| 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 | 
                        3,569.00 | 
                        3,444.75 | 
                        -124.25 | 
                        -3.5% | 
                        3,497.75 | 
                     
                    
                        | High | 
                        3,576.25 | 
                        3,473.50 | 
                        -102.75 | 
                        -2.9% | 
                        3,576.25 | 
                     
                    
                        | Low | 
                        3,414.50 | 
                        3,337.50 | 
                        -77.00 | 
                        -2.3% | 
                        3,337.50 | 
                     
                    
                        | Close | 
                        3,451.25 | 
                        3,407.25 | 
                        -44.00 | 
                        -1.3% | 
                        3,407.25 | 
                     
                    
                        | Range | 
                        161.75 | 
                        136.00 | 
                        -25.75 | 
                        -15.9% | 
                        238.75 | 
                     
                    
                        | ATR | 
                        50.03 | 
                        56.17 | 
                        6.14 | 
                        12.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        33,766 | 
                        47,711 | 
                        13,945 | 
                        41.3% | 
                        119,608 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Sep-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,814.00 | 
                3,746.75 | 
                3,482.00 | 
                 | 
             
            
                | R3 | 
                3,678.00 | 
                3,610.75 | 
                3,444.75 | 
                 | 
             
            
                | R2 | 
                3,542.00 | 
                3,542.00 | 
                3,432.25 | 
                 | 
             
            
                | R1 | 
                3,474.75 | 
                3,474.75 | 
                3,419.75 | 
                3,440.50 | 
             
            
                | PP | 
                3,406.00 | 
                3,406.00 | 
                3,406.00 | 
                3,389.00 | 
             
            
                | S1 | 
                3,338.75 | 
                3,338.75 | 
                3,394.75 | 
                3,304.50 | 
             
            
                | S2 | 
                3,270.00 | 
                3,270.00 | 
                3,382.25 | 
                 | 
             
            
                | S3 | 
                3,134.00 | 
                3,202.75 | 
                3,369.75 | 
                 | 
             
            
                | S4 | 
                2,998.00 | 
                3,066.75 | 
                3,332.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Sep-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,156.50 | 
                4,020.75 | 
                3,538.50 | 
                 | 
             
            
                | R3 | 
                3,917.75 | 
                3,782.00 | 
                3,473.00 | 
                 | 
             
            
                | R2 | 
                3,679.00 | 
                3,679.00 | 
                3,451.00 | 
                 | 
             
            
                | R1 | 
                3,543.25 | 
                3,543.25 | 
                3,429.25 | 
                3,491.75 | 
             
            
                | PP | 
                3,440.25 | 
                3,440.25 | 
                3,440.25 | 
                3,414.50 | 
             
            
                | S1 | 
                3,304.50 | 
                3,304.50 | 
                3,385.25 | 
                3,253.00 | 
             
            
                | S2 | 
                3,201.50 | 
                3,201.50 | 
                3,363.50 | 
                 | 
             
            
                | S3 | 
                2,962.75 | 
                3,065.75 | 
                3,341.50 | 
                 | 
             
            
                | S4 | 
                2,724.00 | 
                2,827.00 | 
                3,276.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,576.25 | 
                3,337.50 | 
                238.75 | 
                7.0% | 
                87.50 | 
                2.6% | 
                29% | 
                False | 
                True | 
                23,921 | 
                 
                
                | 10 | 
                3,576.25 | 
                3,337.50 | 
                238.75 | 
                7.0% | 
                60.75 | 
                1.8% | 
                29% | 
                False | 
                True | 
                14,243 | 
                 
                
                | 20 | 
                3,576.25 | 
                3,309.50 | 
                266.75 | 
                7.8% | 
                48.00 | 
                1.4% | 
                37% | 
                False | 
                False | 
                9,162 | 
                 
                
                | 40 | 
                3,576.25 | 
                3,108.50 | 
                467.75 | 
                13.7% | 
                48.00 | 
                1.4% | 
                64% | 
                False | 
                False | 
                5,696 | 
                 
                
                | 60 | 
                3,576.25 | 
                2,916.50 | 
                659.75 | 
                19.4% | 
                57.25 | 
                1.7% | 
                74% | 
                False | 
                False | 
                4,466 | 
                 
                
                | 80 | 
                3,576.25 | 
                2,745.75 | 
                830.50 | 
                24.4% | 
                59.50 | 
                1.7% | 
                80% | 
                False | 
                False | 
                3,814 | 
                 
                
                | 100 | 
                3,576.25 | 
                2,707.25 | 
                869.00 | 
                25.5% | 
                61.75 | 
                1.8% | 
                81% | 
                False | 
                False | 
                3,332 | 
                 
                
                | 120 | 
                3,576.25 | 
                2,168.25 | 
                1,408.00 | 
                41.3% | 
                73.25 | 
                2.1% | 
                88% | 
                False | 
                False | 
                2,940 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,051.50 | 
         
        
            | 
2.618             | 
            3,829.50 | 
         
        
            | 
1.618             | 
            3,693.50 | 
         
        
            | 
1.000             | 
            3,609.50 | 
         
        
            | 
0.618             | 
            3,557.50 | 
         
        
            | 
HIGH             | 
            3,473.50 | 
         
        
            | 
0.618             | 
            3,421.50 | 
         
        
            | 
0.500             | 
            3,405.50 | 
         
        
            | 
0.382             | 
            3,389.50 | 
         
        
            | 
LOW             | 
            3,337.50 | 
         
        
            | 
0.618             | 
            3,253.50 | 
         
        
            | 
1.000             | 
            3,201.50 | 
         
        
            | 
1.618             | 
            3,117.50 | 
         
        
            | 
2.618             | 
            2,981.50 | 
         
        
            | 
4.250             | 
            2,759.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Sep-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,406.75 | 
                                3,457.00 | 
                             
                            
                                | PP | 
                                3,406.00 | 
                                3,440.25 | 
                             
                            
                                | S1 | 
                                3,405.50 | 
                                3,423.75 | 
                             
             
         |