| Trading Metrics calculated at close of trading on 04-Aug-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Aug-2021 | 04-Aug-2021 | Change | Change % | Previous Week |  
                        | Open | 4,106.0 | 4,113.0 | 7.0 | 0.2% | 4,096.0 |  
                        | High | 4,125.0 | 4,145.0 | 20.0 | 0.5% | 4,123.5 |  
                        | Low | 4,096.0 | 4,113.0 | 17.0 | 0.4% | 4,047.5 |  
                        | Close | 4,113.0 | 4,138.0 | 25.0 | 0.6% | 4,088.0 |  
                        | Range | 29.0 | 32.0 | 3.0 | 10.3% | 76.0 |  
                        | ATR | 52.7 | 51.2 | -1.5 | -2.8% | 0.0 |  
                        | Volume | 502,696 | 516,674 | 13,978 | 2.8% | 2,916,781 |  | 
    
| 
        
            | Daily Pivots for day following 04-Aug-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,228.0 | 4,215.0 | 4,155.6 |  |  
                | R3 | 4,196.0 | 4,183.0 | 4,146.8 |  |  
                | R2 | 4,164.0 | 4,164.0 | 4,143.9 |  |  
                | R1 | 4,151.0 | 4,151.0 | 4,140.9 | 4,157.5 |  
                | PP | 4,132.0 | 4,132.0 | 4,132.0 | 4,135.3 |  
                | S1 | 4,119.0 | 4,119.0 | 4,135.1 | 4,125.5 |  
                | S2 | 4,100.0 | 4,100.0 | 4,132.1 |  |  
                | S3 | 4,068.0 | 4,087.0 | 4,129.2 |  |  
                | S4 | 4,036.0 | 4,055.0 | 4,120.4 |  |  | 
        
            | Weekly Pivots for week ending 30-Jul-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,314.3 | 4,277.2 | 4,129.8 |  |  
                | R3 | 4,238.3 | 4,201.2 | 4,108.9 |  |  
                | R2 | 4,162.3 | 4,162.3 | 4,101.9 |  |  
                | R1 | 4,125.2 | 4,125.2 | 4,095.0 | 4,105.8 |  
                | PP | 4,086.3 | 4,086.3 | 4,086.3 | 4,076.6 |  
                | S1 | 4,049.2 | 4,049.2 | 4,081.0 | 4,029.8 |  
                | S2 | 4,010.3 | 4,010.3 | 4,074.1 |  |  
                | S3 | 3,934.3 | 3,973.2 | 4,067.1 |  |  
                | S4 | 3,858.3 | 3,897.2 | 4,046.2 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4,145.0 | 4,072.0 | 73.0 | 1.8% | 36.2 | 0.9% | 90% | True | False | 556,396 |  
                | 10 | 4,145.0 | 4,029.5 | 115.5 | 2.8% | 41.0 | 1.0% | 94% | True | False | 554,944 |  
                | 20 | 4,145.0 | 3,895.0 | 250.0 | 6.0% | 56.0 | 1.4% | 97% | True | False | 690,194 |  
                | 40 | 4,153.0 | 3,895.0 | 258.0 | 6.2% | 51.0 | 1.2% | 94% | False | False | 706,189 |  
                | 60 | 4,153.0 | 3,830.0 | 323.0 | 7.8% | 48.8 | 1.2% | 95% | False | False | 477,376 |  
                | 80 | 4,153.0 | 3,830.0 | 323.0 | 7.8% | 45.7 | 1.1% | 95% | False | False | 358,096 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,281.0 |  
            | 2.618 | 4,228.8 |  
            | 1.618 | 4,196.8 |  
            | 1.000 | 4,177.0 |  
            | 0.618 | 4,164.8 |  
            | HIGH | 4,145.0 |  
            | 0.618 | 4,132.8 |  
            | 0.500 | 4,129.0 |  
            | 0.382 | 4,125.2 |  
            | LOW | 4,113.0 |  
            | 0.618 | 4,093.2 |  
            | 1.000 | 4,081.0 |  
            | 1.618 | 4,061.2 |  
            | 2.618 | 4,029.2 |  
            | 4.250 | 3,977.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Aug-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,135.0 | 4,131.2 |  
                                | PP | 4,132.0 | 4,124.3 |  
                                | S1 | 4,129.0 | 4,117.5 |  |