| Trading Metrics calculated at close of trading on 13-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Jan-2021 | 13-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,612.0 | 3,602.0 | -10.0 | -0.3% | 3,554.0 |  
                        | High | 3,624.0 | 3,612.0 | -12.0 | -0.3% | 3,646.0 |  
                        | Low | 3,577.0 | 3,585.0 | 8.0 | 0.2% | 3,509.0 |  
                        | Close | 3,600.0 | 3,606.0 | 6.0 | 0.2% | 3,622.0 |  
                        | Range | 47.0 | 27.0 | -20.0 | -42.6% | 137.0 |  
                        | ATR | 53.2 | 51.3 | -1.9 | -3.5% | 0.0 |  
                        | Volume | 741,815 | 642,828 | -98,987 | -13.3% | 4,242,297 |  | 
    
| 
        
            | Daily Pivots for day following 13-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,682.0 | 3,671.0 | 3,620.9 |  |  
                | R3 | 3,655.0 | 3,644.0 | 3,613.4 |  |  
                | R2 | 3,628.0 | 3,628.0 | 3,611.0 |  |  
                | R1 | 3,617.0 | 3,617.0 | 3,608.5 | 3,622.5 |  
                | PP | 3,601.0 | 3,601.0 | 3,601.0 | 3,603.8 |  
                | S1 | 3,590.0 | 3,590.0 | 3,603.5 | 3,595.5 |  
                | S2 | 3,574.0 | 3,574.0 | 3,601.1 |  |  
                | S3 | 3,547.0 | 3,563.0 | 3,598.6 |  |  
                | S4 | 3,520.0 | 3,536.0 | 3,591.2 |  |  | 
        
            | 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 | 3,577.0 | 69.0 | 1.9% | 39.6 | 1.1% | 42% | False | False | 747,457 |  
                | 10 | 3,646.0 | 3,509.0 | 137.0 | 3.8% | 50.3 | 1.4% | 71% | False | False | 733,925 |  
                | 20 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 54.4 | 1.5% | 85% | False | False | 789,429 |  
                | 40 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 44.4 | 1.2% | 85% | False | False | 406,001 |  
                | 60 | 3,646.0 | 2,874.0 | 772.0 | 21.4% | 53.7 | 1.5% | 95% | False | False | 272,541 |  
                | 80 | 3,646.0 | 2,874.0 | 772.0 | 21.4% | 49.8 | 1.4% | 95% | False | False | 204,944 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,726.8 |  
            | 2.618 | 3,682.7 |  
            | 1.618 | 3,655.7 |  
            | 1.000 | 3,639.0 |  
            | 0.618 | 3,628.7 |  
            | HIGH | 3,612.0 |  
            | 0.618 | 3,601.7 |  
            | 0.500 | 3,598.5 |  
            | 0.382 | 3,595.3 |  
            | LOW | 3,585.0 |  
            | 0.618 | 3,568.3 |  
            | 1.000 | 3,558.0 |  
            | 1.618 | 3,541.3 |  
            | 2.618 | 3,514.3 |  
            | 4.250 | 3,470.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,603.5 | 3,606.5 |  
                                | PP | 3,601.0 | 3,606.3 |  
                                | S1 | 3,598.5 | 3,606.2 |  |