| Trading Metrics calculated at close of trading on 06-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Jan-2021 | 06-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 1,007.4410 | 1,086.7230 | 79.2820 | 7.9% | 618.6990 |  
                        | High | 1,131.6630 | 1,210.7340 | 79.0710 | 7.0% | 757.6890 |  
                        | Low | 976.4530 | 1,061.3790 | 84.9260 | 8.7% | 615.8020 |  
                        | Close | 1,086.3780 | 1,181.6360 | 95.2580 | 8.8% | 738.9120 |  
                        | Range | 155.2100 | 149.3550 | -5.8550 | -3.8% | 141.8870 |  
                        | ATR | 81.9658 | 86.7794 | 4.8135 | 5.9% | 0.0000 |  
                        | Volume | 2,137,613 | 2,631,938 | 494,325 | 23.1% | 3,623,572 |  | 
    
| 
        
            | Daily Pivots for day following 06-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,599.3147 | 1,539.8303 | 1,263.7813 |  |  
                | R3 | 1,449.9597 | 1,390.4753 | 1,222.7086 |  |  
                | R2 | 1,300.6047 | 1,300.6047 | 1,209.0178 |  |  
                | R1 | 1,241.1203 | 1,241.1203 | 1,195.3269 | 1,270.8625 |  
                | PP | 1,151.2497 | 1,151.2497 | 1,151.2497 | 1,166.1208 |  
                | S1 | 1,091.7653 | 1,091.7653 | 1,167.9451 | 1,121.5075 |  
                | S2 | 1,001.8947 | 1,001.8947 | 1,154.2543 |  |  
                | S3 | 852.5397 | 942.4103 | 1,140.5634 |  |  
                | S4 | 703.1847 | 793.0553 | 1,099.4908 |  |  | 
        
            | Weekly Pivots for week ending 01-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,129.7953 | 1,076.2407 | 816.9499 |  |  
                | R3 | 987.9083 | 934.3537 | 777.9309 |  |  
                | R2 | 846.0213 | 846.0213 | 764.9246 |  |  
                | R1 | 792.4667 | 792.4667 | 751.9183 | 819.2440 |  
                | PP | 704.1343 | 704.1343 | 704.1343 | 717.5230 |  
                | S1 | 650.5797 | 650.5797 | 725.9057 | 677.3570 |  
                | S2 | 562.2473 | 562.2473 | 712.8994 |  |  
                | S3 | 420.3603 | 508.6927 | 699.8931 |  |  
                | S4 | 278.4733 | 366.8057 | 660.8742 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,210.7340 | 716.9340 | 493.8000 | 41.8% | 163.5122 | 13.8% | 94% | True | False | 1,927,182 |  
                | 10 | 1,210.7340 | 552.3810 | 658.3530 | 55.7% | 114.5219 | 9.7% | 96% | True | False | 1,401,157 |  
                | 20 | 1,210.7340 | 530.9080 | 679.8260 | 57.5% | 77.7199 | 6.6% | 96% | True | False | 1,055,069 |  
                | 40 | 1,210.7340 | 427.0640 | 783.6700 | 66.3% | 58.9045 | 5.0% | 96% | True | False | 933,407 |  
                | 60 | 1,210.7340 | 362.3140 | 848.4200 | 71.8% | 46.6252 | 3.9% | 97% | True | False | 824,466 |  
                | 80 | 1,210.7340 | 315.3600 | 895.3740 | 75.8% | 40.3763 | 3.4% | 97% | True | False | 756,742 |  
                | 100 | 1,210.7340 | 315.3600 | 895.3740 | 75.8% | 38.9577 | 3.3% | 97% | True | False | 804,056 |  
                | 120 | 1,210.7340 | 231.7680 | 978.9660 | 82.8% | 36.5923 | 3.1% | 97% | True | False | 838,744 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,845.4928 |  
            | 2.618 | 1,601.7454 |  
            | 1.618 | 1,452.3904 |  
            | 1.000 | 1,360.0890 |  
            | 0.618 | 1,303.0354 |  
            | HIGH | 1,210.7340 |  
            | 0.618 | 1,153.6804 |  
            | 0.500 | 1,136.0565 |  
            | 0.382 | 1,118.4326 |  
            | LOW | 1,061.3790 |  
            | 0.618 | 969.0776 |  
            | 1.000 | 912.0240 |  
            | 1.618 | 819.7226 |  
            | 2.618 | 670.3676 |  
            | 4.250 | 426.6203 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,166.4428 | 1,109.0353 |  
                                | PP | 1,151.2497 | 1,036.4347 |  
                                | S1 | 1,136.0565 | 963.8340 |  |