| Trading Metrics calculated at close of trading on 28-Sep-2023 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Sep-2023 | 
                    28-Sep-2023 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,918.8 | 
                        1,893.3 | 
                        -25.5 | 
                        -1.3% | 
                        1,945.7 | 
                     
                    
                        | High | 
                        1,921.7 | 
                        1,896.8 | 
                        -24.9 | 
                        -1.3% | 
                        1,968.9 | 
                     
                    
                        | Low | 
                        1,890.3 | 
                        1,874.5 | 
                        -15.8 | 
                        -0.8% | 
                        1,933.1 | 
                     
                    
                        | Close | 
                        1,890.9 | 
                        1,878.6 | 
                        -12.3 | 
                        -0.7% | 
                        1,945.6 | 
                     
                    
                        | Range | 
                        31.4 | 
                        22.3 | 
                        -9.1 | 
                        -29.0% | 
                        35.8 | 
                     
                    
                        | ATR | 
                        17.6 | 
                        17.9 | 
                        0.3 | 
                        1.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        238,525 | 
                        231,419 | 
                        -7,106 | 
                        -3.0% | 
                        855,942 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Sep-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,950.2 | 
                1,936.7 | 
                1,890.9 | 
                 | 
             
            
                | R3 | 
                1,927.9 | 
                1,914.4 | 
                1,884.7 | 
                 | 
             
            
                | R2 | 
                1,905.6 | 
                1,905.6 | 
                1,882.7 | 
                 | 
             
            
                | R1 | 
                1,892.1 | 
                1,892.1 | 
                1,880.6 | 
                1,887.7 | 
             
            
                | PP | 
                1,883.3 | 
                1,883.3 | 
                1,883.3 | 
                1,881.1 | 
             
            
                | S1 | 
                1,869.8 | 
                1,869.8 | 
                1,876.6 | 
                1,865.4 | 
             
            
                | S2 | 
                1,861.0 | 
                1,861.0 | 
                1,874.5 | 
                 | 
             
            
                | S3 | 
                1,838.7 | 
                1,847.5 | 
                1,872.5 | 
                 | 
             
            
                | S4 | 
                1,816.4 | 
                1,825.2 | 
                1,866.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Sep-2023 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,056.6 | 
                2,036.9 | 
                1,965.3 | 
                 | 
             
            
                | R3 | 
                2,020.8 | 
                2,001.1 | 
                1,955.4 | 
                 | 
             
            
                | R2 | 
                1,985.0 | 
                1,985.0 | 
                1,952.2 | 
                 | 
             
            
                | R1 | 
                1,965.3 | 
                1,965.3 | 
                1,948.9 | 
                1,957.3 | 
             
            
                | PP | 
                1,949.2 | 
                1,949.2 | 
                1,949.2 | 
                1,945.2 | 
             
            
                | S1 | 
                1,929.5 | 
                1,929.5 | 
                1,942.3 | 
                1,921.5 | 
             
            
                | S2 | 
                1,913.4 | 
                1,913.4 | 
                1,939.0 | 
                 | 
             
            
                | S3 | 
                1,877.6 | 
                1,893.7 | 
                1,935.8 | 
                 | 
             
            
                | S4 | 
                1,841.8 | 
                1,857.9 | 
                1,925.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,949.1 | 
                1,874.5 | 
                74.6 | 
                4.0% | 
                18.9 | 
                1.0% | 
                5% | 
                False | 
                True | 
                197,278 | 
                 
                
                | 10 | 
                1,968.9 | 
                1,874.5 | 
                94.4 | 
                5.0% | 
                17.5 | 
                0.9% | 
                4% | 
                False | 
                True | 
                190,218 | 
                 
                
                | 20 | 
                1,980.2 | 
                1,874.5 | 
                105.7 | 
                5.6% | 
                15.9 | 
                0.8% | 
                4% | 
                False | 
                True | 
                172,493 | 
                 
                
                | 40 | 
                1,984.2 | 
                1,874.5 | 
                109.7 | 
                5.8% | 
                16.3 | 
                0.9% | 
                4% | 
                False | 
                True | 
                157,094 | 
                 
                
                | 60 | 
                2,028.6 | 
                1,874.5 | 
                154.1 | 
                8.2% | 
                17.6 | 
                0.9% | 
                3% | 
                False | 
                True | 
                130,912 | 
                 
                
                | 80 | 
                2,028.6 | 
                1,874.5 | 
                154.1 | 
                8.2% | 
                18.7 | 
                1.0% | 
                3% | 
                False | 
                True | 
                99,741 | 
                 
                
                | 100 | 
                2,112.4 | 
                1,874.5 | 
                237.9 | 
                12.7% | 
                20.0 | 
                1.1% | 
                2% | 
                False | 
                True | 
                80,329 | 
                 
                
                | 120 | 
                2,129.7 | 
                1,874.5 | 
                255.2 | 
                13.6% | 
                21.6 | 
                1.1% | 
                2% | 
                False | 
                True | 
                67,270 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,991.6 | 
         
        
            | 
2.618             | 
            1,955.2 | 
         
        
            | 
1.618             | 
            1,932.9 | 
         
        
            | 
1.000             | 
            1,919.1 | 
         
        
            | 
0.618             | 
            1,910.6 | 
         
        
            | 
HIGH             | 
            1,896.8 | 
         
        
            | 
0.618             | 
            1,888.3 | 
         
        
            | 
0.500             | 
            1,885.7 | 
         
        
            | 
0.382             | 
            1,883.0 | 
         
        
            | 
LOW             | 
            1,874.5 | 
         
        
            | 
0.618             | 
            1,860.7 | 
         
        
            | 
1.000             | 
            1,852.2 | 
         
        
            | 
1.618             | 
            1,838.4 | 
         
        
            | 
2.618             | 
            1,816.1 | 
         
        
            | 
4.250             | 
            1,779.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Sep-2023 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,885.7 | 
                                1,905.0 | 
                             
                            
                                | PP | 
                                1,883.3 | 
                                1,896.2 | 
                             
                            
                                | S1 | 
                                1,881.0 | 
                                1,887.4 | 
                             
             
         |