| Trading Metrics calculated at close of trading on 11-Dec-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Dec-2020 | 
                    11-Dec-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,669.50 | 
                        3,670.00 | 
                        0.50 | 
                        0.0% | 
                        3,694.75 | 
                     
                    
                        | High | 
                        3,681.25 | 
                        3,674.75 | 
                        -6.50 | 
                        -0.2% | 
                        3,714.75 | 
                     
                    
                        | Low | 
                        3,644.00 | 
                        3,628.25 | 
                        -15.75 | 
                        -0.4% | 
                        3,628.25 | 
                     
                    
                        | Close | 
                        3,668.50 | 
                        3,661.25 | 
                        -7.25 | 
                        -0.2% | 
                        3,661.25 | 
                     
                    
                        | Range | 
                        37.25 | 
                        46.50 | 
                        9.25 | 
                        24.8% | 
                        86.50 | 
                     
                    
                        | ATR | 
                        51.84 | 
                        51.46 | 
                        -0.38 | 
                        -0.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,601,203 | 
                        1,538,362 | 
                        -62,841 | 
                        -3.9% | 
                        7,129,113 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,794.25 | 
                3,774.25 | 
                3,686.75 | 
                 | 
             
            
                | R3 | 
                3,747.75 | 
                3,727.75 | 
                3,674.00 | 
                 | 
             
            
                | R2 | 
                3,701.25 | 
                3,701.25 | 
                3,669.75 | 
                 | 
             
            
                | R1 | 
                3,681.25 | 
                3,681.25 | 
                3,665.50 | 
                3,668.00 | 
             
            
                | PP | 
                3,654.75 | 
                3,654.75 | 
                3,654.75 | 
                3,648.00 | 
             
            
                | S1 | 
                3,634.75 | 
                3,634.75 | 
                3,657.00 | 
                3,621.50 | 
             
            
                | S2 | 
                3,608.25 | 
                3,608.25 | 
                3,652.75 | 
                 | 
             
            
                | S3 | 
                3,561.75 | 
                3,588.25 | 
                3,648.50 | 
                 | 
             
            
                | S4 | 
                3,515.25 | 
                3,541.75 | 
                3,635.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,927.50 | 
                3,881.00 | 
                3,708.75 | 
                 | 
             
            
                | R3 | 
                3,841.00 | 
                3,794.50 | 
                3,685.00 | 
                 | 
             
            
                | R2 | 
                3,754.50 | 
                3,754.50 | 
                3,677.00 | 
                 | 
             
            
                | R1 | 
                3,708.00 | 
                3,708.00 | 
                3,669.25 | 
                3,688.00 | 
             
            
                | PP | 
                3,668.00 | 
                3,668.00 | 
                3,668.00 | 
                3,658.00 | 
             
            
                | S1 | 
                3,621.50 | 
                3,621.50 | 
                3,653.25 | 
                3,601.50 | 
             
            
                | S2 | 
                3,581.50 | 
                3,581.50 | 
                3,645.50 | 
                 | 
             
            
                | S3 | 
                3,495.00 | 
                3,535.00 | 
                3,637.50 | 
                 | 
             
            
                | S4 | 
                3,408.50 | 
                3,448.50 | 
                3,613.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                3,628.25 | 
                86.50 | 
                2.4% | 
                43.00 | 
                1.2% | 
                38% | 
                False | 
                True | 
                1,425,822 | 
                 
                
                | 10 | 
                3,714.75 | 
                3,592.25 | 
                122.50 | 
                3.3% | 
                41.75 | 
                1.1% | 
                56% | 
                False | 
                False | 
                1,342,930 | 
                 
                
                | 20 | 
                3,714.75 | 
                3,518.00 | 
                196.75 | 
                5.4% | 
                45.50 | 
                1.2% | 
                73% | 
                False | 
                False | 
                1,264,574 | 
                 
                
                | 40 | 
                3,714.75 | 
                3,225.00 | 
                489.75 | 
                13.4% | 
                60.00 | 
                1.6% | 
                89% | 
                False | 
                False | 
                1,561,593 | 
                 
                
                | 60 | 
                3,714.75 | 
                3,198.00 | 
                516.75 | 
                14.1% | 
                62.75 | 
                1.7% | 
                90% | 
                False | 
                False | 
                1,601,412 | 
                 
                
                | 80 | 
                3,714.75 | 
                3,198.00 | 
                516.75 | 
                14.1% | 
                63.50 | 
                1.7% | 
                90% | 
                False | 
                False | 
                1,344,788 | 
                 
                
                | 100 | 
                3,714.75 | 
                3,181.25 | 
                533.50 | 
                14.6% | 
                59.00 | 
                1.6% | 
                90% | 
                False | 
                False | 
                1,076,504 | 
                 
                
                | 120 | 
                3,714.75 | 
                2,972.00 | 
                742.75 | 
                20.3% | 
                59.50 | 
                1.6% | 
                93% | 
                False | 
                False | 
                897,394 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,872.50 | 
         
        
            | 
2.618             | 
            3,796.50 | 
         
        
            | 
1.618             | 
            3,750.00 | 
         
        
            | 
1.000             | 
            3,721.25 | 
         
        
            | 
0.618             | 
            3,703.50 | 
         
        
            | 
HIGH             | 
            3,674.75 | 
         
        
            | 
0.618             | 
            3,657.00 | 
         
        
            | 
0.500             | 
            3,651.50 | 
         
        
            | 
0.382             | 
            3,646.00 | 
         
        
            | 
LOW             | 
            3,628.25 | 
         
        
            | 
0.618             | 
            3,599.50 | 
         
        
            | 
1.000             | 
            3,581.75 | 
         
        
            | 
1.618             | 
            3,553.00 | 
         
        
            | 
2.618             | 
            3,506.50 | 
         
        
            | 
4.250             | 
            3,430.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Dec-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,658.00 | 
                                3,671.50 | 
                             
                            
                                | PP | 
                                3,654.75 | 
                                3,668.00 | 
                             
                            
                                | S1 | 
                                3,651.50 | 
                                3,664.75 | 
                             
             
         |