| Trading Metrics calculated at close of trading on 07-Aug-2023 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Aug-2023 | 
                    07-Aug-2023 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,934.9 | 
                        1,941.0 | 
                        6.1 | 
                        0.3% | 
                        1,959.2 | 
                     
                    
                        | High | 
                        1,945.0 | 
                        1,941.0 | 
                        -4.0 | 
                        -0.2% | 
                        1,971.6 | 
                     
                    
                        | Low | 
                        1,920.0 | 
                        1,929.8 | 
                        9.8 | 
                        0.5% | 
                        1,920.0 | 
                     
                    
                        | Close | 
                        1,939.6 | 
                        1,933.5 | 
                        -6.1 | 
                        -0.3% | 
                        1,939.6 | 
                     
                    
                        | Range | 
                        25.0 | 
                        11.2 | 
                        -13.8 | 
                        -55.2% | 
                        51.6 | 
                     
                    
                        | ATR | 
                        21.1 | 
                        20.4 | 
                        -0.7 | 
                        -3.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        290 | 
                        376 | 
                        86 | 
                        29.7% | 
                        3,428 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Aug-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,968.4 | 
                1,962.1 | 
                1,939.7 | 
                 | 
             
            
                | R3 | 
                1,957.2 | 
                1,950.9 | 
                1,936.6 | 
                 | 
             
            
                | R2 | 
                1,946.0 | 
                1,946.0 | 
                1,935.6 | 
                 | 
             
            
                | R1 | 
                1,939.7 | 
                1,939.7 | 
                1,934.5 | 
                1,937.3 | 
             
            
                | PP | 
                1,934.8 | 
                1,934.8 | 
                1,934.8 | 
                1,933.5 | 
             
            
                | S1 | 
                1,928.5 | 
                1,928.5 | 
                1,932.5 | 
                1,926.1 | 
             
            
                | S2 | 
                1,923.6 | 
                1,923.6 | 
                1,931.4 | 
                 | 
             
            
                | S3 | 
                1,912.4 | 
                1,917.3 | 
                1,930.4 | 
                 | 
             
            
                | S4 | 
                1,901.2 | 
                1,906.1 | 
                1,927.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Aug-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,098.5 | 
                2,070.7 | 
                1,968.0 | 
                 | 
             
            
                | R3 | 
                2,046.9 | 
                2,019.1 | 
                1,953.8 | 
                 | 
             
            
                | R2 | 
                1,995.3 | 
                1,995.3 | 
                1,949.1 | 
                 | 
             
            
                | R1 | 
                1,967.5 | 
                1,967.5 | 
                1,944.3 | 
                1,955.6 | 
             
            
                | PP | 
                1,943.7 | 
                1,943.7 | 
                1,943.7 | 
                1,937.8 | 
             
            
                | S1 | 
                1,915.9 | 
                1,915.9 | 
                1,934.9 | 
                1,904.0 | 
             
            
                | S2 | 
                1,892.1 | 
                1,892.1 | 
                1,930.1 | 
                 | 
             
            
                | S3 | 
                1,840.5 | 
                1,864.3 | 
                1,925.4 | 
                 | 
             
            
                | S4 | 
                1,788.9 | 
                1,812.7 | 
                1,911.2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,965.4 | 
                1,920.0 | 
                45.4 | 
                2.3% | 
                18.0 | 
                0.9% | 
                30% | 
                False | 
                False | 
                555 | 
                 
                
                | 10 | 
                1,982.6 | 
                1,920.0 | 
                62.6 | 
                3.2% | 
                20.3 | 
                1.0% | 
                22% | 
                False | 
                False | 
                61,816 | 
                 
                
                | 20 | 
                1,989.8 | 
                1,920.0 | 
                69.8 | 
                3.6% | 
                19.0 | 
                1.0% | 
                19% | 
                False | 
                False | 
                133,096 | 
                 
                
                | 40 | 
                1,989.8 | 
                1,900.6 | 
                89.2 | 
                4.6% | 
                20.7 | 
                1.1% | 
                37% | 
                False | 
                False | 
                161,501 | 
                 
                
                | 60 | 
                2,066.8 | 
                1,900.6 | 
                166.2 | 
                8.6% | 
                22.5 | 
                1.2% | 
                20% | 
                False | 
                False | 
                145,116 | 
                 
                
                | 80 | 
                2,102.2 | 
                1,900.6 | 
                201.6 | 
                10.4% | 
                24.7 | 
                1.3% | 
                16% | 
                False | 
                False | 
                113,463 | 
                 
                
                | 100 | 
                2,102.2 | 
                1,900.6 | 
                201.6 | 
                10.4% | 
                26.4 | 
                1.4% | 
                16% | 
                False | 
                False | 
                91,520 | 
                 
                
                | 120 | 
                2,102.2 | 
                1,845.7 | 
                256.5 | 
                13.3% | 
                25.8 | 
                1.3% | 
                34% | 
                False | 
                False | 
                76,634 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,988.6 | 
         
        
            | 
2.618             | 
            1,970.3 | 
         
        
            | 
1.618             | 
            1,959.1 | 
         
        
            | 
1.000             | 
            1,952.2 | 
         
        
            | 
0.618             | 
            1,947.9 | 
         
        
            | 
HIGH             | 
            1,941.0 | 
         
        
            | 
0.618             | 
            1,936.7 | 
         
        
            | 
0.500             | 
            1,935.4 | 
         
        
            | 
0.382             | 
            1,934.1 | 
         
        
            | 
LOW             | 
            1,929.8 | 
         
        
            | 
0.618             | 
            1,922.9 | 
         
        
            | 
1.000             | 
            1,918.6 | 
         
        
            | 
1.618             | 
            1,911.7 | 
         
        
            | 
2.618             | 
            1,900.5 | 
         
        
            | 
4.250             | 
            1,882.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Aug-2023 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,935.4 | 
                                1,933.2 | 
                             
                            
                                | PP | 
                                1,934.8 | 
                                1,932.8 | 
                             
                            
                                | S1 | 
                                1,934.1 | 
                                1,932.5 | 
                             
             
         |