| Trading Metrics calculated at close of trading on 15-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jan-2021 | 15-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,610.0 | 3,624.0 | 14.0 | 0.4% | 3,636.0 |  
                        | High | 3,635.0 | 3,626.0 | -9.0 | -0.2% | 3,636.0 |  
                        | Low | 3,607.0 | 3,559.0 | -48.0 | -1.3% | 3,559.0 |  
                        | Close | 3,629.0 | 3,585.0 | -44.0 | -1.2% | 3,585.0 |  
                        | Range | 28.0 | 67.0 | 39.0 | 139.3% | 77.0 |  
                        | ATR | 49.7 | 51.2 | 1.4 | 2.9% | 0.0 |  
                        | Volume | 705,085 | 1,078,250 | 373,165 | 52.9% | 3,893,885 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,791.0 | 3,755.0 | 3,621.9 |  |  
                | R3 | 3,724.0 | 3,688.0 | 3,603.4 |  |  
                | R2 | 3,657.0 | 3,657.0 | 3,597.3 |  |  
                | R1 | 3,621.0 | 3,621.0 | 3,591.1 | 3,605.5 |  
                | PP | 3,590.0 | 3,590.0 | 3,590.0 | 3,582.3 |  
                | S1 | 3,554.0 | 3,554.0 | 3,578.9 | 3,538.5 |  
                | S2 | 3,523.0 | 3,523.0 | 3,572.7 |  |  
                | S3 | 3,456.0 | 3,487.0 | 3,566.6 |  |  
                | S4 | 3,389.0 | 3,420.0 | 3,548.2 |  |  | 
        
            | Weekly Pivots for week ending 15-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,824.3 | 3,781.7 | 3,627.4 |  |  
                | R3 | 3,747.3 | 3,704.7 | 3,606.2 |  |  
                | R2 | 3,670.3 | 3,670.3 | 3,599.1 |  |  
                | R1 | 3,627.7 | 3,627.7 | 3,592.1 | 3,610.5 |  
                | PP | 3,593.3 | 3,593.3 | 3,593.3 | 3,584.8 |  
                | S1 | 3,550.7 | 3,550.7 | 3,577.9 | 3,533.5 |  
                | S2 | 3,516.3 | 3,516.3 | 3,570.9 |  |  
                | S3 | 3,439.3 | 3,473.7 | 3,563.8 |  |  
                | S4 | 3,362.3 | 3,396.7 | 3,542.7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,636.0 | 3,559.0 | 77.0 | 2.1% | 45.0 | 1.3% | 34% | False | True | 778,777 |  
                | 10 | 3,646.0 | 3,509.0 | 137.0 | 3.8% | 51.3 | 1.4% | 55% | False | False | 813,618 |  
                | 20 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 54.0 | 1.5% | 77% | False | False | 809,499 |  
                | 40 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 44.3 | 1.2% | 77% | False | False | 450,526 |  
                | 60 | 3,646.0 | 2,874.0 | 772.0 | 21.5% | 53.3 | 1.5% | 92% | False | False | 302,225 |  
                | 80 | 3,646.0 | 2,874.0 | 772.0 | 21.5% | 49.4 | 1.4% | 92% | False | False | 227,224 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,910.8 |  
            | 2.618 | 3,801.4 |  
            | 1.618 | 3,734.4 |  
            | 1.000 | 3,693.0 |  
            | 0.618 | 3,667.4 |  
            | HIGH | 3,626.0 |  
            | 0.618 | 3,600.4 |  
            | 0.500 | 3,592.5 |  
            | 0.382 | 3,584.6 |  
            | LOW | 3,559.0 |  
            | 0.618 | 3,517.6 |  
            | 1.000 | 3,492.0 |  
            | 1.618 | 3,450.6 |  
            | 2.618 | 3,383.6 |  
            | 4.250 | 3,274.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,592.5 | 3,597.0 |  
                                | PP | 3,590.0 | 3,593.0 |  
                                | S1 | 3,587.5 | 3,589.0 |  |