| Trading Metrics calculated at close of trading on 24-Aug-2023 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Aug-2023 | 
                    24-Aug-2023 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,926.8 | 
                        1,944.9 | 
                        18.1 | 
                        0.9% | 
                        1,945.6 | 
                     
                    
                        | High | 
                        1,949.7 | 
                        1,951.3 | 
                        1.6 | 
                        0.1% | 
                        1,948.2 | 
                     
                    
                        | Low | 
                        1,926.2 | 
                        1,939.2 | 
                        13.0 | 
                        0.7% | 
                        1,914.2 | 
                     
                    
                        | Close | 
                        1,948.1 | 
                        1,947.1 | 
                        -1.0 | 
                        -0.1% | 
                        1,916.5 | 
                     
                    
                        | Range | 
                        23.5 | 
                        12.1 | 
                        -11.4 | 
                        -48.5% | 
                        34.0 | 
                     
                    
                        | ATR | 
                        18.5 | 
                        18.0 | 
                        -0.5 | 
                        -2.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        170,040 | 
                        137,393 | 
                        -32,647 | 
                        -19.2% | 
                        683,814 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Aug-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,982.2 | 
                1,976.7 | 
                1,953.8 | 
                 | 
             
            
                | R3 | 
                1,970.1 | 
                1,964.6 | 
                1,950.4 | 
                 | 
             
            
                | R2 | 
                1,958.0 | 
                1,958.0 | 
                1,949.3 | 
                 | 
             
            
                | R1 | 
                1,952.5 | 
                1,952.5 | 
                1,948.2 | 
                1,955.3 | 
             
            
                | PP | 
                1,945.9 | 
                1,945.9 | 
                1,945.9 | 
                1,947.2 | 
             
            
                | S1 | 
                1,940.4 | 
                1,940.4 | 
                1,946.0 | 
                1,943.2 | 
             
            
                | S2 | 
                1,933.8 | 
                1,933.8 | 
                1,944.9 | 
                 | 
             
            
                | S3 | 
                1,921.7 | 
                1,928.3 | 
                1,943.8 | 
                 | 
             
            
                | S4 | 
                1,909.6 | 
                1,916.2 | 
                1,940.4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Aug-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,028.3 | 
                2,006.4 | 
                1,935.2 | 
                 | 
             
            
                | R3 | 
                1,994.3 | 
                1,972.4 | 
                1,925.9 | 
                 | 
             
            
                | R2 | 
                1,960.3 | 
                1,960.3 | 
                1,922.7 | 
                 | 
             
            
                | R1 | 
                1,938.4 | 
                1,938.4 | 
                1,919.6 | 
                1,932.4 | 
             
            
                | PP | 
                1,926.3 | 
                1,926.3 | 
                1,926.3 | 
                1,923.3 | 
             
            
                | S1 | 
                1,904.4 | 
                1,904.4 | 
                1,913.4 | 
                1,898.4 | 
             
            
                | S2 | 
                1,892.3 | 
                1,892.3 | 
                1,910.3 | 
                 | 
             
            
                | S3 | 
                1,858.3 | 
                1,870.4 | 
                1,907.2 | 
                 | 
             
            
                | S4 | 
                1,824.3 | 
                1,836.4 | 
                1,897.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,951.3 | 
                1,913.6 | 
                37.7 | 
                1.9% | 
                15.1 | 
                0.8% | 
                89% | 
                True | 
                False | 
                138,273 | 
                 
                
                | 10 | 
                1,953.6 | 
                1,913.6 | 
                40.0 | 
                2.1% | 
                15.3 | 
                0.8% | 
                84% | 
                False | 
                False | 
                138,276 | 
                 
                
                | 20 | 
                2,010.9 | 
                1,913.6 | 
                97.3 | 
                5.0% | 
                17.7 | 
                0.9% | 
                34% | 
                False | 
                False | 
                143,587 | 
                 
                
                | 40 | 
                2,028.6 | 
                1,913.6 | 
                115.0 | 
                5.9% | 
                18.8 | 
                1.0% | 
                29% | 
                False | 
                False | 
                96,213 | 
                 
                
                | 60 | 
                2,039.0 | 
                1,913.6 | 
                125.4 | 
                6.4% | 
                20.4 | 
                1.0% | 
                27% | 
                False | 
                False | 
                65,697 | 
                 
                
                | 80 | 
                2,129.7 | 
                1,913.6 | 
                216.1 | 
                11.1% | 
                22.0 | 
                1.1% | 
                16% | 
                False | 
                False | 
                49,996 | 
                 
                
                | 100 | 
                2,129.7 | 
                1,913.6 | 
                216.1 | 
                11.1% | 
                23.3 | 
                1.2% | 
                16% | 
                False | 
                False | 
                40,358 | 
                 
                
                | 120 | 
                2,129.7 | 
                1,885.2 | 
                244.5 | 
                12.6% | 
                24.7 | 
                1.3% | 
                25% | 
                False | 
                False | 
                33,867 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,002.7 | 
         
        
            | 
2.618             | 
            1,983.0 | 
         
        
            | 
1.618             | 
            1,970.9 | 
         
        
            | 
1.000             | 
            1,963.4 | 
         
        
            | 
0.618             | 
            1,958.8 | 
         
        
            | 
HIGH             | 
            1,951.3 | 
         
        
            | 
0.618             | 
            1,946.7 | 
         
        
            | 
0.500             | 
            1,945.3 | 
         
        
            | 
0.382             | 
            1,943.8 | 
         
        
            | 
LOW             | 
            1,939.2 | 
         
        
            | 
0.618             | 
            1,931.7 | 
         
        
            | 
1.000             | 
            1,927.1 | 
         
        
            | 
1.618             | 
            1,919.6 | 
         
        
            | 
2.618             | 
            1,907.5 | 
         
        
            | 
4.250             | 
            1,887.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Aug-2023 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,946.5 | 
                                1,942.9 | 
                             
                            
                                | PP | 
                                1,945.9 | 
                                1,938.6 | 
                             
                            
                                | S1 | 
                                1,945.3 | 
                                1,934.4 | 
                             
             
         |