| Trading Metrics calculated at close of trading on 16-Sep-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Sep-2020 | 16-Sep-2020 | Change | Change % | Previous Week |  
                        | Open | 27,978 | 28,037 | 59 | 0.2% | 28,136 |  
                        | High | 28,245 | 28,368 | 123 | 0.4% | 28,404 |  
                        | Low | 27,933 | 27,965 | 32 | 0.1% | 27,185 |  
                        | Close | 28,027 | 28,054 | 27 | 0.1% | 27,612 |  
                        | Range | 312 | 403 | 91 | 29.2% | 1,219 |  
                        | ATR | 533 | 524 | -9 | -1.7% | 0 |  
                        | Volume | 50,836 | 31,925 | -18,911 | -37.2% | 945,909 |  | 
    
| 
        
            | Daily Pivots for day following 16-Sep-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 29,338 | 29,099 | 28,276 |  |  
                | R3 | 28,935 | 28,696 | 28,165 |  |  
                | R2 | 28,532 | 28,532 | 28,128 |  |  
                | R1 | 28,293 | 28,293 | 28,091 | 28,413 |  
                | PP | 28,129 | 28,129 | 28,129 | 28,189 |  
                | S1 | 27,890 | 27,890 | 28,017 | 28,010 |  
                | S2 | 27,726 | 27,726 | 27,980 |  |  
                | S3 | 27,323 | 27,487 | 27,943 |  |  
                | S4 | 26,920 | 27,084 | 27,832 |  |  | 
        
            | Weekly Pivots for week ending 11-Sep-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 31,391 | 30,720 | 28,283 |  |  
                | R3 | 30,172 | 29,501 | 27,947 |  |  
                | R2 | 28,953 | 28,953 | 27,836 |  |  
                | R1 | 28,282 | 28,282 | 27,724 | 28,008 |  
                | PP | 27,734 | 27,734 | 27,734 | 27,597 |  
                | S1 | 27,063 | 27,063 | 27,500 | 26,789 |  
                | S2 | 26,515 | 26,515 | 27,389 |  |  
                | S3 | 25,296 | 25,844 | 27,277 |  |  
                | S4 | 24,077 | 24,625 | 26,942 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 28,368 | 27,432 | 936 | 3.3% | 442 | 1.6% | 66% | True | False | 99,944 |  
                | 10 | 29,180 | 27,185 | 1,995 | 7.1% | 680 | 2.4% | 44% | False | False | 203,539 |  
                | 20 | 29,180 | 27,185 | 1,995 | 7.1% | 523 | 1.9% | 44% | False | False | 186,395 |  
                | 40 | 29,180 | 25,881 | 3,299 | 11.8% | 452 | 1.6% | 66% | False | False | 176,544 |  
                | 60 | 29,180 | 24,743 | 4,437 | 15.8% | 495 | 1.8% | 75% | False | False | 192,312 |  
                | 80 | 29,180 | 24,313 | 4,867 | 17.3% | 554 | 2.0% | 77% | False | False | 165,754 |  
                | 100 | 29,180 | 22,629 | 6,551 | 23.4% | 557 | 2.0% | 83% | False | False | 132,632 |  
                | 120 | 29,180 | 20,466 | 8,714 | 31.1% | 607 | 2.2% | 87% | False | False | 110,562 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 30,081 |  
            | 2.618 | 29,423 |  
            | 1.618 | 29,020 |  
            | 1.000 | 28,771 |  
            | 0.618 | 28,617 |  
            | HIGH | 28,368 |  
            | 0.618 | 28,214 |  
            | 0.500 | 28,167 |  
            | 0.382 | 28,119 |  
            | LOW | 27,965 |  
            | 0.618 | 27,716 |  
            | 1.000 | 27,562 |  
            | 1.618 | 27,313 |  
            | 2.618 | 26,910 |  
            | 4.250 | 26,252 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Sep-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 28,167 | 28,048 |  
                                | PP | 28,129 | 28,043 |  
                                | S1 | 28,092 | 28,037 |  |