| Trading Metrics calculated at close of trading on 14-Dec-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Dec-2020 | 
                    14-Dec-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,670.00 | 
                        3,677.75 | 
                        7.75 | 
                        0.2% | 
                        3,694.75 | 
                     
                    
                        | High | 
                        3,674.75 | 
                        3,698.00 | 
                        23.25 | 
                        0.6% | 
                        3,714.75 | 
                     
                    
                        | Low | 
                        3,628.25 | 
                        3,642.75 | 
                        14.50 | 
                        0.4% | 
                        3,628.25 | 
                     
                    
                        | Close | 
                        3,661.25 | 
                        3,646.50 | 
                        -14.75 | 
                        -0.4% | 
                        3,661.25 | 
                     
                    
                        | Range | 
                        46.50 | 
                        55.25 | 
                        8.75 | 
                        18.8% | 
                        86.50 | 
                     
                    
                        | ATR | 
                        51.46 | 
                        51.73 | 
                        0.27 | 
                        0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,538,362 | 
                        1,486,250 | 
                        -52,112 | 
                        -3.4% | 
                        7,129,113 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,828.25 | 
                3,792.50 | 
                3,677.00 | 
                 | 
             
            
                | R3 | 
                3,773.00 | 
                3,737.25 | 
                3,661.75 | 
                 | 
             
            
                | R2 | 
                3,717.75 | 
                3,717.75 | 
                3,656.75 | 
                 | 
             
            
                | R1 | 
                3,682.00 | 
                3,682.00 | 
                3,651.50 | 
                3,672.25 | 
             
            
                | PP | 
                3,662.50 | 
                3,662.50 | 
                3,662.50 | 
                3,657.50 | 
             
            
                | S1 | 
                3,626.75 | 
                3,626.75 | 
                3,641.50 | 
                3,617.00 | 
             
            
                | S2 | 
                3,607.25 | 
                3,607.25 | 
                3,636.25 | 
                 | 
             
            
                | S3 | 
                3,552.00 | 
                3,571.50 | 
                3,631.25 | 
                 | 
             
            
                | S4 | 
                3,496.75 | 
                3,516.25 | 
                3,616.00 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                47.50 | 
                1.3% | 
                21% | 
                False | 
                False | 
                1,507,398 | 
                 
                
                | 10 | 
                3,714.75 | 
                3,626.00 | 
                88.75 | 
                2.4% | 
                41.50 | 
                1.1% | 
                23% | 
                False | 
                False | 
                1,320,328 | 
                 
                
                | 20 | 
                3,714.75 | 
                3,542.25 | 
                172.50 | 
                4.7% | 
                44.75 | 
                1.2% | 
                60% | 
                False | 
                False | 
                1,272,160 | 
                 
                
                | 40 | 
                3,714.75 | 
                3,225.00 | 
                489.75 | 
                13.4% | 
                60.25 | 
                1.7% | 
                86% | 
                False | 
                False | 
                1,563,776 | 
                 
                
                | 60 | 
                3,714.75 | 
                3,198.00 | 
                516.75 | 
                14.2% | 
                62.25 | 
                1.7% | 
                87% | 
                False | 
                False | 
                1,586,757 | 
                 
                
                | 80 | 
                3,714.75 | 
                3,198.00 | 
                516.75 | 
                14.2% | 
                63.75 | 
                1.7% | 
                87% | 
                False | 
                False | 
                1,363,315 | 
                 
                
                | 100 | 
                3,714.75 | 
                3,181.25 | 
                533.50 | 
                14.6% | 
                59.00 | 
                1.6% | 
                87% | 
                False | 
                False | 
                1,091,356 | 
                 
                
                | 120 | 
                3,714.75 | 
                2,972.00 | 
                742.75 | 
                20.4% | 
                59.00 | 
                1.6% | 
                91% | 
                False | 
                False | 
                909,748 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,932.75 | 
         
        
            | 
2.618             | 
            3,842.75 | 
         
        
            | 
1.618             | 
            3,787.50 | 
         
        
            | 
1.000             | 
            3,753.25 | 
         
        
            | 
0.618             | 
            3,732.25 | 
         
        
            | 
HIGH             | 
            3,698.00 | 
         
        
            | 
0.618             | 
            3,677.00 | 
         
        
            | 
0.500             | 
            3,670.50 | 
         
        
            | 
0.382             | 
            3,663.75 | 
         
        
            | 
LOW             | 
            3,642.75 | 
         
        
            | 
0.618             | 
            3,608.50 | 
         
        
            | 
1.000             | 
            3,587.50 | 
         
        
            | 
1.618             | 
            3,553.25 | 
         
        
            | 
2.618             | 
            3,498.00 | 
         
        
            | 
4.250             | 
            3,408.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Dec-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,670.50 | 
                                3,663.00 | 
                             
                            
                                | PP | 
                                3,662.50 | 
                                3,657.50 | 
                             
                            
                                | S1 | 
                                3,654.50 | 
                                3,652.00 | 
                             
             
         |