| Trading Metrics calculated at close of trading on 05-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Jan-2021 | 05-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,554.0 | 3,538.0 | -16.0 | -0.5% | 3,537.0 |  
                        | High | 3,597.0 | 3,561.0 | -36.0 | -1.0% | 3,588.0 |  
                        | Low | 3,515.0 | 3,509.0 | -6.0 | -0.2% | 3,528.0 |  
                        | Close | 3,551.0 | 3,527.0 | -24.0 | -0.7% | 3,550.0 |  
                        | Range | 82.0 | 52.0 | -30.0 | -36.6% | 60.0 |  
                        | ATR | 54.5 | 54.3 | -0.2 | -0.3% | 0.0 |  
                        | Volume | 937,828 | 750,022 | -187,806 | -20.0% | 1,334,448 |  | 
    
| 
        
            | Daily Pivots for day following 05-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,688.3 | 3,659.7 | 3,555.6 |  |  
                | R3 | 3,636.3 | 3,607.7 | 3,541.3 |  |  
                | R2 | 3,584.3 | 3,584.3 | 3,536.5 |  |  
                | R1 | 3,555.7 | 3,555.7 | 3,531.8 | 3,544.0 |  
                | PP | 3,532.3 | 3,532.3 | 3,532.3 | 3,526.5 |  
                | S1 | 3,503.7 | 3,503.7 | 3,522.2 | 3,492.0 |  
                | S2 | 3,480.3 | 3,480.3 | 3,517.5 |  |  
                | S3 | 3,428.3 | 3,451.7 | 3,512.7 |  |  
                | S4 | 3,376.3 | 3,399.7 | 3,498.4 |  |  | 
        
            | 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 | 3,509.0 | 88.0 | 2.5% | 52.0 | 1.5% | 20% | False | True | 604,459 |  
                | 10 | 3,597.0 | 3,379.0 | 218.0 | 6.2% | 61.5 | 1.7% | 68% | False | False | 733,871 |  
                | 20 | 3,597.0 | 3,379.0 | 218.0 | 6.2% | 51.0 | 1.4% | 68% | False | False | 573,623 |  
                | 40 | 3,597.0 | 3,126.0 | 471.0 | 13.4% | 50.3 | 1.4% | 85% | False | False | 290,939 |  
                | 60 | 3,597.0 | 2,874.0 | 723.0 | 20.5% | 52.1 | 1.5% | 90% | False | False | 194,841 |  
                | 80 | 3,597.0 | 2,874.0 | 723.0 | 20.5% | 47.2 | 1.3% | 90% | False | False | 146,807 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,782.0 |  
            | 2.618 | 3,697.1 |  
            | 1.618 | 3,645.1 |  
            | 1.000 | 3,613.0 |  
            | 0.618 | 3,593.1 |  
            | HIGH | 3,561.0 |  
            | 0.618 | 3,541.1 |  
            | 0.500 | 3,535.0 |  
            | 0.382 | 3,528.9 |  
            | LOW | 3,509.0 |  
            | 0.618 | 3,476.9 |  
            | 1.000 | 3,457.0 |  
            | 1.618 | 3,424.9 |  
            | 2.618 | 3,372.9 |  
            | 4.250 | 3,288.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,535.0 | 3,553.0 |  
                                | PP | 3,532.3 | 3,544.3 |  
                                | S1 | 3,529.7 | 3,535.7 |  |