| Trading Metrics calculated at close of trading on 08-Sep-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Sep-2020 | 08-Sep-2020 | Change | Change % | Previous Week |  
                        | Open | 28,301 | 28,136 | -165 | -0.6% | 28,679 |  
                        | High | 28,592 | 28,404 | -188 | -0.7% | 29,180 |  
                        | Low | 27,643 | 27,440 | -203 | -0.7% | 27,643 |  
                        | Close | 28,074 | 27,525 | -549 | -2.0% | 28,074 |  
                        | Range | 949 | 964 | 15 | 1.6% | 1,537 |  
                        | ATR | 488 | 522 | 34 | 7.0% | 0 |  
                        | Volume | 389,756 | 383,743 | -6,013 | -1.5% | 1,283,905 |  | 
    
| 
        
            | Daily Pivots for day following 08-Sep-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 30,682 | 30,067 | 28,055 |  |  
                | R3 | 29,718 | 29,103 | 27,790 |  |  
                | R2 | 28,754 | 28,754 | 27,702 |  |  
                | R1 | 28,139 | 28,139 | 27,613 | 27,965 |  
                | PP | 27,790 | 27,790 | 27,790 | 27,702 |  
                | S1 | 27,175 | 27,175 | 27,437 | 27,001 |  
                | S2 | 26,826 | 26,826 | 27,348 |  |  
                | S3 | 25,862 | 26,211 | 27,260 |  |  
                | S4 | 24,898 | 25,247 | 26,995 |  |  | 
        
            | 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 | 27,440 | 1,740 | 6.3% | 796 | 2.9% | 5% | False | True | 296,078 |  
                | 10 | 29,180 | 27,440 | 1,740 | 6.3% | 580 | 2.1% | 5% | False | True | 235,385 |  
                | 20 | 29,180 | 27,392 | 1,788 | 6.5% | 459 | 1.7% | 7% | False | False | 197,611 |  
                | 40 | 29,180 | 25,874 | 3,306 | 12.0% | 433 | 1.6% | 50% | False | False | 189,332 |  
                | 60 | 29,180 | 24,409 | 4,771 | 17.3% | 525 | 1.9% | 65% | False | False | 205,055 |  
                | 80 | 29,180 | 23,175 | 6,005 | 21.8% | 554 | 2.0% | 72% | False | False | 156,767 |  
                | 100 | 29,180 | 22,629 | 6,551 | 23.8% | 564 | 2.0% | 75% | False | False | 125,439 |  
                | 120 | 29,180 | 17,992 | 11,188 | 40.6% | 669 | 2.4% | 85% | False | False | 104,578 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 32,501 |  
            | 2.618 | 30,928 |  
            | 1.618 | 29,964 |  
            | 1.000 | 29,368 |  
            | 0.618 | 29,000 |  
            | HIGH | 28,404 |  
            | 0.618 | 28,036 |  
            | 0.500 | 27,922 |  
            | 0.382 | 27,808 |  
            | LOW | 27,440 |  
            | 0.618 | 26,844 |  
            | 1.000 | 26,476 |  
            | 1.618 | 25,880 |  
            | 2.618 | 24,916 |  
            | 4.250 | 23,343 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Sep-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 27,922 | 28,310 |  
                                | PP | 27,790 | 28,048 |  
                                | S1 | 27,657 | 27,787 |  |