| Trading Metrics calculated at close of trading on 27-Jul-2023 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jul-2023 | 
                    27-Jul-2023 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        2,005.0 | 
                        2,012.6 | 
                        7.6 | 
                        0.4% | 
                        1,998.2 | 
                     
                    
                        | High | 
                        2,019.3 | 
                        2,022.1 | 
                        2.8 | 
                        0.1% | 
                        2,028.6 | 
                     
                    
                        | Low | 
                        2,002.1 | 
                        1,981.2 | 
                        -20.9 | 
                        -1.0% | 
                        1,987.9 | 
                     
                    
                        | Close | 
                        2,009.5 | 
                        1,985.2 | 
                        -24.3 | 
                        -1.2% | 
                        2,005.3 | 
                     
                    
                        | Range | 
                        17.2 | 
                        40.9 | 
                        23.7 | 
                        137.8% | 
                        40.7 | 
                     
                    
                        | ATR | 
                        19.6 | 
                        21.1 | 
                        1.5 | 
                        7.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        104,370 | 
                        189,848 | 
                        85,478 | 
                        81.9% | 
                        183,851 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jul-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,118.9 | 
                2,092.9 | 
                2,007.7 | 
                 | 
             
            
                | R3 | 
                2,078.0 | 
                2,052.0 | 
                1,996.4 | 
                 | 
             
            
                | R2 | 
                2,037.1 | 
                2,037.1 | 
                1,992.7 | 
                 | 
             
            
                | R1 | 
                2,011.1 | 
                2,011.1 | 
                1,988.9 | 
                2,003.7 | 
             
            
                | PP | 
                1,996.2 | 
                1,996.2 | 
                1,996.2 | 
                1,992.4 | 
             
            
                | S1 | 
                1,970.2 | 
                1,970.2 | 
                1,981.5 | 
                1,962.8 | 
             
            
                | S2 | 
                1,955.3 | 
                1,955.3 | 
                1,977.7 | 
                 | 
             
            
                | S3 | 
                1,914.4 | 
                1,929.3 | 
                1,974.0 | 
                 | 
             
            
                | S4 | 
                1,873.5 | 
                1,888.4 | 
                1,962.7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Jul-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,129.4 | 
                2,108.0 | 
                2,027.7 | 
                 | 
             
            
                | R3 | 
                2,088.7 | 
                2,067.3 | 
                2,016.5 | 
                 | 
             
            
                | R2 | 
                2,048.0 | 
                2,048.0 | 
                2,012.8 | 
                 | 
             
            
                | R1 | 
                2,026.6 | 
                2,026.6 | 
                2,009.0 | 
                2,037.3 | 
             
            
                | PP | 
                2,007.3 | 
                2,007.3 | 
                2,007.3 | 
                2,012.6 | 
             
            
                | S1 | 
                1,985.9 | 
                1,985.9 | 
                2,001.6 | 
                1,996.6 | 
             
            
                | S2 | 
                1,966.6 | 
                1,966.6 | 
                1,997.8 | 
                 | 
             
            
                | S3 | 
                1,925.9 | 
                1,945.2 | 
                1,994.1 | 
                 | 
             
            
                | S4 | 
                1,885.2 | 
                1,904.5 | 
                1,982.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                2,022.1 | 
                1,981.2 | 
                40.9 | 
                2.1% | 
                21.0 | 
                1.1% | 
                10% | 
                True | 
                True | 
                97,853 | 
                 
                
                | 10 | 
                2,028.6 | 
                1,981.2 | 
                47.4 | 
                2.4% | 
                19.5 | 
                1.0% | 
                8% | 
                False | 
                True | 
                70,630 | 
                 
                
                | 20 | 
                2,028.6 | 
                1,939.2 | 
                89.4 | 
                4.5% | 
                19.9 | 
                1.0% | 
                51% | 
                False | 
                False | 
                48,839 | 
                 
                
                | 40 | 
                2,039.0 | 
                1,939.2 | 
                99.8 | 
                5.0% | 
                21.7 | 
                1.1% | 
                46% | 
                False | 
                False | 
                26,752 | 
                 
                
                | 60 | 
                2,129.7 | 
                1,939.2 | 
                190.5 | 
                9.6% | 
                23.5 | 
                1.2% | 
                24% | 
                False | 
                False | 
                18,799 | 
                 
                
                | 80 | 
                2,129.7 | 
                1,939.2 | 
                190.5 | 
                9.6% | 
                24.7 | 
                1.2% | 
                24% | 
                False | 
                False | 
                14,551 | 
                 
                
                | 100 | 
                2,129.7 | 
                1,885.2 | 
                244.5 | 
                12.3% | 
                26.1 | 
                1.3% | 
                41% | 
                False | 
                False | 
                11,923 | 
                 
                
                | 120 | 
                2,129.7 | 
                1,883.8 | 
                245.9 | 
                12.4% | 
                25.1 | 
                1.3% | 
                41% | 
                False | 
                False | 
                10,010 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,195.9 | 
         
        
            | 
2.618             | 
            2,129.2 | 
         
        
            | 
1.618             | 
            2,088.3 | 
         
        
            | 
1.000             | 
            2,063.0 | 
         
        
            | 
0.618             | 
            2,047.4 | 
         
        
            | 
HIGH             | 
            2,022.1 | 
         
        
            | 
0.618             | 
            2,006.5 | 
         
        
            | 
0.500             | 
            2,001.7 | 
         
        
            | 
0.382             | 
            1,996.8 | 
         
        
            | 
LOW             | 
            1,981.2 | 
         
        
            | 
0.618             | 
            1,955.9 | 
         
        
            | 
1.000             | 
            1,940.3 | 
         
        
            | 
1.618             | 
            1,915.0 | 
         
        
            | 
2.618             | 
            1,874.1 | 
         
        
            | 
4.250             | 
            1,807.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jul-2023 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                2,001.7 | 
                                2,001.7 | 
                             
                            
                                | PP | 
                                1,996.2 | 
                                1,996.2 | 
                             
                            
                                | S1 | 
                                1,990.7 | 
                                1,990.7 | 
                             
             
         |