| Trading Metrics calculated at close of trading on 14-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Jan-2021 | 14-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,602.0 | 3,610.0 | 8.0 | 0.2% | 3,554.0 |  
                        | High | 3,612.0 | 3,635.0 | 23.0 | 0.6% | 3,646.0 |  
                        | Low | 3,585.0 | 3,607.0 | 22.0 | 0.6% | 3,509.0 |  
                        | Close | 3,606.0 | 3,629.0 | 23.0 | 0.6% | 3,622.0 |  
                        | Range | 27.0 | 28.0 | 1.0 | 3.7% | 137.0 |  
                        | ATR | 51.3 | 49.7 | -1.6 | -3.1% | 0.0 |  
                        | Volume | 642,828 | 705,085 | 62,257 | 9.7% | 4,242,297 |  | 
    
| 
        
            | Daily Pivots for day following 14-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,707.7 | 3,696.3 | 3,644.4 |  |  
                | R3 | 3,679.7 | 3,668.3 | 3,636.7 |  |  
                | R2 | 3,651.7 | 3,651.7 | 3,634.1 |  |  
                | R1 | 3,640.3 | 3,640.3 | 3,631.6 | 3,646.0 |  
                | PP | 3,623.7 | 3,623.7 | 3,623.7 | 3,626.5 |  
                | S1 | 3,612.3 | 3,612.3 | 3,626.4 | 3,618.0 |  
                | S2 | 3,595.7 | 3,595.7 | 3,623.9 |  |  
                | S3 | 3,567.7 | 3,584.3 | 3,621.3 |  |  
                | S4 | 3,539.7 | 3,556.3 | 3,613.6 |  |  | 
        
            | 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% | 38.6 | 1.1% | 75% | False | False | 725,734 |  
                | 10 | 3,646.0 | 3,509.0 | 137.0 | 3.8% | 48.6 | 1.3% | 88% | False | False | 758,487 |  
                | 20 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 52.6 | 1.4% | 94% | False | False | 808,006 |  
                | 40 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 43.8 | 1.2% | 94% | False | False | 423,620 |  
                | 60 | 3,646.0 | 2,874.0 | 772.0 | 21.3% | 53.4 | 1.5% | 98% | False | False | 284,256 |  
                | 80 | 3,646.0 | 2,874.0 | 772.0 | 21.3% | 49.9 | 1.4% | 98% | False | False | 213,757 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,754.0 |  
            | 2.618 | 3,708.3 |  
            | 1.618 | 3,680.3 |  
            | 1.000 | 3,663.0 |  
            | 0.618 | 3,652.3 |  
            | HIGH | 3,635.0 |  
            | 0.618 | 3,624.3 |  
            | 0.500 | 3,621.0 |  
            | 0.382 | 3,617.7 |  
            | LOW | 3,607.0 |  
            | 0.618 | 3,589.7 |  
            | 1.000 | 3,579.0 |  
            | 1.618 | 3,561.7 |  
            | 2.618 | 3,533.7 |  
            | 4.250 | 3,488.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,626.3 | 3,621.3 |  
                                | PP | 3,623.7 | 3,613.7 |  
                                | S1 | 3,621.0 | 3,606.0 |  |