| Trading Metrics calculated at close of trading on 28-Dec-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Dec-2020 | 28-Dec-2020 | Change | Change % | Previous Week |  
                        | Open | 3,484.0 | 3,537.0 | 53.0 | 1.5% | 3,514.0 |  
                        | High | 3,531.0 | 3,569.0 | 38.0 | 1.1% | 3,531.0 |  
                        | Low | 3,457.0 | 3,528.0 | 71.0 | 2.1% | 3,379.0 |  
                        | Close | 3,527.0 | 3,563.0 | 36.0 | 1.0% | 3,527.0 |  
                        | Range | 74.0 | 41.0 | -33.0 | -44.6% | 152.0 |  
                        | ATR | 54.9 | 54.0 | -0.9 | -1.7% | 0.0 |  
                        | Volume | 535,799 | 348,045 | -187,754 | -35.0% | 2,486,841 |  | 
    
| 
        
            | Daily Pivots for day following 28-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,676.3 | 3,660.7 | 3,585.6 |  |  
                | R3 | 3,635.3 | 3,619.7 | 3,574.3 |  |  
                | R2 | 3,594.3 | 3,594.3 | 3,570.5 |  |  
                | R1 | 3,578.7 | 3,578.7 | 3,566.8 | 3,586.5 |  
                | PP | 3,553.3 | 3,553.3 | 3,553.3 | 3,557.3 |  
                | S1 | 3,537.7 | 3,537.7 | 3,559.2 | 3,545.5 |  
                | S2 | 3,512.3 | 3,512.3 | 3,555.5 |  |  
                | S3 | 3,471.3 | 3,496.7 | 3,551.7 |  |  
                | S4 | 3,430.3 | 3,455.7 | 3,540.5 |  |  | 
        
            | Weekly Pivots for week ending 25-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,935.0 | 3,883.0 | 3,610.6 |  |  
                | R3 | 3,783.0 | 3,731.0 | 3,568.8 |  |  
                | R2 | 3,631.0 | 3,631.0 | 3,554.9 |  |  
                | R1 | 3,579.0 | 3,579.0 | 3,540.9 | 3,605.0 |  
                | PP | 3,479.0 | 3,479.0 | 3,479.0 | 3,492.0 |  
                | S1 | 3,427.0 | 3,427.0 | 3,513.1 | 3,453.0 |  
                | S2 | 3,327.0 | 3,327.0 | 3,499.1 |  |  
                | S3 | 3,175.0 | 3,275.0 | 3,485.2 |  |  
                | S4 | 3,023.0 | 3,123.0 | 3,443.4 |  |  | 
    
    | 
            
                | 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% | 72.8 | 2.0% | 96% | False | False | 782,471 |  
                | 10 | 3,570.0 | 3,379.0 | 191.0 | 5.4% | 58.5 | 1.6% | 96% | False | False | 844,933 |  
                | 20 | 3,570.0 | 3,379.0 | 191.0 | 5.4% | 47.3 | 1.3% | 96% | False | False | 442,137 |  
                | 40 | 3,570.0 | 2,874.0 | 696.0 | 19.5% | 53.5 | 1.5% | 99% | False | False | 224,236 |  
                | 60 | 3,570.0 | 2,874.0 | 696.0 | 19.5% | 50.8 | 1.4% | 99% | False | False | 150,657 |  
                | 80 | 3,570.0 | 2,874.0 | 696.0 | 19.5% | 45.7 | 1.3% | 99% | False | False | 113,381 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,743.3 |  
            | 2.618 | 3,676.3 |  
            | 1.618 | 3,635.3 |  
            | 1.000 | 3,610.0 |  
            | 0.618 | 3,594.3 |  
            | HIGH | 3,569.0 |  
            | 0.618 | 3,553.3 |  
            | 0.500 | 3,548.5 |  
            | 0.382 | 3,543.7 |  
            | LOW | 3,528.0 |  
            | 0.618 | 3,502.7 |  
            | 1.000 | 3,487.0 |  
            | 1.618 | 3,461.7 |  
            | 2.618 | 3,420.7 |  
            | 4.250 | 3,353.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,558.2 | 3,541.8 |  
                                | PP | 3,553.3 | 3,520.7 |  
                                | S1 | 3,548.5 | 3,499.5 |  |