| Trading Metrics calculated at close of trading on 22-Dec-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Dec-2020 | 22-Dec-2020 | Change | Change % | Previous Week |  
                        | Open | 3,514.0 | 3,475.0 | -39.0 | -1.1% | 3,491.0 |  
                        | High | 3,517.0 | 3,485.0 | -32.0 | -0.9% | 3,570.0 |  
                        | Low | 3,379.0 | 3,430.0 | 51.0 | 1.5% | 3,477.0 |  
                        | Close | 3,431.0 | 3,481.0 | 50.0 | 1.5% | 3,527.0 |  
                        | Range | 138.0 | 55.0 | -83.0 | -60.1% | 93.0 |  
                        | ATR | 53.4 | 53.5 | 0.1 | 0.2% | 0.0 |  
                        | Volume | 1,290,447 | 660,595 | -629,852 | -48.8% | 5,280,899 |  | 
    
| 
        
            | Daily Pivots for day following 22-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,630.3 | 3,610.7 | 3,511.3 |  |  
                | R3 | 3,575.3 | 3,555.7 | 3,496.1 |  |  
                | R2 | 3,520.3 | 3,520.3 | 3,491.1 |  |  
                | R1 | 3,500.7 | 3,500.7 | 3,486.0 | 3,510.5 |  
                | PP | 3,465.3 | 3,465.3 | 3,465.3 | 3,470.3 |  
                | S1 | 3,445.7 | 3,445.7 | 3,476.0 | 3,455.5 |  
                | S2 | 3,410.3 | 3,410.3 | 3,470.9 |  |  
                | S3 | 3,355.3 | 3,390.7 | 3,465.9 |  |  
                | S4 | 3,300.3 | 3,335.7 | 3,450.8 |  |  | 
        
            | 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 | 5.5% | 63.8 | 1.8% | 53% | False | False | 975,742 |  
                | 10 | 3,570.0 | 3,379.0 | 191.0 | 5.5% | 55.7 | 1.6% | 53% | False | False | 780,255 |  
                | 20 | 3,570.0 | 3,379.0 | 191.0 | 5.5% | 43.8 | 1.3% | 53% | False | False | 398,627 |  
                | 40 | 3,570.0 | 2,874.0 | 696.0 | 20.0% | 54.2 | 1.6% | 87% | False | False | 202,653 |  
                | 60 | 3,570.0 | 2,874.0 | 696.0 | 20.0% | 49.9 | 1.4% | 87% | False | False | 135,927 |  
                | 80 | 3,570.0 | 2,874.0 | 696.0 | 20.0% | 44.9 | 1.3% | 87% | False | False | 102,333 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,718.8 |  
            | 2.618 | 3,629.0 |  
            | 1.618 | 3,574.0 |  
            | 1.000 | 3,540.0 |  
            | 0.618 | 3,519.0 |  
            | HIGH | 3,485.0 |  
            | 0.618 | 3,464.0 |  
            | 0.500 | 3,457.5 |  
            | 0.382 | 3,451.0 |  
            | LOW | 3,430.0 |  
            | 0.618 | 3,396.0 |  
            | 1.000 | 3,375.0 |  
            | 1.618 | 3,341.0 |  
            | 2.618 | 3,286.0 |  
            | 4.250 | 3,196.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,473.2 | 3,478.8 |  
                                | PP | 3,465.3 | 3,476.7 |  
                                | S1 | 3,457.5 | 3,474.5 |  |