| Trading Metrics calculated at close of trading on 08-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jan-2021 | 08-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,600.0 | 3,614.0 | 14.0 | 0.4% | 3,554.0 |  
                        | High | 3,623.0 | 3,646.0 | 23.0 | 0.6% | 3,646.0 |  
                        | Low | 3,590.0 | 3,611.0 | 21.0 | 0.6% | 3,509.0 |  
                        | Close | 3,615.0 | 3,622.0 | 7.0 | 0.2% | 3,622.0 |  
                        | Range | 33.0 | 35.0 | 2.0 | 6.1% | 137.0 |  
                        | ATR | 54.9 | 53.5 | -1.4 | -2.6% | 0.0 |  
                        | Volume | 813,700 | 813,037 | -663 | -0.1% | 4,242,297 |  | 
    
| 
        
            | Daily Pivots for day following 08-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,731.3 | 3,711.7 | 3,641.3 |  |  
                | R3 | 3,696.3 | 3,676.7 | 3,631.6 |  |  
                | R2 | 3,661.3 | 3,661.3 | 3,628.4 |  |  
                | R1 | 3,641.7 | 3,641.7 | 3,625.2 | 3,651.5 |  
                | PP | 3,626.3 | 3,626.3 | 3,626.3 | 3,631.3 |  
                | S1 | 3,606.7 | 3,606.7 | 3,618.8 | 3,616.5 |  
                | S2 | 3,591.3 | 3,591.3 | 3,615.6 |  |  
                | S3 | 3,556.3 | 3,571.7 | 3,612.4 |  |  
                | S4 | 3,521.3 | 3,536.7 | 3,602.8 |  |  | 
        
            | Weekly Pivots for week ending 08-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,003.3 | 3,949.7 | 3,697.4 |  |  
                | R3 | 3,866.3 | 3,812.7 | 3,659.7 |  |  
                | R2 | 3,729.3 | 3,729.3 | 3,647.1 |  |  
                | R1 | 3,675.7 | 3,675.7 | 3,634.6 | 3,702.5 |  
                | PP | 3,592.3 | 3,592.3 | 3,592.3 | 3,605.8 |  
                | S1 | 3,538.7 | 3,538.7 | 3,609.4 | 3,565.5 |  
                | S2 | 3,455.3 | 3,455.3 | 3,596.9 |  |  
                | S3 | 3,318.3 | 3,401.7 | 3,584.3 |  |  
                | S4 | 3,181.3 | 3,264.7 | 3,546.7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,646.0 | 3,509.0 | 137.0 | 3.8% | 57.6 | 1.6% | 82% | True | False | 848,459 |  
                | 10 | 3,646.0 | 3,430.0 | 216.0 | 6.0% | 54.3 | 1.5% | 89% | True | False | 677,313 |  
                | 20 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 54.0 | 1.5% | 91% | True | False | 697,838 |  
                | 40 | 3,646.0 | 3,333.0 | 313.0 | 8.6% | 46.3 | 1.3% | 92% | True | False | 354,575 |  
                | 60 | 3,646.0 | 2,874.0 | 772.0 | 21.3% | 53.4 | 1.5% | 97% | True | False | 237,412 |  
                | 80 | 3,646.0 | 2,874.0 | 772.0 | 21.3% | 48.9 | 1.3% | 97% | True | False | 178,700 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,794.8 |  
            | 2.618 | 3,737.6 |  
            | 1.618 | 3,702.6 |  
            | 1.000 | 3,681.0 |  
            | 0.618 | 3,667.6 |  
            | HIGH | 3,646.0 |  
            | 0.618 | 3,632.6 |  
            | 0.500 | 3,628.5 |  
            | 0.382 | 3,624.4 |  
            | LOW | 3,611.0 |  
            | 0.618 | 3,589.4 |  
            | 1.000 | 3,576.0 |  
            | 1.618 | 3,554.4 |  
            | 2.618 | 3,519.4 |  
            | 4.250 | 3,462.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,628.5 | 3,610.0 |  
                                | PP | 3,626.3 | 3,598.0 |  
                                | S1 | 3,624.2 | 3,586.0 |  |