| Trading Metrics calculated at close of trading on 11-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Jan-2021 | 11-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,614.0 | 3,636.0 | 22.0 | 0.6% | 3,554.0 |  
                        | High | 3,646.0 | 3,636.0 | -10.0 | -0.3% | 3,646.0 |  
                        | Low | 3,611.0 | 3,580.0 | -31.0 | -0.9% | 3,509.0 |  
                        | Close | 3,622.0 | 3,608.0 | -14.0 | -0.4% | 3,622.0 |  
                        | Range | 35.0 | 56.0 | 21.0 | 60.0% | 137.0 |  
                        | ATR | 53.5 | 53.7 | 0.2 | 0.3% | 0.0 |  
                        | Volume | 813,037 | 725,907 | -87,130 | -10.7% | 4,242,297 |  | 
    
| 
        
            | Daily Pivots for day following 11-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,776.0 | 3,748.0 | 3,638.8 |  |  
                | R3 | 3,720.0 | 3,692.0 | 3,623.4 |  |  
                | R2 | 3,664.0 | 3,664.0 | 3,618.3 |  |  
                | R1 | 3,636.0 | 3,636.0 | 3,613.1 | 3,622.0 |  
                | PP | 3,608.0 | 3,608.0 | 3,608.0 | 3,601.0 |  
                | S1 | 3,580.0 | 3,580.0 | 3,602.9 | 3,566.0 |  
                | S2 | 3,552.0 | 3,552.0 | 3,597.7 |  |  
                | S3 | 3,496.0 | 3,524.0 | 3,592.6 |  |  
                | S4 | 3,440.0 | 3,468.0 | 3,577.2 |  |  | 
        
            | 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% | 52.4 | 1.5% | 72% | False | False | 806,075 |  
                | 10 | 3,646.0 | 3,457.0 | 189.0 | 5.2% | 54.4 | 1.5% | 80% | False | False | 683,845 |  
                | 20 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 55.1 | 1.5% | 86% | False | False | 732,050 |  
                | 40 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 45.0 | 1.2% | 86% | False | False | 372,634 |  
                | 60 | 3,646.0 | 2,874.0 | 772.0 | 21.4% | 54.1 | 1.5% | 95% | False | False | 249,510 |  
                | 80 | 3,646.0 | 2,874.0 | 772.0 | 21.4% | 49.5 | 1.4% | 95% | False | False | 187,691 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,874.0 |  
            | 2.618 | 3,782.6 |  
            | 1.618 | 3,726.6 |  
            | 1.000 | 3,692.0 |  
            | 0.618 | 3,670.6 |  
            | HIGH | 3,636.0 |  
            | 0.618 | 3,614.6 |  
            | 0.500 | 3,608.0 |  
            | 0.382 | 3,601.4 |  
            | LOW | 3,580.0 |  
            | 0.618 | 3,545.4 |  
            | 1.000 | 3,524.0 |  
            | 1.618 | 3,489.4 |  
            | 2.618 | 3,433.4 |  
            | 4.250 | 3,342.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,608.0 | 3,613.0 |  
                                | PP | 3,608.0 | 3,611.3 |  
                                | S1 | 3,608.0 | 3,609.7 |  |