| Trading Metrics calculated at close of trading on 31-Jul-2023 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jul-2023 | 
                    31-Jul-2023 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,985.3 | 
                        1,997.9 | 
                        12.6 | 
                        0.6% | 
                        2,002.4 | 
                     
                    
                        | High | 
                        2,002.0 | 
                        2,010.9 | 
                        8.9 | 
                        0.4% | 
                        2,022.1 | 
                     
                    
                        | Low | 
                        1,983.9 | 
                        1,986.7 | 
                        2.8 | 
                        0.1% | 
                        1,981.2 | 
                     
                    
                        | Close | 
                        1,999.9 | 
                        2,009.2 | 
                        9.3 | 
                        0.5% | 
                        1,999.9 | 
                     
                    
                        | Range | 
                        18.1 | 
                        24.2 | 
                        6.1 | 
                        33.7% | 
                        40.9 | 
                     
                    
                        | ATR | 
                        20.9 | 
                        21.1 | 
                        0.2 | 
                        1.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        159,597 | 
                        139,955 | 
                        -19,642 | 
                        -12.3% | 
                        614,245 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Jul-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,074.9 | 
                2,066.2 | 
                2,022.5 | 
                 | 
             
            
                | R3 | 
                2,050.7 | 
                2,042.0 | 
                2,015.9 | 
                 | 
             
            
                | R2 | 
                2,026.5 | 
                2,026.5 | 
                2,013.6 | 
                 | 
             
            
                | R1 | 
                2,017.8 | 
                2,017.8 | 
                2,011.4 | 
                2,022.2 | 
             
            
                | PP | 
                2,002.3 | 
                2,002.3 | 
                2,002.3 | 
                2,004.4 | 
             
            
                | S1 | 
                1,993.6 | 
                1,993.6 | 
                2,007.0 | 
                1,998.0 | 
             
            
                | S2 | 
                1,978.1 | 
                1,978.1 | 
                2,004.8 | 
                 | 
             
            
                | S3 | 
                1,953.9 | 
                1,969.4 | 
                2,002.5 | 
                 | 
             
            
                | S4 | 
                1,929.7 | 
                1,945.2 | 
                1,995.9 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Jul-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,123.8 | 
                2,102.7 | 
                2,022.4 | 
                 | 
             
            
                | R3 | 
                2,082.9 | 
                2,061.8 | 
                2,011.1 | 
                 | 
             
            
                | R2 | 
                2,042.0 | 
                2,042.0 | 
                2,007.4 | 
                 | 
             
            
                | R1 | 
                2,020.9 | 
                2,020.9 | 
                2,003.6 | 
                2,011.0 | 
             
            
                | PP | 
                2,001.1 | 
                2,001.1 | 
                2,001.1 | 
                1,996.1 | 
             
            
                | S1 | 
                1,980.0 | 
                1,980.0 | 
                1,996.2 | 
                1,970.1 | 
             
            
                | S2 | 
                1,960.2 | 
                1,960.2 | 
                1,992.4 | 
                 | 
             
            
                | S3 | 
                1,919.3 | 
                1,939.1 | 
                1,988.7 | 
                 | 
             
            
                | S4 | 
                1,878.4 | 
                1,898.2 | 
                1,977.4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                2.0% | 
                23.2 | 
                1.2% | 
                68% | 
                False | 
                False | 
                135,242 | 
                 
                
                | 10 | 
                2,028.6 | 
                1,981.2 | 
                47.4 | 
                2.4% | 
                21.0 | 
                1.0% | 
                59% | 
                False | 
                False | 
                90,290 | 
                 
                
                | 20 | 
                2,028.6 | 
                1,947.2 | 
                81.4 | 
                4.1% | 
                19.9 | 
                1.0% | 
                76% | 
                False | 
                False | 
                62,918 | 
                 
                
                | 40 | 
                2,038.9 | 
                1,939.2 | 
                99.7 | 
                5.0% | 
                21.5 | 
                1.1% | 
                70% | 
                False | 
                False | 
                34,101 | 
                 
                
                | 60 | 
                2,129.7 | 
                1,939.2 | 
                190.5 | 
                9.5% | 
                23.0 | 
                1.1% | 
                37% | 
                False | 
                False | 
                23,694 | 
                 
                
                | 80 | 
                2,129.7 | 
                1,939.2 | 
                190.5 | 
                9.5% | 
                24.1 | 
                1.2% | 
                37% | 
                False | 
                False | 
                18,229 | 
                 
                
                | 100 | 
                2,129.7 | 
                1,885.2 | 
                244.5 | 
                12.2% | 
                26.0 | 
                1.3% | 
                51% | 
                False | 
                False | 
                14,898 | 
                 
                
                | 120 | 
                2,129.7 | 
                1,883.8 | 
                245.9 | 
                12.2% | 
                24.9 | 
                1.2% | 
                51% | 
                False | 
                False | 
                12,494 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,113.8 | 
         
        
            | 
2.618             | 
            2,074.3 | 
         
        
            | 
1.618             | 
            2,050.1 | 
         
        
            | 
1.000             | 
            2,035.1 | 
         
        
            | 
0.618             | 
            2,025.9 | 
         
        
            | 
HIGH             | 
            2,010.9 | 
         
        
            | 
0.618             | 
            2,001.7 | 
         
        
            | 
0.500             | 
            1,998.8 | 
         
        
            | 
0.382             | 
            1,995.9 | 
         
        
            | 
LOW             | 
            1,986.7 | 
         
        
            | 
0.618             | 
            1,971.7 | 
         
        
            | 
1.000             | 
            1,962.5 | 
         
        
            | 
1.618             | 
            1,947.5 | 
         
        
            | 
2.618             | 
            1,923.3 | 
         
        
            | 
4.250             | 
            1,883.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Jul-2023 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                2,005.7 | 
                                2,006.7 | 
                             
                            
                                | PP | 
                                2,002.3 | 
                                2,004.2 | 
                             
                            
                                | S1 | 
                                1,998.8 | 
                                2,001.7 | 
                             
             
         |