| Trading Metrics calculated at close of trading on 04-Sep-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Sep-2020 | 04-Sep-2020 | Change | Change % | Previous Week |  
                        | Open | 29,076 | 28,301 | -775 | -2.7% | 28,679 |  
                        | High | 29,180 | 28,592 | -588 | -2.0% | 29,180 |  
                        | Low | 28,052 | 27,643 | -409 | -1.5% | 27,643 |  
                        | Close | 28,351 | 28,074 | -277 | -1.0% | 28,074 |  
                        | Range | 1,128 | 949 | -179 | -15.9% | 1,537 |  
                        | ATR | 452 | 488 | 35 | 7.8% | 0 |  
                        | Volume | 328,250 | 389,756 | 61,506 | 18.7% | 1,283,905 |  | 
    
| 
        
            | Daily Pivots for day following 04-Sep-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 30,950 | 30,461 | 28,596 |  |  
                | R3 | 30,001 | 29,512 | 28,335 |  |  
                | R2 | 29,052 | 29,052 | 28,248 |  |  
                | R1 | 28,563 | 28,563 | 28,161 | 28,333 |  
                | PP | 28,103 | 28,103 | 28,103 | 27,988 |  
                | S1 | 27,614 | 27,614 | 27,987 | 27,384 |  
                | S2 | 27,154 | 27,154 | 27,900 |  |  
                | S3 | 26,205 | 26,665 | 27,813 |  |  
                | S4 | 25,256 | 25,716 | 27,552 |  |  | 
        
            | Weekly Pivots for week ending 04-Sep-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 32,910 | 32,029 | 28,919 |  |  
                | R3 | 31,373 | 30,492 | 28,497 |  |  
                | R2 | 29,836 | 29,836 | 28,356 |  |  
                | R1 | 28,955 | 28,955 | 28,215 | 28,627 |  
                | PP | 28,299 | 28,299 | 28,299 | 28,135 |  
                | S1 | 27,418 | 27,418 | 27,933 | 27,090 |  
                | S2 | 26,762 | 26,762 | 27,792 |  |  
                | S3 | 25,225 | 25,881 | 27,651 |  |  
                | S4 | 23,688 | 24,344 | 27,229 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 29,180 | 27,643 | 1,537 | 5.5% | 693 | 2.5% | 28% | False | True | 256,781 |  
                | 10 | 29,180 | 27,643 | 1,537 | 5.5% | 522 | 1.9% | 28% | False | True | 212,731 |  
                | 20 | 29,180 | 27,260 | 1,920 | 6.8% | 433 | 1.5% | 42% | False | False | 186,879 |  
                | 40 | 29,180 | 25,874 | 3,306 | 11.8% | 424 | 1.5% | 67% | False | False | 186,365 |  
                | 60 | 29,180 | 24,409 | 4,771 | 17.0% | 524 | 1.9% | 77% | False | False | 202,196 |  
                | 80 | 29,180 | 22,629 | 6,551 | 23.3% | 553 | 2.0% | 83% | False | False | 151,973 |  
                | 100 | 29,180 | 22,629 | 6,551 | 23.3% | 561 | 2.0% | 83% | False | False | 121,603 |  
                | 120 | 29,180 | 17,992 | 11,188 | 39.9% | 675 | 2.4% | 90% | False | False | 101,381 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 32,625 |  
            | 2.618 | 31,077 |  
            | 1.618 | 30,128 |  
            | 1.000 | 29,541 |  
            | 0.618 | 29,179 |  
            | HIGH | 28,592 |  
            | 0.618 | 28,230 |  
            | 0.500 | 28,118 |  
            | 0.382 | 28,006 |  
            | LOW | 27,643 |  
            | 0.618 | 27,057 |  
            | 1.000 | 26,694 |  
            | 1.618 | 26,108 |  
            | 2.618 | 25,159 |  
            | 4.250 | 23,610 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Sep-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 28,118 | 28,412 |  
                                | PP | 28,103 | 28,299 |  
                                | S1 | 28,089 | 28,187 |  |