| Trading Metrics calculated at close of trading on 18-Dec-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Dec-2020 | 18-Dec-2020 | Change | Change % | Previous Week |  
                        | Open | 3,526.0 | 3,542.0 | 16.0 | 0.5% | 3,491.0 |  
                        | High | 3,558.0 | 3,570.0 | 12.0 | 0.3% | 3,570.0 |  
                        | Low | 3,526.0 | 3,514.0 | -12.0 | -0.3% | 3,477.0 |  
                        | Close | 3,546.0 | 3,527.0 | -19.0 | -0.5% | 3,527.0 |  
                        | Range | 32.0 | 56.0 | 24.0 | 75.0% | 93.0 |  
                        | ATR | 45.3 | 46.1 | 0.8 | 1.7% | 0.0 |  
                        | Volume | 752,103 | 1,077,471 | 325,368 | 43.3% | 5,280,899 |  | 
    
| 
        
            | Daily Pivots for day following 18-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,705.0 | 3,672.0 | 3,557.8 |  |  
                | R3 | 3,649.0 | 3,616.0 | 3,542.4 |  |  
                | R2 | 3,593.0 | 3,593.0 | 3,537.3 |  |  
                | R1 | 3,560.0 | 3,560.0 | 3,532.1 | 3,548.5 |  
                | PP | 3,537.0 | 3,537.0 | 3,537.0 | 3,531.3 |  
                | S1 | 3,504.0 | 3,504.0 | 3,521.9 | 3,492.5 |  
                | S2 | 3,481.0 | 3,481.0 | 3,516.7 |  |  
                | S3 | 3,425.0 | 3,448.0 | 3,511.6 |  |  
                | S4 | 3,369.0 | 3,392.0 | 3,496.2 |  |  | 
        
            | Weekly Pivots for week ending 18-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,803.7 | 3,758.3 | 3,578.2 |  |  
                | R3 | 3,710.7 | 3,665.3 | 3,552.6 |  |  
                | R2 | 3,617.7 | 3,617.7 | 3,544.1 |  |  
                | R1 | 3,572.3 | 3,572.3 | 3,535.5 | 3,595.0 |  
                | PP | 3,524.7 | 3,524.7 | 3,524.7 | 3,536.0 |  
                | S1 | 3,479.3 | 3,479.3 | 3,518.5 | 3,502.0 |  
                | S2 | 3,431.7 | 3,431.7 | 3,510.0 |  |  
                | S3 | 3,338.7 | 3,386.3 | 3,501.4 |  |  
                | S4 | 3,245.7 | 3,293.3 | 3,475.9 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,570.0 | 3,477.0 | 93.0 | 2.6% | 42.6 | 1.2% | 54% | True | False | 1,056,179 |  
                | 10 | 3,570.0 | 3,445.0 | 125.0 | 3.5% | 43.6 | 1.2% | 66% | True | False | 591,260 |  
                | 20 | 3,570.0 | 3,445.0 | 125.0 | 3.5% | 37.7 | 1.1% | 66% | True | False | 301,429 |  
                | 40 | 3,570.0 | 2,874.0 | 696.0 | 19.7% | 53.0 | 1.5% | 94% | True | False | 154,241 |  
                | 60 | 3,570.0 | 2,874.0 | 696.0 | 19.7% | 47.9 | 1.4% | 94% | True | False | 103,481 |  
                | 80 | 3,570.0 | 2,874.0 | 696.0 | 19.7% | 42.8 | 1.2% | 94% | True | False | 77,945 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,808.0 |  
            | 2.618 | 3,716.6 |  
            | 1.618 | 3,660.6 |  
            | 1.000 | 3,626.0 |  
            | 0.618 | 3,604.6 |  
            | HIGH | 3,570.0 |  
            | 0.618 | 3,548.6 |  
            | 0.500 | 3,542.0 |  
            | 0.382 | 3,535.4 |  
            | LOW | 3,514.0 |  
            | 0.618 | 3,479.4 |  
            | 1.000 | 3,458.0 |  
            | 1.618 | 3,423.4 |  
            | 2.618 | 3,367.4 |  
            | 4.250 | 3,276.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,542.0 | 3,539.0 |  
                                | PP | 3,537.0 | 3,535.0 |  
                                | S1 | 3,532.0 | 3,531.0 |  |