| Trading Metrics calculated at close of trading on 26-Jul-2022 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jul-2022 | 
                    26-Jul-2022 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,980.00 | 
                        3,972.50 | 
                        -7.50 | 
                        -0.2% | 
                        3,890.00 | 
                     
                    
                        | High | 
                        4,004.75 | 
                        3,980.50 | 
                        -24.25 | 
                        -0.6% | 
                        4,032.50 | 
                     
                    
                        | Low | 
                        3,963.50 | 
                        3,929.75 | 
                        -33.75 | 
                        -0.9% | 
                        3,837.75 | 
                     
                    
                        | Close | 
                        3,987.00 | 
                        3,939.75 | 
                        -47.25 | 
                        -1.2% | 
                        3,981.75 | 
                     
                    
                        | Range | 
                        41.25 | 
                        50.75 | 
                        9.50 | 
                        23.0% | 
                        194.75 | 
                     
                    
                        | ATR | 
                        83.68 | 
                        81.79 | 
                        -1.89 | 
                        -2.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,240 | 
                        1,112 | 
                        -128 | 
                        -10.3% | 
                        9,102 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jul-2022 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,102.25 | 
                4,071.75 | 
                3,967.75 | 
                 | 
             
            
                | R3 | 
                4,051.50 | 
                4,021.00 | 
                3,953.75 | 
                 | 
             
            
                | R2 | 
                4,000.75 | 
                4,000.75 | 
                3,949.00 | 
                 | 
             
            
                | R1 | 
                3,970.25 | 
                3,970.25 | 
                3,944.50 | 
                3,960.00 | 
             
            
                | PP | 
                3,950.00 | 
                3,950.00 | 
                3,950.00 | 
                3,945.00 | 
             
            
                | S1 | 
                3,919.50 | 
                3,919.50 | 
                3,935.00 | 
                3,909.50 | 
             
            
                | S2 | 
                3,899.25 | 
                3,899.25 | 
                3,930.50 | 
                 | 
             
            
                | S3 | 
                3,848.50 | 
                3,868.75 | 
                3,925.75 | 
                 | 
             
            
                | S4 | 
                3,797.75 | 
                3,818.00 | 
                3,911.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jul-2022 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,535.00 | 
                4,453.00 | 
                4,088.75 | 
                 | 
             
            
                | R3 | 
                4,340.25 | 
                4,258.25 | 
                4,035.25 | 
                 | 
             
            
                | R2 | 
                4,145.50 | 
                4,145.50 | 
                4,017.50 | 
                 | 
             
            
                | R1 | 
                4,063.50 | 
                4,063.50 | 
                3,999.50 | 
                4,104.50 | 
             
            
                | PP | 
                3,950.75 | 
                3,950.75 | 
                3,950.75 | 
                3,971.00 | 
             
            
                | S1 | 
                3,868.75 | 
                3,868.75 | 
                3,964.00 | 
                3,909.75 | 
             
            
                | S2 | 
                3,756.00 | 
                3,756.00 | 
                3,946.00 | 
                 | 
             
            
                | S3 | 
                3,561.25 | 
                3,674.00 | 
                3,928.25 | 
                 | 
             
            
                | S4 | 
                3,366.50 | 
                3,479.25 | 
                3,874.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,032.50 | 
                3,929.75 | 
                102.75 | 
                2.6% | 
                59.00 | 
                1.5% | 
                10% | 
                False | 
                True | 
                1,525 | 
                 
                
                | 10 | 
                4,032.50 | 
                3,741.75 | 
                290.75 | 
                7.4% | 
                77.50 | 
                2.0% | 
                68% | 
                False | 
                False | 
                2,431 | 
                 
                
                | 20 | 
                4,032.50 | 
                3,741.75 | 
                290.75 | 
                7.4% | 
                77.25 | 
                2.0% | 
                68% | 
                False | 
                False | 
                2,680 | 
                 
                
                | 40 | 
                4,214.00 | 
                3,654.50 | 
                559.50 | 
                14.2% | 
                90.50 | 
                2.3% | 
                51% | 
                False | 
                False | 
                2,003 | 
                 
                
                | 60 | 
                4,319.00 | 
                3,654.50 | 
                664.50 | 
                16.9% | 
                98.75 | 
                2.5% | 
                43% | 
                False | 
                False | 
                1,546 | 
                 
                
                | 80 | 
                4,627.25 | 
                3,654.50 | 
                972.75 | 
                24.7% | 
                95.00 | 
                2.4% | 
                29% | 
                False | 
                False | 
                1,215 | 
                 
                
                | 100 | 
                4,646.25 | 
                3,654.50 | 
                991.75 | 
                25.2% | 
                86.50 | 
                2.2% | 
                29% | 
                False | 
                False | 
                991 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,196.25 | 
         
        
            | 
2.618             | 
            4,113.25 | 
         
        
            | 
1.618             | 
            4,062.50 | 
         
        
            | 
1.000             | 
            4,031.25 | 
         
        
            | 
0.618             | 
            4,011.75 | 
         
        
            | 
HIGH             | 
            3,980.50 | 
         
        
            | 
0.618             | 
            3,961.00 | 
         
        
            | 
0.500             | 
            3,955.00 | 
         
        
            | 
0.382             | 
            3,949.25 | 
         
        
            | 
LOW             | 
            3,929.75 | 
         
        
            | 
0.618             | 
            3,898.50 | 
         
        
            | 
1.000             | 
            3,879.00 | 
         
        
            | 
1.618             | 
            3,847.75 | 
         
        
            | 
2.618             | 
            3,797.00 | 
         
        
            | 
4.250             | 
            3,714.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jul-2022 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,955.00 | 
                                3,981.00 | 
                             
                            
                                | PP | 
                                3,950.00 | 
                                3,967.25 | 
                             
                            
                                | S1 | 
                                3,945.00 | 
                                3,953.50 | 
                             
             
         |