| Trading Metrics calculated at close of trading on 01-Dec-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Nov-2020 | 01-Dec-2020 | Change | Change % | Previous Week |  
                        | Open | 3,504.0 | 3,487.0 | -17.0 | -0.5% | 3,462.0 |  
                        | High | 3,518.0 | 3,516.0 | -2.0 | -0.1% | 3,522.0 |  
                        | Low | 3,465.0 | 3,485.0 | 20.0 | 0.6% | 3,445.0 |  
                        | Close | 3,492.0 | 3,516.0 | 24.0 | 0.7% | 3,519.0 |  
                        | Range | 53.0 | 31.0 | -22.0 | -41.5% | 77.0 |  
                        | ATR | 54.0 | 52.4 | -1.6 | -3.0% | 0.0 |  
                        | Volume | 2,168 | 15,321 | 13,153 | 606.7% | 22,908 |  | 
    
| 
        
            | Daily Pivots for day following 01-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,598.7 | 3,588.3 | 3,533.1 |  |  
                | R3 | 3,567.7 | 3,557.3 | 3,524.5 |  |  
                | R2 | 3,536.7 | 3,536.7 | 3,521.7 |  |  
                | R1 | 3,526.3 | 3,526.3 | 3,518.8 | 3,531.5 |  
                | PP | 3,505.7 | 3,505.7 | 3,505.7 | 3,508.3 |  
                | S1 | 3,495.3 | 3,495.3 | 3,513.2 | 3,500.5 |  
                | S2 | 3,474.7 | 3,474.7 | 3,510.3 |  |  
                | S3 | 3,443.7 | 3,464.3 | 3,507.5 |  |  
                | S4 | 3,412.7 | 3,433.3 | 3,499.0 |  |  | 
        
            | Weekly Pivots for week ending 27-Nov-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,726.3 | 3,699.7 | 3,561.4 |  |  
                | R3 | 3,649.3 | 3,622.7 | 3,540.2 |  |  
                | R2 | 3,572.3 | 3,572.3 | 3,533.1 |  |  
                | R1 | 3,545.7 | 3,545.7 | 3,526.1 | 3,559.0 |  
                | PP | 3,495.3 | 3,495.3 | 3,495.3 | 3,502.0 |  
                | S1 | 3,468.7 | 3,468.7 | 3,511.9 | 3,482.0 |  
                | S2 | 3,418.3 | 3,418.3 | 3,504.9 |  |  
                | S3 | 3,341.3 | 3,391.7 | 3,497.8 |  |  
                | S4 | 3,264.3 | 3,314.7 | 3,476.7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,522.0 | 3,465.0 | 57.0 | 1.6% | 33.6 | 1.0% | 89% | False | False | 6,660 |  
                | 10 | 3,522.0 | 3,427.0 | 95.0 | 2.7% | 32.4 | 0.9% | 94% | False | False | 7,323 |  
                | 20 | 3,522.0 | 3,033.0 | 489.0 | 13.9% | 54.6 | 1.6% | 99% | False | False | 7,136 |  
                | 40 | 3,522.0 | 2,874.0 | 648.0 | 18.4% | 52.7 | 1.5% | 99% | False | False | 5,031 |  
                | 60 | 3,522.0 | 2,874.0 | 648.0 | 18.4% | 45.7 | 1.3% | 99% | False | False | 4,121 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,647.8 |  
            | 2.618 | 3,597.2 |  
            | 1.618 | 3,566.2 |  
            | 1.000 | 3,547.0 |  
            | 0.618 | 3,535.2 |  
            | HIGH | 3,516.0 |  
            | 0.618 | 3,504.2 |  
            | 0.500 | 3,500.5 |  
            | 0.382 | 3,496.8 |  
            | LOW | 3,485.0 |  
            | 0.618 | 3,465.8 |  
            | 1.000 | 3,454.0 |  
            | 1.618 | 3,434.8 |  
            | 2.618 | 3,403.8 |  
            | 4.250 | 3,353.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,510.8 | 3,508.5 |  
                                | PP | 3,505.7 | 3,501.0 |  
                                | S1 | 3,500.5 | 3,493.5 |  |