| 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 | 3,491.0 | 3,481.0 | -10.0 | -0.3% | 3,518.0 |  
                        | High | 3,517.0 | 3,525.0 | 8.0 | 0.2% | 3,543.0 |  
                        | Low | 3,477.0 | 3,478.0 | 1.0 | 0.0% | 3,445.0 |  
                        | Close | 3,493.0 | 3,512.0 | 19.0 | 0.5% | 3,471.0 |  
                        | Range | 40.0 | 47.0 | 7.0 | 17.5% | 98.0 |  
                        | ATR | 47.0 | 47.0 | 0.0 | 0.0% | 0.0 |  
                        | Volume | 1,048,388 | 1,304,839 | 256,451 | 24.5% | 631,706 |  | 
    
| 
        
            | Daily Pivots for day following 15-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,646.0 | 3,626.0 | 3,537.9 |  |  
                | R3 | 3,599.0 | 3,579.0 | 3,524.9 |  |  
                | R2 | 3,552.0 | 3,552.0 | 3,520.6 |  |  
                | R1 | 3,532.0 | 3,532.0 | 3,516.3 | 3,542.0 |  
                | PP | 3,505.0 | 3,505.0 | 3,505.0 | 3,510.0 |  
                | S1 | 3,485.0 | 3,485.0 | 3,507.7 | 3,495.0 |  
                | S2 | 3,458.0 | 3,458.0 | 3,503.4 |  |  
                | S3 | 3,411.0 | 3,438.0 | 3,499.1 |  |  
                | S4 | 3,364.0 | 3,391.0 | 3,486.2 |  |  | 
        
            | 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% | 47.6 | 1.4% | 68% | False | False | 584,767 |  
                | 10 | 3,543.0 | 3,445.0 | 98.0 | 2.8% | 38.8 | 1.1% | 68% | False | False | 306,052 |  
                | 20 | 3,543.0 | 3,427.0 | 116.0 | 3.3% | 35.6 | 1.0% | 73% | False | False | 156,688 |  
                | 40 | 3,543.0 | 2,874.0 | 669.0 | 19.0% | 53.7 | 1.5% | 95% | False | False | 81,208 |  
                | 60 | 3,543.0 | 2,874.0 | 669.0 | 19.0% | 48.3 | 1.4% | 95% | False | False | 54,726 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,724.8 |  
            | 2.618 | 3,648.0 |  
            | 1.618 | 3,601.0 |  
            | 1.000 | 3,572.0 |  
            | 0.618 | 3,554.0 |  
            | HIGH | 3,525.0 |  
            | 0.618 | 3,507.0 |  
            | 0.500 | 3,501.5 |  
            | 0.382 | 3,496.0 |  
            | LOW | 3,478.0 |  
            | 0.618 | 3,449.0 |  
            | 1.000 | 3,431.0 |  
            | 1.618 | 3,402.0 |  
            | 2.618 | 3,355.0 |  
            | 4.250 | 3,278.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,508.5 | 3,503.0 |  
                                | PP | 3,505.0 | 3,494.0 |  
                                | S1 | 3,501.5 | 3,485.0 |  |