| Trading Metrics calculated at close of trading on 07-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Jan-2021 | 07-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,544.0 | 3,600.0 | 56.0 | 1.6% | 3,537.0 |  
                        | High | 3,612.0 | 3,623.0 | 11.0 | 0.3% | 3,588.0 |  
                        | Low | 3,526.0 | 3,590.0 | 64.0 | 1.8% | 3,528.0 |  
                        | Close | 3,606.0 | 3,615.0 | 9.0 | 0.2% | 3,550.0 |  
                        | Range | 86.0 | 33.0 | -53.0 | -61.6% | 60.0 |  
                        | ATR | 56.6 | 54.9 | -1.7 | -3.0% | 0.0 |  
                        | Volume | 927,710 | 813,700 | -114,010 | -12.3% | 1,334,448 |  | 
    
| 
        
            | Daily Pivots for day following 07-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,708.3 | 3,694.7 | 3,633.2 |  |  
                | R3 | 3,675.3 | 3,661.7 | 3,624.1 |  |  
                | R2 | 3,642.3 | 3,642.3 | 3,621.1 |  |  
                | R1 | 3,628.7 | 3,628.7 | 3,618.0 | 3,635.5 |  
                | PP | 3,609.3 | 3,609.3 | 3,609.3 | 3,612.8 |  
                | S1 | 3,595.7 | 3,595.7 | 3,612.0 | 3,602.5 |  
                | S2 | 3,576.3 | 3,576.3 | 3,609.0 |  |  
                | S3 | 3,543.3 | 3,562.7 | 3,605.9 |  |  
                | S4 | 3,510.3 | 3,529.7 | 3,596.9 |  |  | 
        
            | 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 | 3,623.0 | 3,509.0 | 114.0 | 3.2% | 58.6 | 1.6% | 93% | True | False | 791,240 |  
                | 10 | 3,623.0 | 3,379.0 | 244.0 | 6.7% | 64.6 | 1.8% | 97% | True | False | 725,054 |  
                | 20 | 3,623.0 | 3,379.0 | 244.0 | 6.7% | 54.1 | 1.5% | 97% | True | False | 658,157 |  
                | 40 | 3,623.0 | 3,229.0 | 394.0 | 10.9% | 50.2 | 1.4% | 98% | True | False | 334,334 |  
                | 60 | 3,623.0 | 2,874.0 | 749.0 | 20.7% | 53.2 | 1.5% | 99% | True | False | 223,862 |  
                | 80 | 3,623.0 | 2,874.0 | 749.0 | 20.7% | 48.6 | 1.3% | 99% | True | False | 168,575 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,763.3 |  
            | 2.618 | 3,709.4 |  
            | 1.618 | 3,676.4 |  
            | 1.000 | 3,656.0 |  
            | 0.618 | 3,643.4 |  
            | HIGH | 3,623.0 |  
            | 0.618 | 3,610.4 |  
            | 0.500 | 3,606.5 |  
            | 0.382 | 3,602.6 |  
            | LOW | 3,590.0 |  
            | 0.618 | 3,569.6 |  
            | 1.000 | 3,557.0 |  
            | 1.618 | 3,536.6 |  
            | 2.618 | 3,503.6 |  
            | 4.250 | 3,449.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,612.2 | 3,598.7 |  
                                | PP | 3,609.3 | 3,582.3 |  
                                | S1 | 3,606.5 | 3,566.0 |  |