| Trading Metrics calculated at close of trading on 29-Dec-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Dec-2020 | 29-Dec-2020 | Change | Change % | Previous Week |  
                        | Open | 3,537.0 | 3,564.0 | 27.0 | 0.8% | 3,514.0 |  
                        | High | 3,569.0 | 3,588.0 | 19.0 | 0.5% | 3,531.0 |  
                        | Low | 3,528.0 | 3,543.0 | 15.0 | 0.4% | 3,379.0 |  
                        | Close | 3,563.0 | 3,567.0 | 4.0 | 0.1% | 3,527.0 |  
                        | Range | 41.0 | 45.0 | 4.0 | 9.8% | 152.0 |  
                        | ATR | 54.0 | 53.4 | -0.6 | -1.2% | 0.0 |  
                        | Volume | 348,045 | 459,463 | 111,418 | 32.0% | 2,486,841 |  | 
    
| 
        
            | Daily Pivots for day following 29-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,701.0 | 3,679.0 | 3,591.8 |  |  
                | R3 | 3,656.0 | 3,634.0 | 3,579.4 |  |  
                | R2 | 3,611.0 | 3,611.0 | 3,575.3 |  |  
                | R1 | 3,589.0 | 3,589.0 | 3,571.1 | 3,600.0 |  
                | PP | 3,566.0 | 3,566.0 | 3,566.0 | 3,571.5 |  
                | S1 | 3,544.0 | 3,544.0 | 3,562.9 | 3,555.0 |  
                | S2 | 3,521.0 | 3,521.0 | 3,558.8 |  |  
                | S3 | 3,476.0 | 3,499.0 | 3,554.6 |  |  
                | S4 | 3,431.0 | 3,454.0 | 3,542.3 |  |  | 
        
            | 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 | 3,588.0 | 3,379.0 | 209.0 | 5.9% | 70.6 | 2.0% | 90% | True | False | 658,869 |  
                | 10 | 3,588.0 | 3,379.0 | 209.0 | 5.9% | 56.6 | 1.6% | 90% | True | False | 857,524 |  
                | 20 | 3,588.0 | 3,379.0 | 209.0 | 5.9% | 47.6 | 1.3% | 90% | True | False | 465,001 |  
                | 40 | 3,588.0 | 2,940.0 | 648.0 | 18.2% | 52.5 | 1.5% | 97% | True | False | 235,716 |  
                | 60 | 3,588.0 | 2,874.0 | 714.0 | 20.0% | 50.7 | 1.4% | 97% | True | False | 158,111 |  
                | 80 | 3,588.0 | 2,874.0 | 714.0 | 20.0% | 45.4 | 1.3% | 97% | True | False | 119,122 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,779.3 |  
            | 2.618 | 3,705.8 |  
            | 1.618 | 3,660.8 |  
            | 1.000 | 3,633.0 |  
            | 0.618 | 3,615.8 |  
            | HIGH | 3,588.0 |  
            | 0.618 | 3,570.8 |  
            | 0.500 | 3,565.5 |  
            | 0.382 | 3,560.2 |  
            | LOW | 3,543.0 |  
            | 0.618 | 3,515.2 |  
            | 1.000 | 3,498.0 |  
            | 1.618 | 3,470.2 |  
            | 2.618 | 3,425.2 |  
            | 4.250 | 3,351.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,566.5 | 3,552.2 |  
                                | PP | 3,566.0 | 3,537.3 |  
                                | S1 | 3,565.5 | 3,522.5 |  |