| Trading Metrics calculated at close of trading on 10-Dec-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Dec-2020 | 
                    10-Dec-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,707.75 | 
                        3,669.50 | 
                        -38.25 | 
                        -1.0% | 
                        3,643.75 | 
                     
                    
                        | High | 
                        3,714.75 | 
                        3,681.25 | 
                        -33.50 | 
                        -0.9% | 
                        3,700.00 | 
                     
                    
                        | Low | 
                        3,659.50 | 
                        3,644.00 | 
                        -15.50 | 
                        -0.4% | 
                        3,592.25 | 
                     
                    
                        | Close | 
                        3,672.50 | 
                        3,668.50 | 
                        -4.00 | 
                        -0.1% | 
                        3,698.00 | 
                     
                    
                        | Range | 
                        55.25 | 
                        37.25 | 
                        -18.00 | 
                        -32.6% | 
                        107.75 | 
                     
                    
                        | ATR | 
                        52.96 | 
                        51.84 | 
                        -1.12 | 
                        -2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,792,176 | 
                        1,601,203 | 
                        -190,973 | 
                        -10.7% | 
                        6,300,191 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,776.25 | 
                3,759.75 | 
                3,689.00 | 
                 | 
             
            
                | R3 | 
                3,739.00 | 
                3,722.50 | 
                3,678.75 | 
                 | 
             
            
                | R2 | 
                3,701.75 | 
                3,701.75 | 
                3,675.25 | 
                 | 
             
            
                | R1 | 
                3,685.25 | 
                3,685.25 | 
                3,672.00 | 
                3,675.00 | 
             
            
                | PP | 
                3,664.50 | 
                3,664.50 | 
                3,664.50 | 
                3,659.50 | 
             
            
                | S1 | 
                3,648.00 | 
                3,648.00 | 
                3,665.00 | 
                3,637.50 | 
             
            
                | S2 | 
                3,627.25 | 
                3,627.25 | 
                3,661.75 | 
                 | 
             
            
                | S3 | 
                3,590.00 | 
                3,610.75 | 
                3,658.25 | 
                 | 
             
            
                | S4 | 
                3,552.75 | 
                3,573.50 | 
                3,648.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,986.75 | 
                3,950.00 | 
                3,757.25 | 
                 | 
             
            
                | R3 | 
                3,879.00 | 
                3,842.25 | 
                3,727.75 | 
                 | 
             
            
                | R2 | 
                3,771.25 | 
                3,771.25 | 
                3,717.75 | 
                 | 
             
            
                | R1 | 
                3,734.50 | 
                3,734.50 | 
                3,708.00 | 
                3,753.00 | 
             
            
                | PP | 
                3,663.50 | 
                3,663.50 | 
                3,663.50 | 
                3,672.50 | 
             
            
                | S1 | 
                3,626.75 | 
                3,626.75 | 
                3,688.00 | 
                3,645.00 | 
             
            
                | S2 | 
                3,555.75 | 
                3,555.75 | 
                3,678.25 | 
                 | 
             
            
                | S3 | 
                3,448.00 | 
                3,519.00 | 
                3,668.25 | 
                 | 
             
            
                | S4 | 
                3,340.25 | 
                3,411.25 | 
                3,638.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,714.75 | 
                3,644.00 | 
                70.75 | 
                1.9% | 
                40.75 | 
                1.1% | 
                35% | 
                False | 
                True | 
                1,316,522 | 
                 
                
                | 10 | 
                3,714.75 | 
                3,592.25 | 
                122.50 | 
                3.3% | 
                40.25 | 
                1.1% | 
                62% | 
                False | 
                False | 
                1,253,021 | 
                 
                
                | 20 | 
                3,714.75 | 
                3,513.00 | 
                201.75 | 
                5.5% | 
                46.25 | 
                1.3% | 
                77% | 
                False | 
                False | 
                1,271,950 | 
                 
                
                | 40 | 
                3,714.75 | 
                3,225.00 | 
                489.75 | 
                13.4% | 
                60.25 | 
                1.6% | 
                91% | 
                False | 
                False | 
                1,564,388 | 
                 
                
                | 60 | 
                3,714.75 | 
                3,198.00 | 
                516.75 | 
                14.1% | 
                63.25 | 
                1.7% | 
                91% | 
                False | 
                False | 
                1,620,378 | 
                 
                
                | 80 | 
                3,714.75 | 
                3,198.00 | 
                516.75 | 
                14.1% | 
                63.25 | 
                1.7% | 
                91% | 
                False | 
                False | 
                1,325,655 | 
                 
                
                | 100 | 
                3,714.75 | 
                3,181.25 | 
                533.50 | 
                14.5% | 
                59.00 | 
                1.6% | 
                91% | 
                False | 
                False | 
                1,061,132 | 
                 
                
                | 120 | 
                3,714.75 | 
                2,972.00 | 
                742.75 | 
                20.2% | 
                59.75 | 
                1.6% | 
                94% | 
                False | 
                False | 
                884,592 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,839.50 | 
         
        
            | 
2.618             | 
            3,778.75 | 
         
        
            | 
1.618             | 
            3,741.50 | 
         
        
            | 
1.000             | 
            3,718.50 | 
         
        
            | 
0.618             | 
            3,704.25 | 
         
        
            | 
HIGH             | 
            3,681.25 | 
         
        
            | 
0.618             | 
            3,667.00 | 
         
        
            | 
0.500             | 
            3,662.50 | 
         
        
            | 
0.382             | 
            3,658.25 | 
         
        
            | 
LOW             | 
            3,644.00 | 
         
        
            | 
0.618             | 
            3,621.00 | 
         
        
            | 
1.000             | 
            3,606.75 | 
         
        
            | 
1.618             | 
            3,583.75 | 
         
        
            | 
2.618             | 
            3,546.50 | 
         
        
            | 
4.250             | 
            3,485.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Dec-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,666.50 | 
                                3,679.50 | 
                             
                            
                                | PP | 
                                3,664.50 | 
                                3,675.75 | 
                             
                            
                                | S1 | 
                                3,662.50 | 
                                3,672.00 | 
                             
             
         |