| 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 | 3,512.0 | 3,509.0 | -3.0 | -0.1% | 3,518.0 |  
                        | High | 3,527.0 | 3,509.0 | -18.0 | -0.5% | 3,543.0 |  
                        | Low | 3,483.0 | 3,445.0 | -38.0 | -1.1% | 3,445.0 |  
                        | Close | 3,510.0 | 3,471.0 | -39.0 | -1.1% | 3,471.0 |  
                        | Range | 44.0 | 64.0 | 20.0 | 45.5% | 98.0 |  
                        | ATR | 45.7 | 47.1 | 1.4 | 3.0% | 0.0 |  
                        | Volume | 156,142 | 333,554 | 177,412 | 113.6% | 631,706 |  | 
    
| 
        
            | Daily Pivots for day following 11-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,667.0 | 3,633.0 | 3,506.2 |  |  
                | R3 | 3,603.0 | 3,569.0 | 3,488.6 |  |  
                | R2 | 3,539.0 | 3,539.0 | 3,482.7 |  |  
                | R1 | 3,505.0 | 3,505.0 | 3,476.9 | 3,490.0 |  
                | PP | 3,475.0 | 3,475.0 | 3,475.0 | 3,467.5 |  
                | S1 | 3,441.0 | 3,441.0 | 3,465.1 | 3,426.0 |  
                | S2 | 3,411.0 | 3,411.0 | 3,459.3 |  |  
                | S3 | 3,347.0 | 3,377.0 | 3,453.4 |  |  
                | S4 | 3,283.0 | 3,313.0 | 3,435.8 |  |  | 
        
            | Weekly Pivots for week ending 11-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,780.3 | 3,723.7 | 3,524.9 |  |  
                | R3 | 3,682.3 | 3,625.7 | 3,498.0 |  |  
                | R2 | 3,584.3 | 3,584.3 | 3,489.0 |  |  
                | R1 | 3,527.7 | 3,527.7 | 3,480.0 | 3,507.0 |  
                | PP | 3,486.3 | 3,486.3 | 3,486.3 | 3,476.0 |  
                | S1 | 3,429.7 | 3,429.7 | 3,462.0 | 3,409.0 |  
                | S2 | 3,388.3 | 3,388.3 | 3,453.0 |  |  
                | S3 | 3,290.3 | 3,331.7 | 3,444.1 |  |  
                | S4 | 3,192.3 | 3,233.7 | 3,417.1 |  |  | 
    
    | 
            
                | 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 | 3,445.0 | 98.0 | 2.8% | 44.6 | 1.3% | 27% | False | True | 126,341 |  
                | 10 | 3,543.0 | 3,445.0 | 98.0 | 2.8% | 38.5 | 1.1% | 27% | False | True | 72,478 |  
                | 20 | 3,543.0 | 3,427.0 | 116.0 | 3.3% | 34.9 | 1.0% | 38% | False | False | 39,234 |  
                | 40 | 3,543.0 | 2,874.0 | 669.0 | 19.3% | 53.8 | 1.5% | 89% | False | False | 22,381 |  
                | 60 | 3,543.0 | 2,874.0 | 669.0 | 19.3% | 49.0 | 1.4% | 89% | False | False | 15,675 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,781.0 |  
            | 2.618 | 3,676.6 |  
            | 1.618 | 3,612.6 |  
            | 1.000 | 3,573.0 |  
            | 0.618 | 3,548.6 |  
            | HIGH | 3,509.0 |  
            | 0.618 | 3,484.6 |  
            | 0.500 | 3,477.0 |  
            | 0.382 | 3,469.4 |  
            | LOW | 3,445.0 |  
            | 0.618 | 3,405.4 |  
            | 1.000 | 3,381.0 |  
            | 1.618 | 3,341.4 |  
            | 2.618 | 3,277.4 |  
            | 4.250 | 3,173.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,477.0 | 3,494.0 |  
                                | PP | 3,475.0 | 3,486.3 |  
                                | S1 | 3,473.0 | 3,478.7 |  |