| Trading Metrics calculated at close of trading on 20-Dec-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Dec-2021 | 20-Dec-2021 | Change | Change % | Previous Week |  
                        | Open | 4,031.1550 | 3,909.5150 | -121.6400 | -3.0% | 3,996.2520 |  
                        | High | 4,035.9670 | 4,021.4750 | -14.4920 | -0.4% | 4,175.7010 |  
                        | Low | 3,706.0220 | 3,756.9170 | 50.8950 | 1.4% | 3,654.5330 |  
                        | Close | 3,909.1190 | 3,915.2340 | 6.1150 | 0.2% | 3,909.1190 |  
                        | Range | 329.9450 | 264.5580 | -65.3870 | -19.8% | 521.1680 |  
                        | ATR | 329.5659 | 324.9225 | -4.6434 | -1.4% | 0.0000 |  
                        | Volume | 735,189 | 7,381 | -727,808 | -99.0% | 2,269,707 |  | 
    
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            | Daily Pivots for day following 20-Dec-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,691.5493 | 4,567.9497 | 4,060.7409 |  |  
                | R3 | 4,426.9913 | 4,303.3917 | 3,987.9875 |  |  
                | R2 | 4,162.4333 | 4,162.4333 | 3,963.7363 |  |  
                | R1 | 4,038.8337 | 4,038.8337 | 3,939.4852 | 4,100.6335 |  
                | PP | 3,897.8753 | 3,897.8753 | 3,897.8753 | 3,928.7753 |  
                | S1 | 3,774.2757 | 3,774.2757 | 3,890.9829 | 3,836.0755 |  
                | S2 | 3,633.3173 | 3,633.3173 | 3,866.7317 |  |  
                | S3 | 3,368.7593 | 3,509.7177 | 3,842.4806 |  |  
                | S4 | 3,104.2013 | 3,245.1597 | 3,769.7271 |  |  | 
        
            | Weekly Pivots for week ending 17-Dec-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,476.6217 | 5,214.0383 | 4,195.7614 |  |  
                | R3 | 4,955.4537 | 4,692.8703 | 4,052.4402 |  |  
                | R2 | 4,434.2857 | 4,434.2857 | 4,004.6665 |  |  
                | R1 | 4,171.7023 | 4,171.7023 | 3,956.8927 | 4,042.4100 |  
                | PP | 3,913.1177 | 3,913.1177 | 3,913.1177 | 3,848.4715 |  
                | S1 | 3,650.5343 | 3,650.5343 | 3,861.3453 | 3,521.2420 |  
                | S2 | 3,391.9497 | 3,391.9497 | 3,813.5715 |  |  
                | S3 | 2,870.7817 | 3,129.3663 | 3,765.7978 |  |  
                | S4 | 2,349.6137 | 2,608.1983 | 3,622.4766 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4,108.6220 | 3,654.5330 | 454.0890 | 11.6% | 268.4486 | 6.9% | 57% | False | False | 453,741 |  
                | 10 | 4,488.7560 | 3,654.5330 | 834.2230 | 21.3% | 291.5180 | 7.4% | 31% | False | False | 438,039 |  
                | 20 | 4,780.1300 | 3,605.5420 | 1,174.5880 | 30.0% | 354.8558 | 9.1% | 26% | False | False | 387,865 |  
                | 40 | 4,865.4260 | 3,605.5420 | 1,259.8840 | 32.2% | 318.1619 | 8.1% | 25% | False | False | 377,241 |  
                | 60 | 4,865.4260 | 2,742.6620 | 2,122.7640 | 54.2% | 289.8736 | 7.4% | 55% | False | False | 385,085 |  
                | 80 | 4,865.4260 | 2,657.0130 | 2,208.4130 | 56.4% | 295.7082 | 7.6% | 57% | False | False | 526,049 |  
                | 100 | 4,865.4260 | 2,304.5840 | 2,560.8420 | 65.4% | 280.6162 | 7.2% | 63% | False | False | 643,812 |  
                | 120 | 4,865.4260 | 1,721.5890 | 3,143.8370 | 80.3% | 260.1471 | 6.6% | 70% | False | False | 740,089 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,145.8465 |  
            | 2.618 | 4,714.0878 |  
            | 1.618 | 4,449.5298 |  
            | 1.000 | 4,286.0330 |  
            | 0.618 | 4,184.9718 |  
            | HIGH | 4,021.4750 |  
            | 0.618 | 3,920.4138 |  
            | 0.500 | 3,889.1960 |  
            | 0.382 | 3,857.9782 |  
            | LOW | 3,756.9170 |  
            | 0.618 | 3,593.4202 |  
            | 1.000 | 3,492.3590 |  
            | 1.618 | 3,328.8622 |  
            | 2.618 | 3,064.3042 |  
            | 4.250 | 2,632.5455 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Dec-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,906.5547 | 3,912.5967 |  
                                | PP | 3,897.8753 | 3,909.9593 |  
                                | S1 | 3,889.1960 | 3,907.3220 |  |