| Trading Metrics calculated at close of trading on 04-Aug-2023 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Aug-2023 | 
                    04-Aug-2023 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,970.8 | 
                        1,969.6 | 
                        -1.2 | 
                        -0.1% | 
                        1,997.9 | 
                     
                    
                        | High | 
                        1,974.5 | 
                        1,984.2 | 
                        9.7 | 
                        0.5% | 
                        2,010.9 | 
                     
                    
                        | Low | 
                        1,964.5 | 
                        1,954.5 | 
                        -10.0 | 
                        -0.5% | 
                        1,954.5 | 
                     
                    
                        | Close | 
                        1,968.8 | 
                        1,976.1 | 
                        7.3 | 
                        0.4% | 
                        1,976.1 | 
                     
                    
                        | Range | 
                        10.0 | 
                        29.7 | 
                        19.7 | 
                        197.0% | 
                        56.4 | 
                     
                    
                        | ATR | 
                        21.1 | 
                        21.7 | 
                        0.6 | 
                        2.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        141,345 | 
                        156,416 | 
                        15,071 | 
                        10.7% | 
                        775,130 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Aug-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,060.7 | 
                2,048.1 | 
                1,992.4 | 
                 | 
             
            
                | R3 | 
                2,031.0 | 
                2,018.4 | 
                1,984.3 | 
                 | 
             
            
                | R2 | 
                2,001.3 | 
                2,001.3 | 
                1,981.5 | 
                 | 
             
            
                | R1 | 
                1,988.7 | 
                1,988.7 | 
                1,978.8 | 
                1,995.0 | 
             
            
                | PP | 
                1,971.6 | 
                1,971.6 | 
                1,971.6 | 
                1,974.8 | 
             
            
                | S1 | 
                1,959.0 | 
                1,959.0 | 
                1,973.4 | 
                1,965.3 | 
             
            
                | S2 | 
                1,941.9 | 
                1,941.9 | 
                1,970.7 | 
                 | 
             
            
                | S3 | 
                1,912.2 | 
                1,929.3 | 
                1,967.9 | 
                 | 
             
            
                | S4 | 
                1,882.5 | 
                1,899.6 | 
                1,959.8 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Aug-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,149.7 | 
                2,119.3 | 
                2,007.1 | 
                 | 
             
            
                | R3 | 
                2,093.3 | 
                2,062.9 | 
                1,991.6 | 
                 | 
             
            
                | R2 | 
                2,036.9 | 
                2,036.9 | 
                1,986.4 | 
                 | 
             
            
                | R1 | 
                2,006.5 | 
                2,006.5 | 
                1,981.3 | 
                1,993.5 | 
             
            
                | PP | 
                1,980.5 | 
                1,980.5 | 
                1,980.5 | 
                1,974.0 | 
             
            
                | S1 | 
                1,950.1 | 
                1,950.1 | 
                1,970.9 | 
                1,937.1 | 
             
            
                | S2 | 
                1,924.1 | 
                1,924.1 | 
                1,965.8 | 
                 | 
             
            
                | S3 | 
                1,867.7 | 
                1,893.7 | 
                1,960.6 | 
                 | 
             
            
                | S4 | 
                1,811.3 | 
                1,837.3 | 
                1,945.1 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                2,010.9 | 
                1,954.5 | 
                56.4 | 
                2.9% | 
                22.6 | 
                1.1% | 
                38% | 
                False | 
                True | 
                155,026 | 
                 
                
                | 10 | 
                2,022.1 | 
                1,954.5 | 
                67.6 | 
                3.4% | 
                21.9 | 
                1.1% | 
                32% | 
                False | 
                True | 
                138,937 | 
                 
                
                | 20 | 
                2,028.6 | 
                1,954.5 | 
                74.1 | 
                3.7% | 
                19.7 | 
                1.0% | 
                29% | 
                False | 
                True | 
                91,536 | 
                 
                
                | 40 | 
                2,028.6 | 
                1,939.2 | 
                89.4 | 
                4.5% | 
                21.1 | 
                1.1% | 
                41% | 
                False | 
                False | 
                49,685 | 
                 
                
                | 60 | 
                2,112.4 | 
                1,939.2 | 
                173.2 | 
                8.8% | 
                22.5 | 
                1.1% | 
                21% | 
                False | 
                False | 
                34,006 | 
                 
                
                | 80 | 
                2,129.7 | 
                1,939.2 | 
                190.5 | 
                9.6% | 
                24.2 | 
                1.2% | 
                19% | 
                False | 
                False | 
                26,019 | 
                 
                
                | 100 | 
                2,129.7 | 
                1,939.2 | 
                190.5 | 
                9.6% | 
                25.8 | 
                1.3% | 
                19% | 
                False | 
                False | 
                21,185 | 
                 
                
                | 120 | 
                2,129.7 | 
                1,883.8 | 
                245.9 | 
                12.4% | 
                25.0 | 
                1.3% | 
                38% | 
                False | 
                False | 
                17,778 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,110.4 | 
         
        
            | 
2.618             | 
            2,062.0 | 
         
        
            | 
1.618             | 
            2,032.3 | 
         
        
            | 
1.000             | 
            2,013.9 | 
         
        
            | 
0.618             | 
            2,002.6 | 
         
        
            | 
HIGH             | 
            1,984.2 | 
         
        
            | 
0.618             | 
            1,972.9 | 
         
        
            | 
0.500             | 
            1,969.4 | 
         
        
            | 
0.382             | 
            1,965.8 | 
         
        
            | 
LOW             | 
            1,954.5 | 
         
        
            | 
0.618             | 
            1,936.1 | 
         
        
            | 
1.000             | 
            1,924.8 | 
         
        
            | 
1.618             | 
            1,906.4 | 
         
        
            | 
2.618             | 
            1,876.7 | 
         
        
            | 
4.250             | 
            1,828.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Aug-2023 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,973.9 | 
                                1,975.2 | 
                             
                            
                                | PP | 
                                1,971.6 | 
                                1,974.3 | 
                             
                            
                                | S1 | 
                                1,969.4 | 
                                1,973.4 | 
                             
             
         |