| 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 | 3,530.0 | 3,512.0 | -18.0 | -0.5% | 3,504.0 |  
                        | High | 3,543.0 | 3,527.0 | -16.0 | -0.5% | 3,525.0 |  
                        | Low | 3,500.0 | 3,483.0 | -17.0 | -0.5% | 3,465.0 |  
                        | Close | 3,519.0 | 3,510.0 | -9.0 | -0.3% | 3,520.0 |  
                        | Range | 43.0 | 44.0 | 1.0 | 2.3% | 60.0 |  
                        | ATR | 45.8 | 45.7 | -0.1 | -0.3% | 0.0 |  
                        | Volume | 80,913 | 156,142 | 75,229 | 93.0% | 93,080 |  | 
    
| 
        
            | Daily Pivots for day following 10-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,638.7 | 3,618.3 | 3,534.2 |  |  
                | R3 | 3,594.7 | 3,574.3 | 3,522.1 |  |  
                | R2 | 3,550.7 | 3,550.7 | 3,518.1 |  |  
                | R1 | 3,530.3 | 3,530.3 | 3,514.0 | 3,518.5 |  
                | PP | 3,506.7 | 3,506.7 | 3,506.7 | 3,500.8 |  
                | S1 | 3,486.3 | 3,486.3 | 3,506.0 | 3,474.5 |  
                | S2 | 3,462.7 | 3,462.7 | 3,501.9 |  |  
                | S3 | 3,418.7 | 3,442.3 | 3,497.9 |  |  
                | S4 | 3,374.7 | 3,398.3 | 3,485.8 |  |  | 
        
            | Weekly Pivots for week ending 04-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,683.3 | 3,661.7 | 3,553.0 |  |  
                | R3 | 3,623.3 | 3,601.7 | 3,536.5 |  |  
                | R2 | 3,563.3 | 3,563.3 | 3,531.0 |  |  
                | R1 | 3,541.7 | 3,541.7 | 3,525.5 | 3,552.5 |  
                | PP | 3,503.3 | 3,503.3 | 3,503.3 | 3,508.8 |  
                | S1 | 3,481.7 | 3,481.7 | 3,514.5 | 3,492.5 |  
                | S2 | 3,443.3 | 3,443.3 | 3,509.0 |  |  
                | S3 | 3,383.3 | 3,421.7 | 3,503.5 |  |  
                | S4 | 3,323.3 | 3,361.7 | 3,487.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,543.0 | 3,482.0 | 61.0 | 1.7% | 38.2 | 1.1% | 46% | False | False | 63,625 |  
                | 10 | 3,543.0 | 3,465.0 | 78.0 | 2.2% | 36.0 | 1.0% | 58% | False | False | 39,340 |  
                | 20 | 3,543.0 | 3,386.0 | 157.0 | 4.5% | 34.4 | 1.0% | 79% | False | False | 22,574 |  
                | 40 | 3,543.0 | 2,874.0 | 669.0 | 19.1% | 53.3 | 1.5% | 95% | False | False | 14,098 |  
                | 60 | 3,543.0 | 2,874.0 | 669.0 | 19.1% | 48.3 | 1.4% | 95% | False | False | 10,116 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,714.0 |  
            | 2.618 | 3,642.2 |  
            | 1.618 | 3,598.2 |  
            | 1.000 | 3,571.0 |  
            | 0.618 | 3,554.2 |  
            | HIGH | 3,527.0 |  
            | 0.618 | 3,510.2 |  
            | 0.500 | 3,505.0 |  
            | 0.382 | 3,499.8 |  
            | LOW | 3,483.0 |  
            | 0.618 | 3,455.8 |  
            | 1.000 | 3,439.0 |  
            | 1.618 | 3,411.8 |  
            | 2.618 | 3,367.8 |  
            | 4.250 | 3,296.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,508.3 | 3,513.0 |  
                                | PP | 3,506.7 | 3,512.0 |  
                                | S1 | 3,505.0 | 3,511.0 |  |