| Trading Metrics calculated at close of trading on 21-Dec-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Dec-2020 | 21-Dec-2020 | Change | Change % | Previous Week |  
                        | Open | 3,542.0 | 3,514.0 | -28.0 | -0.8% | 3,491.0 |  
                        | High | 3,570.0 | 3,517.0 | -53.0 | -1.5% | 3,570.0 |  
                        | Low | 3,514.0 | 3,379.0 | -135.0 | -3.8% | 3,477.0 |  
                        | Close | 3,527.0 | 3,431.0 | -96.0 | -2.7% | 3,527.0 |  
                        | Range | 56.0 | 138.0 | 82.0 | 146.4% | 93.0 |  
                        | ATR | 46.1 | 53.4 | 7.3 | 15.8% | 0.0 |  
                        | Volume | 1,077,471 | 1,290,447 | 212,976 | 19.8% | 5,280,899 |  | 
    
| 
        
            | Daily Pivots for day following 21-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,856.3 | 3,781.7 | 3,506.9 |  |  
                | R3 | 3,718.3 | 3,643.7 | 3,469.0 |  |  
                | R2 | 3,580.3 | 3,580.3 | 3,456.3 |  |  
                | R1 | 3,505.7 | 3,505.7 | 3,443.7 | 3,474.0 |  
                | PP | 3,442.3 | 3,442.3 | 3,442.3 | 3,426.5 |  
                | S1 | 3,367.7 | 3,367.7 | 3,418.4 | 3,336.0 |  
                | S2 | 3,304.3 | 3,304.3 | 3,405.7 |  |  
                | S3 | 3,166.3 | 3,229.7 | 3,393.1 |  |  
                | S4 | 3,028.3 | 3,091.7 | 3,355.1 |  |  | 
        
            | 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 | 3,379.0 | 191.0 | 5.6% | 62.2 | 1.8% | 27% | False | True | 1,104,591 |  
                | 10 | 3,570.0 | 3,379.0 | 191.0 | 5.6% | 53.6 | 1.6% | 27% | False | True | 718,363 |  
                | 20 | 3,570.0 | 3,379.0 | 191.0 | 5.6% | 42.5 | 1.2% | 27% | False | True | 365,929 |  
                | 40 | 3,570.0 | 2,874.0 | 696.0 | 20.3% | 54.7 | 1.6% | 80% | False | False | 186,244 |  
                | 60 | 3,570.0 | 2,874.0 | 696.0 | 20.3% | 49.3 | 1.4% | 80% | False | False | 124,921 |  
                | 80 | 3,570.0 | 2,874.0 | 696.0 | 20.3% | 44.3 | 1.3% | 80% | False | False | 94,076 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,103.5 |  
            | 2.618 | 3,878.3 |  
            | 1.618 | 3,740.3 |  
            | 1.000 | 3,655.0 |  
            | 0.618 | 3,602.3 |  
            | HIGH | 3,517.0 |  
            | 0.618 | 3,464.3 |  
            | 0.500 | 3,448.0 |  
            | 0.382 | 3,431.7 |  
            | LOW | 3,379.0 |  
            | 0.618 | 3,293.7 |  
            | 1.000 | 3,241.0 |  
            | 1.618 | 3,155.7 |  
            | 2.618 | 3,017.7 |  
            | 4.250 | 2,792.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,448.0 | 3,474.5 |  
                                | PP | 3,442.3 | 3,460.0 |  
                                | S1 | 3,436.7 | 3,445.5 |  |