| Trading Metrics calculated at close of trading on 12-Aug-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Aug-2020 | 12-Aug-2020 | Change | Change % | Previous Week |  
                        | Open | 27,690 | 27,700 | 10 | 0.0% | 26,400 |  
                        | High | 28,069 | 27,963 | -106 | -0.4% | 27,371 |  
                        | Low | 27,532 | 27,612 | 80 | 0.3% | 26,197 |  
                        | Close | 27,614 | 27,866 | 252 | 0.9% | 27,333 |  
                        | Range | 537 | 351 | -186 | -34.6% | 1,174 |  
                        | ATR | 470 | 462 | -9 | -1.8% | 0 |  
                        | Volume | 236,391 | 162,035 | -74,356 | -31.5% | 807,531 |  | 
    
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            | Daily Pivots for day following 12-Aug-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 28,867 | 28,717 | 28,059 |  |  
                | R3 | 28,516 | 28,366 | 27,963 |  |  
                | R2 | 28,165 | 28,165 | 27,930 |  |  
                | R1 | 28,015 | 28,015 | 27,898 | 28,090 |  
                | PP | 27,814 | 27,814 | 27,814 | 27,851 |  
                | S1 | 27,664 | 27,664 | 27,834 | 27,739 |  
                | S2 | 27,463 | 27,463 | 27,802 |  |  
                | S3 | 27,112 | 27,313 | 27,770 |  |  
                | S4 | 26,761 | 26,962 | 27,673 |  |  | 
        
            | Weekly Pivots for week ending 07-Aug-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 30,489 | 30,085 | 27,979 |  |  
                | R3 | 29,315 | 28,911 | 27,656 |  |  
                | R2 | 28,141 | 28,141 | 27,548 |  |  
                | R1 | 27,737 | 27,737 | 27,441 | 27,939 |  
                | PP | 26,967 | 26,967 | 26,967 | 27,068 |  
                | S1 | 26,563 | 26,563 | 27,226 | 26,765 |  
                | S2 | 25,793 | 25,793 | 27,118 |  |  
                | S3 | 24,619 | 25,389 | 27,010 |  |  
                | S4 | 23,445 | 24,215 | 26,687 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 28,069 | 26,924 | 1,145 | 4.1% | 397 | 1.4% | 82% | False | False | 186,744 |  
                | 10 | 28,069 | 25,881 | 2,188 | 7.9% | 429 | 1.5% | 91% | False | False | 182,512 |  
                | 20 | 28,069 | 25,881 | 2,188 | 7.9% | 393 | 1.4% | 91% | False | False | 174,002 |  
                | 40 | 28,069 | 24,743 | 3,326 | 11.9% | 522 | 1.9% | 94% | False | False | 203,487 |  
                | 60 | 28,069 | 23,986 | 4,083 | 14.7% | 578 | 2.1% | 95% | False | False | 149,785 |  
                | 80 | 28,069 | 22,629 | 5,440 | 19.5% | 584 | 2.1% | 96% | False | False | 112,373 |  
                | 100 | 28,069 | 17,992 | 10,077 | 36.2% | 685 | 2.5% | 98% | False | False | 89,950 |  
                | 120 | 28,573 | 17,992 | 10,581 | 38.0% | 814 | 2.9% | 93% | False | False | 74,968 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 29,455 |  
            | 2.618 | 28,882 |  
            | 1.618 | 28,531 |  
            | 1.000 | 28,314 |  
            | 0.618 | 28,180 |  
            | HIGH | 27,963 |  
            | 0.618 | 27,829 |  
            | 0.500 | 27,788 |  
            | 0.382 | 27,746 |  
            | LOW | 27,612 |  
            | 0.618 | 27,395 |  
            | 1.000 | 27,261 |  
            | 1.618 | 27,044 |  
            | 2.618 | 26,693 |  
            | 4.250 | 26,120 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Aug-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 27,840 | 27,799 |  
                                | PP | 27,814 | 27,732 |  
                                | S1 | 27,788 | 27,665 |  |