| Trading Metrics calculated at close of trading on 27-Jul-2022 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jul-2022 | 
                    27-Jul-2022 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,972.50 | 
                        3,959.00 | 
                        -13.50 | 
                        -0.3% | 
                        3,890.00 | 
                     
                    
                        | High | 
                        3,980.50 | 
                        4,059.00 | 
                        78.50 | 
                        2.0% | 
                        4,032.50 | 
                     
                    
                        | Low | 
                        3,929.75 | 
                        3,959.00 | 
                        29.25 | 
                        0.7% | 
                        3,837.75 | 
                     
                    
                        | Close | 
                        3,939.75 | 
                        4,041.25 | 
                        101.50 | 
                        2.6% | 
                        3,981.75 | 
                     
                    
                        | Range | 
                        50.75 | 
                        100.00 | 
                        49.25 | 
                        97.0% | 
                        194.75 | 
                     
                    
                        | ATR | 
                        81.79 | 
                        84.47 | 
                        2.68 | 
                        3.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,112 | 
                        2,312 | 
                        1,200 | 
                        107.9% | 
                        9,102 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jul-2022 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,319.75 | 
                4,280.50 | 
                4,096.25 | 
                 | 
             
            
                | R3 | 
                4,219.75 | 
                4,180.50 | 
                4,068.75 | 
                 | 
             
            
                | R2 | 
                4,119.75 | 
                4,119.75 | 
                4,059.50 | 
                 | 
             
            
                | R1 | 
                4,080.50 | 
                4,080.50 | 
                4,050.50 | 
                4,100.00 | 
             
            
                | PP | 
                4,019.75 | 
                4,019.75 | 
                4,019.75 | 
                4,029.50 | 
             
            
                | S1 | 
                3,980.50 | 
                3,980.50 | 
                4,032.00 | 
                4,000.00 | 
             
            
                | S2 | 
                3,919.75 | 
                3,919.75 | 
                4,023.00 | 
                 | 
             
            
                | S3 | 
                3,819.75 | 
                3,880.50 | 
                4,013.75 | 
                 | 
             
            
                | S4 | 
                3,719.75 | 
                3,780.50 | 
                3,986.25 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4,059.00 | 
                3,929.75 | 
                129.25 | 
                3.2% | 
                68.00 | 
                1.7% | 
                86% | 
                True | 
                False | 
                1,562 | 
                 
                
                | 10 | 
                4,059.00 | 
                3,741.75 | 
                317.25 | 
                7.9% | 
                76.50 | 
                1.9% | 
                94% | 
                True | 
                False | 
                1,997 | 
                 
                
                | 20 | 
                4,059.00 | 
                3,741.75 | 
                317.25 | 
                7.9% | 
                76.00 | 
                1.9% | 
                94% | 
                True | 
                False | 
                2,705 | 
                 
                
                | 40 | 
                4,214.00 | 
                3,654.50 | 
                559.50 | 
                13.8% | 
                89.75 | 
                2.2% | 
                69% | 
                False | 
                False | 
                2,036 | 
                 
                
                | 60 | 
                4,319.00 | 
                3,654.50 | 
                664.50 | 
                16.4% | 
                97.75 | 
                2.4% | 
                58% | 
                False | 
                False | 
                1,573 | 
                 
                
                | 80 | 
                4,604.00 | 
                3,654.50 | 
                949.50 | 
                23.5% | 
                95.25 | 
                2.4% | 
                41% | 
                False | 
                False | 
                1,242 | 
                 
                
                | 100 | 
                4,646.25 | 
                3,654.50 | 
                991.75 | 
                24.5% | 
                87.25 | 
                2.2% | 
                39% | 
                False | 
                False | 
                1,014 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,484.00 | 
         
        
            | 
2.618             | 
            4,320.75 | 
         
        
            | 
1.618             | 
            4,220.75 | 
         
        
            | 
1.000             | 
            4,159.00 | 
         
        
            | 
0.618             | 
            4,120.75 | 
         
        
            | 
HIGH             | 
            4,059.00 | 
         
        
            | 
0.618             | 
            4,020.75 | 
         
        
            | 
0.500             | 
            4,009.00 | 
         
        
            | 
0.382             | 
            3,997.25 | 
         
        
            | 
LOW             | 
            3,959.00 | 
         
        
            | 
0.618             | 
            3,897.25 | 
         
        
            | 
1.000             | 
            3,859.00 | 
         
        
            | 
1.618             | 
            3,797.25 | 
         
        
            | 
2.618             | 
            3,697.25 | 
         
        
            | 
4.250             | 
            3,534.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jul-2022 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,030.50 | 
                                4,025.50 | 
                             
                            
                                | PP | 
                                4,019.75 | 
                                4,010.00 | 
                             
                            
                                | S1 | 
                                4,009.00 | 
                                3,994.50 | 
                             
             
         |