| Trading Metrics calculated at close of trading on 31-Jul-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Jul-2020 | 31-Jul-2020 | Change | Change % | Previous Week |  
                        | Open | 26,454 | 26,414 | -40 | -0.2% | 26,275 |  
                        | High | 26,477 | 26,457 | -20 | -0.1% | 26,599 |  
                        | Low | 25,881 | 25,905 | 24 | 0.1% | 25,881 |  
                        | Close | 26,218 | 26,319 | 101 | 0.4% | 26,319 |  
                        | Range | 596 | 552 | -44 | -7.4% | 718 |  
                        | ATR | 512 | 515 | 3 | 0.6% | 0 |  
                        | Volume | 214,147 | 235,903 | 21,756 | 10.2% | 877,409 |  | 
    
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            | Daily Pivots for day following 31-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 27,883 | 27,653 | 26,623 |  |  
                | R3 | 27,331 | 27,101 | 26,471 |  |  
                | R2 | 26,779 | 26,779 | 26,420 |  |  
                | R1 | 26,549 | 26,549 | 26,370 | 26,388 |  
                | PP | 26,227 | 26,227 | 26,227 | 26,147 |  
                | S1 | 25,997 | 25,997 | 26,269 | 25,836 |  
                | S2 | 25,675 | 25,675 | 26,218 |  |  
                | S3 | 25,123 | 25,445 | 26,167 |  |  
                | S4 | 24,571 | 24,893 | 26,016 |  |  | 
        
            | Weekly Pivots for week ending 31-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 28,420 | 28,088 | 26,714 |  |  
                | R3 | 27,702 | 27,370 | 26,517 |  |  
                | R2 | 26,984 | 26,984 | 26,451 |  |  
                | R1 | 26,652 | 26,652 | 26,385 | 26,818 |  
                | PP | 26,266 | 26,266 | 26,266 | 26,350 |  
                | S1 | 25,934 | 25,934 | 26,253 | 26,100 |  
                | S2 | 25,548 | 25,548 | 26,187 |  |  
                | S3 | 24,830 | 25,216 | 26,122 |  |  
                | S4 | 24,112 | 24,498 | 25,924 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 26,599 | 25,881 | 718 | 2.7% | 420 | 1.6% | 61% | False | False | 175,481 |  
                | 10 | 27,057 | 25,881 | 1,176 | 4.5% | 410 | 1.6% | 37% | False | False | 175,494 |  
                | 20 | 27,063 | 25,293 | 1,770 | 6.7% | 475 | 1.8% | 58% | False | False | 201,828 |  
                | 40 | 27,491 | 24,409 | 3,082 | 11.7% | 640 | 2.4% | 62% | False | False | 190,198 |  
                | 60 | 27,491 | 22,629 | 4,862 | 18.5% | 613 | 2.3% | 76% | False | False | 126,890 |  
                | 80 | 27,491 | 22,194 | 5,297 | 20.1% | 624 | 2.4% | 78% | False | False | 95,207 |  
                | 100 | 27,491 | 17,992 | 9,499 | 36.1% | 808 | 3.1% | 88% | False | False | 76,207 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 28,803 |  
            | 2.618 | 27,902 |  
            | 1.618 | 27,350 |  
            | 1.000 | 27,009 |  
            | 0.618 | 26,798 |  
            | HIGH | 26,457 |  
            | 0.618 | 26,246 |  
            | 0.500 | 26,181 |  
            | 0.382 | 26,116 |  
            | LOW | 25,905 |  
            | 0.618 | 25,564 |  
            | 1.000 | 25,353 |  
            | 1.618 | 25,012 |  
            | 2.618 | 24,460 |  
            | 4.250 | 23,559 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 31-Jul-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 26,273 | 26,276 |  
                                | PP | 26,227 | 26,233 |  
                                | S1 | 26,181 | 26,191 |  |