| Trading Metrics calculated at close of trading on 01-Aug-2023 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Jul-2023 | 
                    01-Aug-2023 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,959.2 | 
                        1,964.9 | 
                        5.7 | 
                        0.3% | 
                        1,963.6 | 
                     
                    
                        | High | 
                        1,971.6 | 
                        1,965.4 | 
                        -6.2 | 
                        -0.3% | 
                        1,982.6 | 
                     
                    
                        | Low | 
                        1,950.0 | 
                        1,940.7 | 
                        -9.3 | 
                        -0.5% | 
                        1,941.7 | 
                     
                    
                        | Close | 
                        1,970.5 | 
                        1,940.7 | 
                        -29.8 | 
                        -1.5% | 
                        1,960.4 | 
                     
                    
                        | Range | 
                        21.6 | 
                        24.7 | 
                        3.1 | 
                        14.4% | 
                        40.9 | 
                     
                    
                        | ATR | 
                        21.2 | 
                        21.8 | 
                        0.6 | 
                        2.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,025 | 
                        688 | 
                        -337 | 
                        -32.9% | 
                        811,575 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Aug-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,023.0 | 
                2,006.6 | 
                1,954.3 | 
                 | 
             
            
                | R3 | 
                1,998.3 | 
                1,981.9 | 
                1,947.5 | 
                 | 
             
            
                | R2 | 
                1,973.6 | 
                1,973.6 | 
                1,945.2 | 
                 | 
             
            
                | R1 | 
                1,957.2 | 
                1,957.2 | 
                1,943.0 | 
                1,953.1 | 
             
            
                | PP | 
                1,948.9 | 
                1,948.9 | 
                1,948.9 | 
                1,946.9 | 
             
            
                | S1 | 
                1,932.5 | 
                1,932.5 | 
                1,938.4 | 
                1,928.4 | 
             
            
                | S2 | 
                1,924.2 | 
                1,924.2 | 
                1,936.2 | 
                 | 
             
            
                | S3 | 
                1,899.5 | 
                1,907.8 | 
                1,933.9 | 
                 | 
             
            
                | S4 | 
                1,874.8 | 
                1,883.1 | 
                1,927.1 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Jul-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,084.3 | 
                2,063.2 | 
                1,982.9 | 
                 | 
             
            
                | R3 | 
                2,043.4 | 
                2,022.3 | 
                1,971.6 | 
                 | 
             
            
                | R2 | 
                2,002.5 | 
                2,002.5 | 
                1,967.9 | 
                 | 
             
            
                | R1 | 
                1,981.4 | 
                1,981.4 | 
                1,964.1 | 
                1,971.5 | 
             
            
                | PP | 
                1,961.6 | 
                1,961.6 | 
                1,961.6 | 
                1,956.6 | 
             
            
                | S1 | 
                1,940.5 | 
                1,940.5 | 
                1,956.7 | 
                1,930.6 | 
             
            
                | S2 | 
                1,920.7 | 
                1,920.7 | 
                1,952.9 | 
                 | 
             
            
                | S3 | 
                1,879.8 | 
                1,899.6 | 
                1,949.2 | 
                 | 
             
            
                | S4 | 
                1,838.9 | 
                1,858.7 | 
                1,937.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,982.6 | 
                1,940.7 | 
                41.9 | 
                2.2% | 
                24.4 | 
                1.3% | 
                0% | 
                False | 
                True | 
                85,445 | 
                 
                
                | 10 | 
                1,989.8 | 
                1,940.7 | 
                49.1 | 
                2.5% | 
                20.2 | 
                1.0% | 
                0% | 
                False | 
                True | 
                131,916 | 
                 
                
                | 20 | 
                1,989.8 | 
                1,908.5 | 
                81.3 | 
                4.2% | 
                20.1 | 
                1.0% | 
                40% | 
                False | 
                False | 
                177,982 | 
                 
                
                | 40 | 
                1,989.8 | 
                1,900.6 | 
                89.2 | 
                4.6% | 
                21.5 | 
                1.1% | 
                45% | 
                False | 
                False | 
                178,883 | 
                 
                
                | 60 | 
                2,080.3 | 
                1,900.6 | 
                179.7 | 
                9.3% | 
                23.3 | 
                1.2% | 
                22% | 
                False | 
                False | 
                148,835 | 
                 
                
                | 80 | 
                2,102.2 | 
                1,900.6 | 
                201.6 | 
                10.4% | 
                25.0 | 
                1.3% | 
                20% | 
                False | 
                False | 
                113,686 | 
                 
                
                | 100 | 
                2,102.2 | 
                1,851.4 | 
                250.8 | 
                12.9% | 
                27.0 | 
                1.4% | 
                36% | 
                False | 
                False | 
                91,645 | 
                 
                
                | 120 | 
                2,102.2 | 
                1,845.7 | 
                256.5 | 
                13.2% | 
                25.9 | 
                1.3% | 
                37% | 
                False | 
                False | 
                76,676 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,070.4 | 
         
        
            | 
2.618             | 
            2,030.1 | 
         
        
            | 
1.618             | 
            2,005.4 | 
         
        
            | 
1.000             | 
            1,990.1 | 
         
        
            | 
0.618             | 
            1,980.7 | 
         
        
            | 
HIGH             | 
            1,965.4 | 
         
        
            | 
0.618             | 
            1,956.0 | 
         
        
            | 
0.500             | 
            1,953.1 | 
         
        
            | 
0.382             | 
            1,950.1 | 
         
        
            | 
LOW             | 
            1,940.7 | 
         
        
            | 
0.618             | 
            1,925.4 | 
         
        
            | 
1.000             | 
            1,916.0 | 
         
        
            | 
1.618             | 
            1,900.7 | 
         
        
            | 
2.618             | 
            1,876.0 | 
         
        
            | 
4.250             | 
            1,835.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Aug-2023 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,953.1 | 
                                1,956.2 | 
                             
                            
                                | PP | 
                                1,948.9 | 
                                1,951.0 | 
                             
                            
                                | S1 | 
                                1,944.8 | 
                                1,945.9 | 
                             
             
         |