| Trading Metrics calculated at close of trading on 21-Jul-2022 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Jul-2022 | 
                    21-Jul-2022 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,963.00 | 
                        3,969.75 | 
                        6.75 | 
                        0.2% | 
                        3,911.50 | 
                     
                    
                        | High | 
                        3,994.25 | 
                        4,022.00 | 
                        27.75 | 
                        0.7% | 
                        3,914.75 | 
                     
                    
                        | Low | 
                        3,940.00 | 
                        3,947.75 | 
                        7.75 | 
                        0.2% | 
                        3,741.75 | 
                     
                    
                        | Close | 
                        3,980.00 | 
                        4,018.75 | 
                        38.75 | 
                        1.0% | 
                        3,881.75 | 
                     
                    
                        | Range | 
                        54.25 | 
                        74.25 | 
                        20.00 | 
                        36.9% | 
                        173.00 | 
                     
                    
                        | ATR | 
                        89.00 | 
                        87.94 | 
                        -1.05 | 
                        -1.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,128 | 
                        1,778 | 
                        -350 | 
                        -16.4% | 
                        15,753 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Jul-2022 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,219.00 | 
                4,193.00 | 
                4,059.50 | 
                 | 
             
            
                | R3 | 
                4,144.75 | 
                4,118.75 | 
                4,039.25 | 
                 | 
             
            
                | R2 | 
                4,070.50 | 
                4,070.50 | 
                4,032.25 | 
                 | 
             
            
                | R1 | 
                4,044.50 | 
                4,044.50 | 
                4,025.50 | 
                4,057.50 | 
             
            
                | PP | 
                3,996.25 | 
                3,996.25 | 
                3,996.25 | 
                4,002.50 | 
             
            
                | S1 | 
                3,970.25 | 
                3,970.25 | 
                4,012.00 | 
                3,983.25 | 
             
            
                | S2 | 
                3,922.00 | 
                3,922.00 | 
                4,005.25 | 
                 | 
             
            
                | S3 | 
                3,847.75 | 
                3,896.00 | 
                3,998.25 | 
                 | 
             
            
                | S4 | 
                3,773.50 | 
                3,821.75 | 
                3,978.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jul-2022 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,365.00 | 
                4,296.50 | 
                3,977.00 | 
                 | 
             
            
                | R3 | 
                4,192.00 | 
                4,123.50 | 
                3,929.25 | 
                 | 
             
            
                | R2 | 
                4,019.00 | 
                4,019.00 | 
                3,913.50 | 
                 | 
             
            
                | R1 | 
                3,950.50 | 
                3,950.50 | 
                3,897.50 | 
                3,898.25 | 
             
            
                | PP | 
                3,846.00 | 
                3,846.00 | 
                3,846.00 | 
                3,820.00 | 
             
            
                | S1 | 
                3,777.50 | 
                3,777.50 | 
                3,866.00 | 
                3,725.25 | 
             
            
                | S2 | 
                3,673.00 | 
                3,673.00 | 
                3,850.00 | 
                 | 
             
            
                | S3 | 
                3,500.00 | 
                3,604.50 | 
                3,834.25 | 
                 | 
             
            
                | S4 | 
                3,327.00 | 
                3,431.50 | 
                3,786.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,022.00 | 
                3,797.75 | 
                224.25 | 
                5.6% | 
                83.50 | 
                2.1% | 
                99% | 
                True | 
                False | 
                1,953 | 
                 
                
                | 10 | 
                4,022.00 | 
                3,741.75 | 
                280.25 | 
                7.0% | 
                78.25 | 
                1.9% | 
                99% | 
                True | 
                False | 
                2,634 | 
                 
                
                | 20 | 
                4,022.00 | 
                3,741.75 | 
                280.25 | 
                7.0% | 
                82.00 | 
                2.0% | 
                99% | 
                True | 
                False | 
                2,917 | 
                 
                
                | 40 | 
                4,214.00 | 
                3,654.50 | 
                559.50 | 
                13.9% | 
                93.75 | 
                2.3% | 
                65% | 
                False | 
                False | 
                1,930 | 
                 
                
                | 60 | 
                4,321.25 | 
                3,654.50 | 
                666.75 | 
                16.6% | 
                102.25 | 
                2.5% | 
                55% | 
                False | 
                False | 
                1,503 | 
                 
                
                | 80 | 
                4,646.25 | 
                3,654.50 | 
                991.75 | 
                24.7% | 
                95.00 | 
                2.4% | 
                37% | 
                False | 
                False | 
                1,170 | 
                 
                
                | 100 | 
                4,646.25 | 
                3,654.50 | 
                991.75 | 
                24.7% | 
                85.75 | 
                2.1% | 
                37% | 
                False | 
                False | 
                954 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,337.50 | 
         
        
            | 
2.618             | 
            4,216.50 | 
         
        
            | 
1.618             | 
            4,142.25 | 
         
        
            | 
1.000             | 
            4,096.25 | 
         
        
            | 
0.618             | 
            4,068.00 | 
         
        
            | 
HIGH             | 
            4,022.00 | 
         
        
            | 
0.618             | 
            3,993.75 | 
         
        
            | 
0.500             | 
            3,985.00 | 
         
        
            | 
0.382             | 
            3,976.00 | 
         
        
            | 
LOW             | 
            3,947.75 | 
         
        
            | 
0.618             | 
            3,901.75 | 
         
        
            | 
1.000             | 
            3,873.50 | 
         
        
            | 
1.618             | 
            3,827.50 | 
         
        
            | 
2.618             | 
            3,753.25 | 
         
        
            | 
4.250             | 
            3,632.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Jul-2022 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,007.50 | 
                                3,991.50 | 
                             
                            
                                | PP | 
                                3,996.25 | 
                                3,964.00 | 
                             
                            
                                | S1 | 
                                3,985.00 | 
                                3,936.75 | 
                             
             
         |