| Trading Metrics calculated at close of trading on 02-Dec-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Dec-2020 | 
                    02-Dec-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,631.00 | 
                        3,661.25 | 
                        30.25 | 
                        0.8% | 
                        3,546.50 | 
                     
                    
                        | High | 
                        3,677.50 | 
                        3,672.75 | 
                        -4.75 | 
                        -0.1% | 
                        3,655.00 | 
                     
                    
                        | Low | 
                        3,626.00 | 
                        3,642.25 | 
                        16.25 | 
                        0.4% | 
                        3,545.50 | 
                     
                    
                        | Close | 
                        3,660.50 | 
                        3,667.25 | 
                        6.75 | 
                        0.2% | 
                        3,636.50 | 
                     
                    
                        | Range | 
                        51.50 | 
                        30.50 | 
                        -21.00 | 
                        -40.8% | 
                        109.50 | 
                     
                    
                        | ATR | 
                        61.06 | 
                        58.87 | 
                        -2.18 | 
                        -3.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,365,328 | 
                        1,106,696 | 
                        -258,632 | 
                        -18.9% | 
                        4,149,452 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,752.25 | 
                3,740.25 | 
                3,684.00 | 
                 | 
             
            
                | R3 | 
                3,721.75 | 
                3,709.75 | 
                3,675.75 | 
                 | 
             
            
                | R2 | 
                3,691.25 | 
                3,691.25 | 
                3,672.75 | 
                 | 
             
            
                | R1 | 
                3,679.25 | 
                3,679.25 | 
                3,670.00 | 
                3,685.25 | 
             
            
                | PP | 
                3,660.75 | 
                3,660.75 | 
                3,660.75 | 
                3,663.75 | 
             
            
                | S1 | 
                3,648.75 | 
                3,648.75 | 
                3,664.50 | 
                3,654.75 | 
             
            
                | S2 | 
                3,630.25 | 
                3,630.25 | 
                3,661.75 | 
                 | 
             
            
                | S3 | 
                3,599.75 | 
                3,618.25 | 
                3,658.75 | 
                 | 
             
            
                | S4 | 
                3,569.25 | 
                3,587.75 | 
                3,650.50 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3,592.25 | 
                85.25 | 
                2.3% | 
                42.25 | 
                1.2% | 
                88% | 
                False | 
                False | 
                1,167,981 | 
                 
                
                | 10 | 
                3,677.50 | 
                3,542.25 | 
                135.25 | 
                3.7% | 
                46.50 | 
                1.3% | 
                92% | 
                False | 
                False | 
                1,213,979 | 
                 
                
                | 20 | 
                3,677.50 | 
                3,319.00 | 
                358.50 | 
                9.8% | 
                63.25 | 
                1.7% | 
                97% | 
                False | 
                False | 
                1,497,374 | 
                 
                
                | 40 | 
                3,677.50 | 
                3,225.00 | 
                452.50 | 
                12.3% | 
                63.00 | 
                1.7% | 
                98% | 
                False | 
                False | 
                1,577,944 | 
                 
                
                | 60 | 
                3,677.50 | 
                3,198.00 | 
                479.50 | 
                13.1% | 
                66.75 | 
                1.8% | 
                98% | 
                False | 
                False | 
                1,634,844 | 
                 
                
                | 80 | 
                3,677.50 | 
                3,198.00 | 
                479.50 | 
                13.1% | 
                63.00 | 
                1.7% | 
                98% | 
                False | 
                False | 
                1,229,598 | 
                 
                
                | 100 | 
                3,677.50 | 
                3,108.50 | 
                569.00 | 
                15.5% | 
                59.50 | 
                1.6% | 
                98% | 
                False | 
                False | 
                984,150 | 
                 
                
                | 120 | 
                3,677.50 | 
                2,916.50 | 
                761.00 | 
                20.8% | 
                62.25 | 
                1.7% | 
                99% | 
                False | 
                False | 
                820,466 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,802.50 | 
         
        
            | 
2.618             | 
            3,752.50 | 
         
        
            | 
1.618             | 
            3,722.00 | 
         
        
            | 
1.000             | 
            3,703.25 | 
         
        
            | 
0.618             | 
            3,691.50 | 
         
        
            | 
HIGH             | 
            3,672.75 | 
         
        
            | 
0.618             | 
            3,661.00 | 
         
        
            | 
0.500             | 
            3,657.50 | 
         
        
            | 
0.382             | 
            3,654.00 | 
         
        
            | 
LOW             | 
            3,642.25 | 
         
        
            | 
0.618             | 
            3,623.50 | 
         
        
            | 
1.000             | 
            3,611.75 | 
         
        
            | 
1.618             | 
            3,593.00 | 
         
        
            | 
2.618             | 
            3,562.50 | 
         
        
            | 
4.250             | 
            3,512.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Dec-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,664.00 | 
                                3,656.50 | 
                             
                            
                                | PP | 
                                3,660.75 | 
                                3,645.75 | 
                             
                            
                                | S1 | 
                                3,657.50 | 
                                3,635.00 | 
                             
             
         |