| Trading Metrics calculated at close of trading on 11-Sep-2023 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Sep-2023 | 
                    11-Sep-2023 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,943.8 | 
                        1,943.3 | 
                        -0.5 | 
                        0.0% | 
                        1,966.7 | 
                     
                    
                        | High | 
                        1,954.0 | 
                        1,954.6 | 
                        0.6 | 
                        0.0% | 
                        1,972.6 | 
                     
                    
                        | Low | 
                        1,940.8 | 
                        1,939.5 | 
                        -1.3 | 
                        -0.1% | 
                        1,940.0 | 
                     
                    
                        | Close | 
                        1,942.7 | 
                        1,947.2 | 
                        4.5 | 
                        0.2% | 
                        1,942.7 | 
                     
                    
                        | Range | 
                        13.2 | 
                        15.1 | 
                        1.9 | 
                        14.4% | 
                        32.6 | 
                     
                    
                        | ATR | 
                        16.7 | 
                        16.5 | 
                        -0.1 | 
                        -0.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        138,694 | 
                        131,076 | 
                        -7,618 | 
                        -5.5% | 
                        597,426 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Sep-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,992.4 | 
                1,984.9 | 
                1,955.5 | 
                 | 
             
            
                | R3 | 
                1,977.3 | 
                1,969.8 | 
                1,951.4 | 
                 | 
             
            
                | R2 | 
                1,962.2 | 
                1,962.2 | 
                1,950.0 | 
                 | 
             
            
                | R1 | 
                1,954.7 | 
                1,954.7 | 
                1,948.6 | 
                1,958.5 | 
             
            
                | PP | 
                1,947.1 | 
                1,947.1 | 
                1,947.1 | 
                1,949.0 | 
             
            
                | S1 | 
                1,939.6 | 
                1,939.6 | 
                1,945.8 | 
                1,943.4 | 
             
            
                | S2 | 
                1,932.0 | 
                1,932.0 | 
                1,944.4 | 
                 | 
             
            
                | S3 | 
                1,916.9 | 
                1,924.5 | 
                1,943.0 | 
                 | 
             
            
                | S4 | 
                1,901.8 | 
                1,909.4 | 
                1,938.9 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Sep-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,049.6 | 
                2,028.7 | 
                1,960.6 | 
                 | 
             
            
                | R3 | 
                2,017.0 | 
                1,996.1 | 
                1,951.7 | 
                 | 
             
            
                | R2 | 
                1,984.4 | 
                1,984.4 | 
                1,948.7 | 
                 | 
             
            
                | R1 | 
                1,963.5 | 
                1,963.5 | 
                1,945.7 | 
                1,957.7 | 
             
            
                | PP | 
                1,951.8 | 
                1,951.8 | 
                1,951.8 | 
                1,948.8 | 
             
            
                | S1 | 
                1,930.9 | 
                1,930.9 | 
                1,939.7 | 
                1,925.1 | 
             
            
                | S2 | 
                1,919.2 | 
                1,919.2 | 
                1,936.7 | 
                 | 
             
            
                | S3 | 
                1,886.6 | 
                1,898.3 | 
                1,933.7 | 
                 | 
             
            
                | S4 | 
                1,854.0 | 
                1,865.7 | 
                1,924.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,972.6 | 
                1,939.5 | 
                33.1 | 
                1.7% | 
                14.5 | 
                0.7% | 
                23% | 
                False | 
                True | 
                145,700 | 
                 
                
                | 10 | 
                1,980.2 | 
                1,939.5 | 
                40.7 | 
                2.1% | 
                15.5 | 
                0.8% | 
                19% | 
                False | 
                True | 
                145,509 | 
                 
                
                | 20 | 
                1,980.2 | 
                1,913.6 | 
                66.6 | 
                3.4% | 
                15.8 | 
                0.8% | 
                50% | 
                False | 
                False | 
                144,126 | 
                 
                
                | 40 | 
                2,028.6 | 
                1,913.6 | 
                115.0 | 
                5.9% | 
                17.7 | 
                0.9% | 
                29% | 
                False | 
                False | 
                128,308 | 
                 
                
                | 60 | 
                2,028.6 | 
                1,913.6 | 
                115.0 | 
                5.9% | 
                18.8 | 
                1.0% | 
                29% | 
                False | 
                False | 
                92,085 | 
                 
                
                | 80 | 
                2,052.9 | 
                1,913.6 | 
                139.3 | 
                7.2% | 
                20.2 | 
                1.0% | 
                24% | 
                False | 
                False | 
                69,815 | 
                 
                
                | 100 | 
                2,129.7 | 
                1,913.6 | 
                216.1 | 
                11.1% | 
                21.7 | 
                1.1% | 
                16% | 
                False | 
                False | 
                56,317 | 
                 
                
                | 120 | 
                2,129.7 | 
                1,913.6 | 
                216.1 | 
                11.1% | 
                23.2 | 
                1.2% | 
                16% | 
                False | 
                False | 
                47,243 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,018.8 | 
         
        
            | 
2.618             | 
            1,994.1 | 
         
        
            | 
1.618             | 
            1,979.0 | 
         
        
            | 
1.000             | 
            1,969.7 | 
         
        
            | 
0.618             | 
            1,963.9 | 
         
        
            | 
HIGH             | 
            1,954.6 | 
         
        
            | 
0.618             | 
            1,948.8 | 
         
        
            | 
0.500             | 
            1,947.1 | 
         
        
            | 
0.382             | 
            1,945.3 | 
         
        
            | 
LOW             | 
            1,939.5 | 
         
        
            | 
0.618             | 
            1,930.2 | 
         
        
            | 
1.000             | 
            1,924.4 | 
         
        
            | 
1.618             | 
            1,915.1 | 
         
        
            | 
2.618             | 
            1,900.0 | 
         
        
            | 
4.250             | 
            1,875.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Sep-2023 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,947.2 | 
                                1,947.2 | 
                             
                            
                                | PP | 
                                1,947.1 | 
                                1,947.1 | 
                             
                            
                                | S1 | 
                                1,947.1 | 
                                1,947.1 | 
                             
             
         |