| Trading Metrics calculated at close of trading on 12-Jul-2023 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jul-2023 | 
                    12-Jul-2023 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,930.8 | 
                        1,938.0 | 
                        7.2 | 
                        0.4% | 
                        1,927.8 | 
                     
                    
                        | High | 
                        1,944.5 | 
                        1,965.1 | 
                        20.6 | 
                        1.1% | 
                        1,942.9 | 
                     
                    
                        | Low | 
                        1,929.8 | 
                        1,937.5 | 
                        7.7 | 
                        0.4% | 
                        1,908.5 | 
                     
                    
                        | Close | 
                        1,937.1 | 
                        1,961.7 | 
                        24.6 | 
                        1.3% | 
                        1,932.5 | 
                     
                    
                        | Range | 
                        14.7 | 
                        27.6 | 
                        12.9 | 
                        87.8% | 
                        34.4 | 
                     
                    
                        | ATR | 
                        22.7 | 
                        23.0 | 
                        0.4 | 
                        1.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        189,372 | 
                        270,869 | 
                        81,497 | 
                        43.0% | 
                        844,676 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Jul-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,037.6 | 
                2,027.2 | 
                1,976.9 | 
                 | 
             
            
                | R3 | 
                2,010.0 | 
                1,999.6 | 
                1,969.3 | 
                 | 
             
            
                | R2 | 
                1,982.4 | 
                1,982.4 | 
                1,966.8 | 
                 | 
             
            
                | R1 | 
                1,972.0 | 
                1,972.0 | 
                1,964.2 | 
                1,977.2 | 
             
            
                | PP | 
                1,954.8 | 
                1,954.8 | 
                1,954.8 | 
                1,957.4 | 
             
            
                | S1 | 
                1,944.4 | 
                1,944.4 | 
                1,959.2 | 
                1,949.6 | 
             
            
                | S2 | 
                1,927.2 | 
                1,927.2 | 
                1,956.6 | 
                 | 
             
            
                | S3 | 
                1,899.6 | 
                1,916.8 | 
                1,954.1 | 
                 | 
             
            
                | S4 | 
                1,872.0 | 
                1,889.2 | 
                1,946.5 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Jul-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,031.2 | 
                2,016.2 | 
                1,951.4 | 
                 | 
             
            
                | R3 | 
                1,996.8 | 
                1,981.8 | 
                1,942.0 | 
                 | 
             
            
                | R2 | 
                1,962.4 | 
                1,962.4 | 
                1,938.8 | 
                 | 
             
            
                | R1 | 
                1,947.4 | 
                1,947.4 | 
                1,935.7 | 
                1,954.9 | 
             
            
                | PP | 
                1,928.0 | 
                1,928.0 | 
                1,928.0 | 
                1,931.7 | 
             
            
                | S1 | 
                1,913.0 | 
                1,913.0 | 
                1,929.3 | 
                1,920.5 | 
             
            
                | S2 | 
                1,893.6 | 
                1,893.6 | 
                1,926.2 | 
                 | 
             
            
                | S3 | 
                1,859.2 | 
                1,878.6 | 
                1,923.0 | 
                 | 
             
            
                | S4 | 
                1,824.8 | 
                1,844.2 | 
                1,913.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,965.1 | 
                1,908.5 | 
                56.6 | 
                2.9% | 
                21.8 | 
                1.1% | 
                94% | 
                True | 
                False | 
                222,822 | 
                 
                
                | 10 | 
                1,965.1 | 
                1,900.6 | 
                64.5 | 
                3.3% | 
                21.0 | 
                1.1% | 
                95% | 
                True | 
                False | 
                206,143 | 
                 
                
                | 20 | 
                1,985.9 | 
                1,900.6 | 
                85.3 | 
                4.3% | 
                22.7 | 
                1.2% | 
                72% | 
                False | 
                False | 
                200,270 | 
                 
                
                | 40 | 
                2,046.5 | 
                1,900.6 | 
                145.9 | 
                7.4% | 
                24.0 | 
                1.2% | 
                42% | 
                False | 
                False | 
                160,386 | 
                 
                
                | 60 | 
                2,102.2 | 
                1,900.6 | 
                201.6 | 
                10.3% | 
                25.8 | 
                1.3% | 
                30% | 
                False | 
                False | 
                114,387 | 
                 
                
                | 80 | 
                2,102.2 | 
                1,900.6 | 
                201.6 | 
                10.3% | 
                27.9 | 
                1.4% | 
                30% | 
                False | 
                False | 
                86,801 | 
                 
                
                | 100 | 
                2,102.2 | 
                1,845.7 | 
                256.5 | 
                13.1% | 
                27.0 | 
                1.4% | 
                45% | 
                False | 
                False | 
                69,919 | 
                 
                
                | 120 | 
                2,102.2 | 
                1,845.7 | 
                256.5 | 
                13.1% | 
                26.8 | 
                1.4% | 
                45% | 
                False | 
                False | 
                58,524 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,082.4 | 
         
        
            | 
2.618             | 
            2,037.4 | 
         
        
            | 
1.618             | 
            2,009.8 | 
         
        
            | 
1.000             | 
            1,992.7 | 
         
        
            | 
0.618             | 
            1,982.2 | 
         
        
            | 
HIGH             | 
            1,965.1 | 
         
        
            | 
0.618             | 
            1,954.6 | 
         
        
            | 
0.500             | 
            1,951.3 | 
         
        
            | 
0.382             | 
            1,948.0 | 
         
        
            | 
LOW             | 
            1,937.5 | 
         
        
            | 
0.618             | 
            1,920.4 | 
         
        
            | 
1.000             | 
            1,909.9 | 
         
        
            | 
1.618             | 
            1,892.8 | 
         
        
            | 
2.618             | 
            1,865.2 | 
         
        
            | 
4.250             | 
            1,820.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Jul-2023 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,958.2 | 
                                1,955.0 | 
                             
                            
                                | PP | 
                                1,954.8 | 
                                1,948.3 | 
                             
                            
                                | S1 | 
                                1,951.3 | 
                                1,941.6 | 
                             
             
         |