| Trading Metrics calculated at close of trading on 20-Jul-2023 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Jul-2023 | 
                    20-Jul-2023 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,982.5 | 
                        1,980.0 | 
                        -2.5 | 
                        -0.1% | 
                        1,930.7 | 
                     
                    
                        | High | 
                        1,984.6 | 
                        1,989.8 | 
                        5.2 | 
                        0.3% | 
                        1,968.5 | 
                     
                    
                        | Low | 
                        1,973.3 | 
                        1,967.7 | 
                        -5.6 | 
                        -0.3% | 
                        1,918.0 | 
                     
                    
                        | Close | 
                        1,980.8 | 
                        1,970.9 | 
                        -9.9 | 
                        -0.5% | 
                        1,964.4 | 
                     
                    
                        | Range | 
                        11.3 | 
                        22.1 | 
                        10.8 | 
                        95.6% | 
                        50.5 | 
                     
                    
                        | ATR | 
                        21.2 | 
                        21.2 | 
                        0.1 | 
                        0.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        159,409 | 
                        189,926 | 
                        30,517 | 
                        19.1% | 
                        1,118,847 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Jul-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,042.4 | 
                2,028.8 | 
                1,983.1 | 
                 | 
             
            
                | R3 | 
                2,020.3 | 
                2,006.7 | 
                1,977.0 | 
                 | 
             
            
                | R2 | 
                1,998.2 | 
                1,998.2 | 
                1,975.0 | 
                 | 
             
            
                | R1 | 
                1,984.6 | 
                1,984.6 | 
                1,972.9 | 
                1,980.4 | 
             
            
                | PP | 
                1,976.1 | 
                1,976.1 | 
                1,976.1 | 
                1,974.0 | 
             
            
                | S1 | 
                1,962.5 | 
                1,962.5 | 
                1,968.9 | 
                1,958.3 | 
             
            
                | S2 | 
                1,954.0 | 
                1,954.0 | 
                1,966.8 | 
                 | 
             
            
                | S3 | 
                1,931.9 | 
                1,940.4 | 
                1,964.8 | 
                 | 
             
            
                | S4 | 
                1,909.8 | 
                1,918.3 | 
                1,958.7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Jul-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,101.8 | 
                2,083.6 | 
                1,992.2 | 
                 | 
             
            
                | R3 | 
                2,051.3 | 
                2,033.1 | 
                1,978.3 | 
                 | 
             
            
                | R2 | 
                2,000.8 | 
                2,000.8 | 
                1,973.7 | 
                 | 
             
            
                | R1 | 
                1,982.6 | 
                1,982.6 | 
                1,969.0 | 
                1,991.7 | 
             
            
                | PP | 
                1,950.3 | 
                1,950.3 | 
                1,950.3 | 
                1,954.9 | 
             
            
                | S1 | 
                1,932.1 | 
                1,932.1 | 
                1,959.8 | 
                1,941.2 | 
             
            
                | S2 | 
                1,899.8 | 
                1,899.8 | 
                1,955.1 | 
                 | 
             
            
                | S3 | 
                1,849.3 | 
                1,881.6 | 
                1,950.5 | 
                 | 
             
            
                | S4 | 
                1,798.8 | 
                1,831.1 | 
                1,936.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,989.8 | 
                1,949.0 | 
                40.8 | 
                2.1% | 
                18.3 | 
                0.9% | 
                54% | 
                True | 
                False | 
                197,712 | 
                 
                
                | 10 | 
                1,989.8 | 
                1,915.4 | 
                74.4 | 
                3.8% | 
                18.7 | 
                0.9% | 
                75% | 
                True | 
                False | 
                211,237 | 
                 
                
                | 20 | 
                1,989.8 | 
                1,900.6 | 
                89.2 | 
                4.5% | 
                19.9 | 
                1.0% | 
                79% | 
                True | 
                False | 
                198,902 | 
                 
                
                | 40 | 
                2,006.2 | 
                1,900.6 | 
                105.6 | 
                5.4% | 
                22.9 | 
                1.2% | 
                67% | 
                False | 
                False | 
                185,741 | 
                 
                
                | 60 | 
                2,102.2 | 
                1,900.6 | 
                201.6 | 
                10.2% | 
                24.7 | 
                1.3% | 
                35% | 
                False | 
                False | 
                134,442 | 
                 
                
                | 80 | 
                2,102.2 | 
                1,900.6 | 
                201.6 | 
                10.2% | 
                25.9 | 
                1.3% | 
                35% | 
                False | 
                False | 
                101,966 | 
                 
                
                | 100 | 
                2,102.2 | 
                1,845.7 | 
                256.5 | 
                13.0% | 
                26.9 | 
                1.4% | 
                49% | 
                False | 
                False | 
                82,159 | 
                 
                
                | 120 | 
                2,102.2 | 
                1,845.7 | 
                256.5 | 
                13.0% | 
                26.4 | 
                1.3% | 
                49% | 
                False | 
                False | 
                68,679 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,083.7 | 
         
        
            | 
2.618             | 
            2,047.7 | 
         
        
            | 
1.618             | 
            2,025.6 | 
         
        
            | 
1.000             | 
            2,011.9 | 
         
        
            | 
0.618             | 
            2,003.5 | 
         
        
            | 
HIGH             | 
            1,989.8 | 
         
        
            | 
0.618             | 
            1,981.4 | 
         
        
            | 
0.500             | 
            1,978.8 | 
         
        
            | 
0.382             | 
            1,976.1 | 
         
        
            | 
LOW             | 
            1,967.7 | 
         
        
            | 
0.618             | 
            1,954.0 | 
         
        
            | 
1.000             | 
            1,945.6 | 
         
        
            | 
1.618             | 
            1,931.9 | 
         
        
            | 
2.618             | 
            1,909.8 | 
         
        
            | 
4.250             | 
            1,873.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Jul-2023 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,978.8 | 
                                1,974.0 | 
                             
                            
                                | PP | 
                                1,976.1 | 
                                1,972.9 | 
                             
                            
                                | S1 | 
                                1,973.5 | 
                                1,971.9 | 
                             
             
         |