| 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 | 3,509.0 | 3,491.0 | -18.0 | -0.5% | 3,518.0 |  
                        | High | 3,509.0 | 3,517.0 | 8.0 | 0.2% | 3,543.0 |  
                        | Low | 3,445.0 | 3,477.0 | 32.0 | 0.9% | 3,445.0 |  
                        | Close | 3,471.0 | 3,493.0 | 22.0 | 0.6% | 3,471.0 |  
                        | Range | 64.0 | 40.0 | -24.0 | -37.5% | 98.0 |  
                        | ATR | 47.1 | 47.0 | -0.1 | -0.2% | 0.0 |  
                        | Volume | 333,554 | 1,048,388 | 714,834 | 214.3% | 631,706 |  | 
    
| 
        
            | Daily Pivots for day following 14-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,615.7 | 3,594.3 | 3,515.0 |  |  
                | R3 | 3,575.7 | 3,554.3 | 3,504.0 |  |  
                | R2 | 3,535.7 | 3,535.7 | 3,500.3 |  |  
                | R1 | 3,514.3 | 3,514.3 | 3,496.7 | 3,525.0 |  
                | PP | 3,495.7 | 3,495.7 | 3,495.7 | 3,501.0 |  
                | S1 | 3,474.3 | 3,474.3 | 3,489.3 | 3,485.0 |  
                | S2 | 3,455.7 | 3,455.7 | 3,485.7 |  |  
                | S3 | 3,415.7 | 3,434.3 | 3,482.0 |  |  
                | S4 | 3,375.7 | 3,394.3 | 3,471.0 |  |  | 
        
            | 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% | 45.0 | 1.3% | 49% | False | False | 332,135 |  
                | 10 | 3,543.0 | 3,445.0 | 98.0 | 2.8% | 37.2 | 1.1% | 49% | False | False | 177,100 |  
                | 20 | 3,543.0 | 3,427.0 | 116.0 | 3.3% | 34.7 | 1.0% | 57% | False | False | 91,554 |  
                | 40 | 3,543.0 | 2,874.0 | 669.0 | 19.2% | 53.0 | 1.5% | 93% | False | False | 48,588 |  
                | 60 | 3,543.0 | 2,874.0 | 669.0 | 19.2% | 47.8 | 1.4% | 93% | False | False | 33,133 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,687.0 |  
            | 2.618 | 3,621.7 |  
            | 1.618 | 3,581.7 |  
            | 1.000 | 3,557.0 |  
            | 0.618 | 3,541.7 |  
            | HIGH | 3,517.0 |  
            | 0.618 | 3,501.7 |  
            | 0.500 | 3,497.0 |  
            | 0.382 | 3,492.3 |  
            | LOW | 3,477.0 |  
            | 0.618 | 3,452.3 |  
            | 1.000 | 3,437.0 |  
            | 1.618 | 3,412.3 |  
            | 2.618 | 3,372.3 |  
            | 4.250 | 3,307.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,497.0 | 3,490.7 |  
                                | PP | 3,495.7 | 3,488.3 |  
                                | S1 | 3,494.3 | 3,486.0 |  |