 46% | False | True | 164,166 |  
                | 10 | 27,057 | 25,881 | 1,176 | 4.5% | 377 | 1.4% | 29% | False | True | 167,076 |  
                | 20 | 27,063 | 25,293 | 1,770 | 6.8% | 476 | 1.8% | 52% | False | False | 200,108 |  
                | 40 | 27,491 | 24,409 | 3,082 | 11.8% | 634 | 2.4% | 59% | False | False | 184,312 |  
                | 60 | 27,491 | 22,629 | 4,862 | 18.5% | 611 | 2.3% | 74% | False | False | 122,960 |  
                | 80 | 27,491 | 22,194 | 5,297 | 20.2% | 631 | 2.4% | 76% | False | False | 92,263 |  
                | 100 | 27,491 | 17,992 | 9,499 | 36.2% | 818 | 3.1% | 87% | False | False | 73,848 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 29,010 |  
            | 2.618 | 28,037 |  
            | 1.618 | 27,441 |  
            | 1.000 | 27,073 |  
            | 0.618 | 26,845 |  
            | HIGH | 26,477 |  
            | 0.618 | 26,249 |  
            | 0.500 | 26,179 |  
            | 0.382 | 26,109 |  
            | LOW | 25,881 |  
            | 0.618 | 25,513 |  
            | 1.000 | 25,285 |  
            | 1.618 | 24,917 |  
            | 2.618 | 24,321 |  
            | 4.250 | 23,348 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Jul-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 26,205 | 26,240 |  
                                | PP | 26,192 | 26,233 |  
                                | S1 | 26,179 | 26,225 |  |