| Trading Metrics calculated at close of trading on 15-Dec-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Dec-2020 | 
                    15-Dec-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,677.75 | 
                        3,653.00 | 
                        -24.75 | 
                        -0.7% | 
                        3,694.75 | 
                     
                    
                        | High | 
                        3,698.00 | 
                        3,695.75 | 
                        -2.25 | 
                        -0.1% | 
                        3,714.75 | 
                     
                    
                        | Low | 
                        3,642.75 | 
                        3,642.75 | 
                        0.00 | 
                        0.0% | 
                        3,628.25 | 
                     
                    
                        | Close | 
                        3,646.50 | 
                        3,694.50 | 
                        48.00 | 
                        1.3% | 
                        3,661.25 | 
                     
                    
                        | Range | 
                        55.25 | 
                        53.00 | 
                        -2.25 | 
                        -4.1% | 
                        86.50 | 
                     
                    
                        | ATR | 
                        51.73 | 
                        51.82 | 
                        0.09 | 
                        0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,486,250 | 
                        1,029,503 | 
                        -456,747 | 
                        -30.7% | 
                        7,129,113 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,836.75 | 
                3,818.50 | 
                3,723.75 | 
                 | 
             
            
                | R3 | 
                3,783.75 | 
                3,765.50 | 
                3,709.00 | 
                 | 
             
            
                | R2 | 
                3,730.75 | 
                3,730.75 | 
                3,704.25 | 
                 | 
             
            
                | R1 | 
                3,712.50 | 
                3,712.50 | 
                3,699.25 | 
                3,721.50 | 
             
            
                | PP | 
                3,677.75 | 
                3,677.75 | 
                3,677.75 | 
                3,682.25 | 
             
            
                | S1 | 
                3,659.50 | 
                3,659.50 | 
                3,689.75 | 
                3,668.50 | 
             
            
                | S2 | 
                3,624.75 | 
                3,624.75 | 
                3,684.75 | 
                 | 
             
            
                | S3 | 
                3,571.75 | 
                3,606.50 | 
                3,680.00 | 
                 | 
             
            
                | S4 | 
                3,518.75 | 
                3,553.50 | 
                3,665.25 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                2.3% | 
                49.50 | 
                1.3% | 
                77% | 
                False | 
                False | 
                1,489,498 | 
                 
                
                | 10 | 
                3,714.75 | 
                3,628.25 | 
                86.50 | 
                2.3% | 
                41.50 | 
                1.1% | 
                77% | 
                False | 
                False | 
                1,286,745 | 
                 
                
                | 20 | 
                3,714.75 | 
                3,542.25 | 
                172.50 | 
                4.7% | 
                44.75 | 
                1.2% | 
                88% | 
                False | 
                False | 
                1,258,438 | 
                 
                
                | 40 | 
                3,714.75 | 
                3,225.00 | 
                489.75 | 
                13.3% | 
                59.50 | 
                1.6% | 
                96% | 
                False | 
                False | 
                1,548,367 | 
                 
                
                | 60 | 
                3,714.75 | 
                3,198.00 | 
                516.75 | 
                14.0% | 
                61.25 | 
                1.7% | 
                96% | 
                False | 
                False | 
                1,562,116 | 
                 
                
                | 80 | 
                3,714.75 | 
                3,198.00 | 
                516.75 | 
                14.0% | 
                64.00 | 
                1.7% | 
                96% | 
                False | 
                False | 
                1,376,148 | 
                 
                
                | 100 | 
                3,714.75 | 
                3,182.00 | 
                532.75 | 
                14.4% | 
                59.00 | 
                1.6% | 
                96% | 
                False | 
                False | 
                1,101,625 | 
                 
                
                | 120 | 
                3,714.75 | 
                2,972.00 | 
                742.75 | 
                20.1% | 
                58.75 | 
                1.6% | 
                97% | 
                False | 
                False | 
                918,303 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,921.00 | 
         
        
            | 
2.618             | 
            3,834.50 | 
         
        
            | 
1.618             | 
            3,781.50 | 
         
        
            | 
1.000             | 
            3,748.75 | 
         
        
            | 
0.618             | 
            3,728.50 | 
         
        
            | 
HIGH             | 
            3,695.75 | 
         
        
            | 
0.618             | 
            3,675.50 | 
         
        
            | 
0.500             | 
            3,669.25 | 
         
        
            | 
0.382             | 
            3,663.00 | 
         
        
            | 
LOW             | 
            3,642.75 | 
         
        
            | 
0.618             | 
            3,610.00 | 
         
        
            | 
1.000             | 
            3,589.75 | 
         
        
            | 
1.618             | 
            3,557.00 | 
         
        
            | 
2.618             | 
            3,504.00 | 
         
        
            | 
4.250             | 
            3,417.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Dec-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,686.00 | 
                                3,684.00 | 
                             
                            
                                | PP | 
                                3,677.75 | 
                                3,673.50 | 
                             
                            
                                | S1 | 
                                3,669.25 | 
                                3,663.00 | 
                             
             
         |