| Trading Metrics calculated at close of trading on 23-Dec-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Dec-2020 | 23-Dec-2020 | Change | Change % | Previous Week |  
                        | Open | 3,475.0 | 3,484.0 | 9.0 | 0.3% | 3,491.0 |  
                        | High | 3,485.0 | 3,531.0 | 46.0 | 1.3% | 3,570.0 |  
                        | Low | 3,430.0 | 3,457.0 | 27.0 | 0.8% | 3,477.0 |  
                        | Close | 3,481.0 | 3,527.0 | 46.0 | 1.3% | 3,527.0 |  
                        | Range | 55.0 | 74.0 | 19.0 | 34.5% | 93.0 |  
                        | ATR | 53.5 | 54.9 | 1.5 | 2.7% | 0.0 |  
                        | Volume | 660,595 | 535,799 | -124,796 | -18.9% | 5,280,899 |  | 
    
| 
        
            | Daily Pivots for day following 23-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,727.0 | 3,701.0 | 3,567.7 |  |  
                | R3 | 3,653.0 | 3,627.0 | 3,547.4 |  |  
                | R2 | 3,579.0 | 3,579.0 | 3,540.6 |  |  
                | R1 | 3,553.0 | 3,553.0 | 3,533.8 | 3,566.0 |  
                | PP | 3,505.0 | 3,505.0 | 3,505.0 | 3,511.5 |  
                | S1 | 3,479.0 | 3,479.0 | 3,520.2 | 3,492.0 |  
                | S2 | 3,431.0 | 3,431.0 | 3,513.4 |  |  
                | S3 | 3,357.0 | 3,405.0 | 3,506.7 |  |  
                | S4 | 3,283.0 | 3,331.0 | 3,486.3 |  |  | 
        
            | 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 | 5.4% | 71.0 | 2.0% | 77% | False | False | 863,283 |  
                | 10 | 3,570.0 | 3,379.0 | 191.0 | 5.4% | 58.8 | 1.7% | 77% | False | False | 825,743 |  
                | 20 | 3,570.0 | 3,379.0 | 191.0 | 5.4% | 46.3 | 1.3% | 77% | False | False | 425,192 |  
                | 40 | 3,570.0 | 2,874.0 | 696.0 | 19.7% | 53.9 | 1.5% | 94% | False | False | 215,901 |  
                | 60 | 3,570.0 | 2,874.0 | 696.0 | 19.7% | 50.5 | 1.4% | 94% | False | False | 144,856 |  
                | 80 | 3,570.0 | 2,874.0 | 696.0 | 19.7% | 45.9 | 1.3% | 94% | False | False | 109,031 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,845.5 |  
            | 2.618 | 3,724.7 |  
            | 1.618 | 3,650.7 |  
            | 1.000 | 3,605.0 |  
            | 0.618 | 3,576.7 |  
            | HIGH | 3,531.0 |  
            | 0.618 | 3,502.7 |  
            | 0.500 | 3,494.0 |  
            | 0.382 | 3,485.3 |  
            | LOW | 3,457.0 |  
            | 0.618 | 3,411.3 |  
            | 1.000 | 3,383.0 |  
            | 1.618 | 3,337.3 |  
            | 2.618 | 3,263.3 |  
            | 4.250 | 3,142.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,516.0 | 3,503.0 |  
                                | PP | 3,505.0 | 3,479.0 |  
                                | S1 | 3,494.0 | 3,455.0 |  |