| Trading Metrics calculated at close of trading on 01-Dec-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Nov-2020 | 
                    01-Dec-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,643.75 | 
                        3,631.00 | 
                        -12.75 | 
                        -0.3% | 
                        3,546.50 | 
                     
                    
                        | High | 
                        3,652.00 | 
                        3,677.50 | 
                        25.50 | 
                        0.7% | 
                        3,655.00 | 
                     
                    
                        | Low | 
                        3,592.25 | 
                        3,626.00 | 
                        33.75 | 
                        0.9% | 
                        3,545.50 | 
                     
                    
                        | Close | 
                        3,623.25 | 
                        3,660.50 | 
                        37.25 | 
                        1.0% | 
                        3,636.50 | 
                     
                    
                        | Range | 
                        59.75 | 
                        51.50 | 
                        -8.25 | 
                        -13.8% | 
                        109.50 | 
                     
                    
                        | ATR | 
                        61.58 | 
                        61.06 | 
                        -0.52 | 
                        -0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,712,274 | 
                        1,365,328 | 
                        -346,946 | 
                        -20.3% | 
                        4,149,452 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,809.25 | 
                3,786.25 | 
                3,688.75 | 
                 | 
             
            
                | R3 | 
                3,757.75 | 
                3,734.75 | 
                3,674.75 | 
                 | 
             
            
                | R2 | 
                3,706.25 | 
                3,706.25 | 
                3,670.00 | 
                 | 
             
            
                | R1 | 
                3,683.25 | 
                3,683.25 | 
                3,665.25 | 
                3,694.75 | 
             
            
                | PP | 
                3,654.75 | 
                3,654.75 | 
                3,654.75 | 
                3,660.50 | 
             
            
                | S1 | 
                3,631.75 | 
                3,631.75 | 
                3,655.75 | 
                3,643.25 | 
             
            
                | S2 | 
                3,603.25 | 
                3,603.25 | 
                3,651.00 | 
                 | 
             
            
                | S3 | 
                3,551.75 | 
                3,580.25 | 
                3,646.25 | 
                 | 
             
            
                | S4 | 
                3,500.25 | 
                3,528.75 | 
                3,632.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Nov-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,940.75 | 
                3,898.25 | 
                3,696.75 | 
                 | 
             
            
                | R3 | 
                3,831.25 | 
                3,788.75 | 
                3,666.50 | 
                 | 
             
            
                | R2 | 
                3,721.75 | 
                3,721.75 | 
                3,656.50 | 
                 | 
             
            
                | R1 | 
                3,679.25 | 
                3,679.25 | 
                3,646.50 | 
                3,700.50 | 
             
            
                | PP | 
                3,612.25 | 
                3,612.25 | 
                3,612.25 | 
                3,623.00 | 
             
            
                | S1 | 
                3,569.75 | 
                3,569.75 | 
                3,626.50 | 
                3,591.00 | 
             
            
                | S2 | 
                3,502.75 | 
                3,502.75 | 
                3,616.50 | 
                 | 
             
            
                | S3 | 
                3,393.25 | 
                3,460.25 | 
                3,606.50 | 
                 | 
             
            
                | S4 | 
                3,283.75 | 
                3,350.75 | 
                3,576.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,677.50 | 
                3,575.25 | 
                102.25 | 
                2.8% | 
                49.25 | 
                1.3% | 
                83% | 
                True | 
                False | 
                1,204,441 | 
                 
                
                | 10 | 
                3,677.50 | 
                3,542.25 | 
                135.25 | 
                3.7% | 
                48.00 | 
                1.3% | 
                87% | 
                True | 
                False | 
                1,230,130 | 
                 
                
                | 20 | 
                3,677.50 | 
                3,301.25 | 
                376.25 | 
                10.3% | 
                66.00 | 
                1.8% | 
                95% | 
                True | 
                False | 
                1,525,274 | 
                 
                
                | 40 | 
                3,677.50 | 
                3,225.00 | 
                452.50 | 
                12.4% | 
                64.50 | 
                1.8% | 
                96% | 
                True | 
                False | 
                1,592,803 | 
                 
                
                | 60 | 
                3,677.50 | 
                3,198.00 | 
                479.50 | 
                13.1% | 
                68.25 | 
                1.9% | 
                96% | 
                True | 
                False | 
                1,618,032 | 
                 
                
                | 80 | 
                3,677.50 | 
                3,198.00 | 
                479.50 | 
                13.1% | 
                63.00 | 
                1.7% | 
                96% | 
                True | 
                False | 
                1,215,815 | 
                 
                
                | 100 | 
                3,677.50 | 
                3,108.50 | 
                569.00 | 
                15.5% | 
                60.00 | 
                1.6% | 
                97% | 
                True | 
                False | 
                973,098 | 
                 
                
                | 120 | 
                3,677.50 | 
                2,916.50 | 
                761.00 | 
                20.8% | 
                62.75 | 
                1.7% | 
                98% | 
                True | 
                False | 
                811,249 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,896.50 | 
         
        
            | 
2.618             | 
            3,812.25 | 
         
        
            | 
1.618             | 
            3,760.75 | 
         
        
            | 
1.000             | 
            3,729.00 | 
         
        
            | 
0.618             | 
            3,709.25 | 
         
        
            | 
HIGH             | 
            3,677.50 | 
         
        
            | 
0.618             | 
            3,657.75 | 
         
        
            | 
0.500             | 
            3,651.75 | 
         
        
            | 
0.382             | 
            3,645.75 | 
         
        
            | 
LOW             | 
            3,626.00 | 
         
        
            | 
0.618             | 
            3,594.25 | 
         
        
            | 
1.000             | 
            3,574.50 | 
         
        
            | 
1.618             | 
            3,542.75 | 
         
        
            | 
2.618             | 
            3,491.25 | 
         
        
            | 
4.250             | 
            3,407.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Dec-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,657.50 | 
                                3,652.00 | 
                             
                            
                                | PP | 
                                3,654.75 | 
                                3,643.50 | 
                             
                            
                                | S1 | 
                                3,651.75 | 
                                3,635.00 | 
                             
             
         |