| Trading Metrics calculated at close of trading on 20-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Jan-2021 | 20-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,604.0 | 3,604.0 | 0.0 | 0.0% | 3,636.0 |  
                        | High | 3,617.0 | 3,625.0 | 8.0 | 0.2% | 3,636.0 |  
                        | Low | 3,580.0 | 3,583.0 | 3.0 | 0.1% | 3,559.0 |  
                        | Close | 3,587.0 | 3,612.0 | 25.0 | 0.7% | 3,585.0 |  
                        | Range | 37.0 | 42.0 | 5.0 | 13.5% | 77.0 |  
                        | ATR | 50.2 | 49.6 | -0.6 | -1.2% | 0.0 |  
                        | Volume | 598,795 | 648,766 | 49,971 | 8.3% | 3,893,885 |  | 
    
| 
        
            | Daily Pivots for day following 20-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,732.7 | 3,714.3 | 3,635.1 |  |  
                | R3 | 3,690.7 | 3,672.3 | 3,623.6 |  |  
                | R2 | 3,648.7 | 3,648.7 | 3,619.7 |  |  
                | R1 | 3,630.3 | 3,630.3 | 3,615.9 | 3,639.5 |  
                | PP | 3,606.7 | 3,606.7 | 3,606.7 | 3,611.3 |  
                | S1 | 3,588.3 | 3,588.3 | 3,608.2 | 3,597.5 |  
                | S2 | 3,564.7 | 3,564.7 | 3,604.3 |  |  
                | S3 | 3,522.7 | 3,546.3 | 3,600.5 |  |  
                | S4 | 3,480.7 | 3,504.3 | 3,588.9 |  |  | 
        
            | 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 | 3,635.0 | 3,559.0 | 76.0 | 2.1% | 40.2 | 1.1% | 70% | False | False | 734,744 |  
                | 10 | 3,646.0 | 3,526.0 | 120.0 | 3.3% | 45.8 | 1.3% | 72% | False | False | 769,589 |  
                | 20 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 53.7 | 1.5% | 87% | False | False | 751,730 |  
                | 40 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 44.8 | 1.2% | 87% | False | False | 481,413 |  
                | 60 | 3,646.0 | 2,874.0 | 772.0 | 21.4% | 53.3 | 1.5% | 96% | False | False | 323,016 |  
                | 80 | 3,646.0 | 2,874.0 | 772.0 | 21.4% | 49.3 | 1.4% | 96% | False | False | 242,702 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,803.5 |  
            | 2.618 | 3,735.0 |  
            | 1.618 | 3,693.0 |  
            | 1.000 | 3,667.0 |  
            | 0.618 | 3,651.0 |  
            | HIGH | 3,625.0 |  
            | 0.618 | 3,609.0 |  
            | 0.500 | 3,604.0 |  
            | 0.382 | 3,599.0 |  
            | LOW | 3,583.0 |  
            | 0.618 | 3,557.0 |  
            | 1.000 | 3,541.0 |  
            | 1.618 | 3,515.0 |  
            | 2.618 | 3,473.0 |  
            | 4.250 | 3,404.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,609.3 | 3,605.5 |  
                                | PP | 3,606.7 | 3,599.0 |  
                                | S1 | 3,604.0 | 3,592.5 |  |