| Trading Metrics calculated at close of trading on 16-Dec-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Dec-2020 | 16-Dec-2020 | Change | Change % | Previous Week |  
                        | Open | 3,481.0 | 3,520.0 | 39.0 | 1.1% | 3,518.0 |  
                        | High | 3,525.0 | 3,546.0 | 21.0 | 0.6% | 3,543.0 |  
                        | Low | 3,478.0 | 3,508.0 | 30.0 | 0.9% | 3,445.0 |  
                        | Close | 3,512.0 | 3,527.0 | 15.0 | 0.4% | 3,471.0 |  
                        | Range | 47.0 | 38.0 | -9.0 | -19.1% | 98.0 |  
                        | ATR | 47.0 | 46.3 | -0.6 | -1.4% | 0.0 |  
                        | Volume | 1,304,839 | 1,098,098 | -206,741 | -15.8% | 631,706 |  | 
    
| 
        
            | Daily Pivots for day following 16-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,641.0 | 3,622.0 | 3,547.9 |  |  
                | R3 | 3,603.0 | 3,584.0 | 3,537.5 |  |  
                | R2 | 3,565.0 | 3,565.0 | 3,534.0 |  |  
                | R1 | 3,546.0 | 3,546.0 | 3,530.5 | 3,555.5 |  
                | PP | 3,527.0 | 3,527.0 | 3,527.0 | 3,531.8 |  
                | S1 | 3,508.0 | 3,508.0 | 3,523.5 | 3,517.5 |  
                | S2 | 3,489.0 | 3,489.0 | 3,520.0 |  |  
                | S3 | 3,451.0 | 3,470.0 | 3,516.6 |  |  
                | S4 | 3,413.0 | 3,432.0 | 3,506.1 |  |  | 
        
            | 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 | 3,546.0 | 3,445.0 | 101.0 | 2.9% | 46.6 | 1.3% | 81% | True | False | 788,204 |  
                | 10 | 3,546.0 | 3,445.0 | 101.0 | 2.9% | 40.5 | 1.1% | 81% | True | False | 413,375 |  
                | 20 | 3,546.0 | 3,427.0 | 119.0 | 3.4% | 35.9 | 1.0% | 84% | True | False | 211,096 |  
                | 40 | 3,546.0 | 2,874.0 | 672.0 | 19.1% | 53.1 | 1.5% | 97% | True | False | 108,660 |  
                | 60 | 3,546.0 | 2,874.0 | 672.0 | 19.1% | 47.9 | 1.4% | 97% | True | False | 73,026 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,707.5 |  
            | 2.618 | 3,645.5 |  
            | 1.618 | 3,607.5 |  
            | 1.000 | 3,584.0 |  
            | 0.618 | 3,569.5 |  
            | HIGH | 3,546.0 |  
            | 0.618 | 3,531.5 |  
            | 0.500 | 3,527.0 |  
            | 0.382 | 3,522.5 |  
            | LOW | 3,508.0 |  
            | 0.618 | 3,484.5 |  
            | 1.000 | 3,470.0 |  
            | 1.618 | 3,446.5 |  
            | 2.618 | 3,408.5 |  
            | 4.250 | 3,346.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,527.0 | 3,521.8 |  
                                | PP | 3,527.0 | 3,516.7 |  
                                | S1 | 3,527.0 | 3,511.5 |  |