| Trading Metrics calculated at close of trading on 04-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Dec-2020 | 04-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,545.0 | 3,554.0 | 9.0 | 0.3% | 3,537.0 |  
                        | High | 3,575.0 | 3,597.0 | 22.0 | 0.6% | 3,588.0 |  
                        | Low | 3,535.0 | 3,515.0 | -20.0 | -0.6% | 3,528.0 |  
                        | Close | 3,550.0 | 3,551.0 | 1.0 | 0.0% | 3,550.0 |  
                        | Range | 40.0 | 82.0 | 42.0 | 105.0% | 60.0 |  
                        | ATR | 52.4 | 54.5 | 2.1 | 4.0% | 0.0 |  
                        | Volume | 526,940 | 937,828 | 410,888 | 78.0% | 1,334,448 |  | 
    
| 
        
            | Daily Pivots for day following 04-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,800.3 | 3,757.7 | 3,596.1 |  |  
                | R3 | 3,718.3 | 3,675.7 | 3,573.6 |  |  
                | R2 | 3,636.3 | 3,636.3 | 3,566.0 |  |  
                | R1 | 3,593.7 | 3,593.7 | 3,558.5 | 3,574.0 |  
                | PP | 3,554.3 | 3,554.3 | 3,554.3 | 3,544.5 |  
                | S1 | 3,511.7 | 3,511.7 | 3,543.5 | 3,492.0 |  
                | S2 | 3,472.3 | 3,472.3 | 3,536.0 |  |  
                | S3 | 3,390.3 | 3,429.7 | 3,528.5 |  |  
                | S4 | 3,308.3 | 3,347.7 | 3,505.9 |  |  | 
        
            | Weekly Pivots for week ending 01-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,735.3 | 3,702.7 | 3,583.0 |  |  
                | R3 | 3,675.3 | 3,642.7 | 3,566.5 |  |  
                | R2 | 3,615.3 | 3,615.3 | 3,561.0 |  |  
                | R1 | 3,582.7 | 3,582.7 | 3,555.5 | 3,599.0 |  
                | PP | 3,555.3 | 3,555.3 | 3,555.3 | 3,563.5 |  
                | S1 | 3,522.7 | 3,522.7 | 3,544.5 | 3,539.0 |  
                | S2 | 3,495.3 | 3,495.3 | 3,539.0 |  |  
                | S3 | 3,435.3 | 3,462.7 | 3,533.5 |  |  
                | S4 | 3,375.3 | 3,402.7 | 3,517.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,597.0 | 3,457.0 | 140.0 | 3.9% | 56.4 | 1.6% | 67% | True | False | 561,615 |  
                | 10 | 3,597.0 | 3,379.0 | 218.0 | 6.1% | 60.1 | 1.7% | 79% | True | False | 768,678 |  
                | 20 | 3,597.0 | 3,379.0 | 218.0 | 6.1% | 49.5 | 1.4% | 79% | True | False | 537,365 |  
                | 40 | 3,597.0 | 3,033.0 | 564.0 | 15.9% | 52.0 | 1.5% | 92% | True | False | 272,251 |  
                | 60 | 3,597.0 | 2,874.0 | 723.0 | 20.4% | 51.6 | 1.5% | 94% | True | False | 182,476 |  
                | 80 | 3,597.0 | 2,874.0 | 723.0 | 20.4% | 46.7 | 1.3% | 94% | True | False | 137,432 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,945.5 |  
            | 2.618 | 3,811.7 |  
            | 1.618 | 3,729.7 |  
            | 1.000 | 3,679.0 |  
            | 0.618 | 3,647.7 |  
            | HIGH | 3,597.0 |  
            | 0.618 | 3,565.7 |  
            | 0.500 | 3,556.0 |  
            | 0.382 | 3,546.3 |  
            | LOW | 3,515.0 |  
            | 0.618 | 3,464.3 |  
            | 1.000 | 3,433.0 |  
            | 1.618 | 3,382.3 |  
            | 2.618 | 3,300.3 |  
            | 4.250 | 3,166.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,556.0 | 3,556.0 |  
                                | PP | 3,554.3 | 3,554.3 |  
                                | S1 | 3,552.7 | 3,552.7 |  |