| Trading Metrics calculated at close of trading on 22-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jan-2021 | 22-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,623.0 | 3,613.0 | -10.0 | -0.3% | 3,604.0 |  
                        | High | 3,640.0 | 3,616.0 | -24.0 | -0.7% | 3,640.0 |  
                        | Low | 3,598.0 | 3,560.0 | -38.0 | -1.1% | 3,560.0 |  
                        | Close | 3,617.0 | 3,588.0 | -29.0 | -0.8% | 3,588.0 |  
                        | Range | 42.0 | 56.0 | 14.0 | 33.3% | 80.0 |  
                        | ATR | 49.0 | 49.6 | 0.6 | 1.2% | 0.0 |  
                        | Volume | 736,618 | 927,985 | 191,367 | 26.0% | 2,912,164 |  | 
    
| 
        
            | Daily Pivots for day following 22-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,756.0 | 3,728.0 | 3,618.8 |  |  
                | R3 | 3,700.0 | 3,672.0 | 3,603.4 |  |  
                | R2 | 3,644.0 | 3,644.0 | 3,598.3 |  |  
                | R1 | 3,616.0 | 3,616.0 | 3,593.1 | 3,602.0 |  
                | PP | 3,588.0 | 3,588.0 | 3,588.0 | 3,581.0 |  
                | S1 | 3,560.0 | 3,560.0 | 3,582.9 | 3,546.0 |  
                | S2 | 3,532.0 | 3,532.0 | 3,577.7 |  |  
                | S3 | 3,476.0 | 3,504.0 | 3,572.6 |  |  
                | S4 | 3,420.0 | 3,448.0 | 3,557.2 |  |  | 
        
            | Weekly Pivots for week ending 22-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,836.0 | 3,792.0 | 3,632.0 |  |  
                | R3 | 3,756.0 | 3,712.0 | 3,610.0 |  |  
                | R2 | 3,676.0 | 3,676.0 | 3,602.7 |  |  
                | R1 | 3,632.0 | 3,632.0 | 3,595.3 | 3,614.0 |  
                | PP | 3,596.0 | 3,596.0 | 3,596.0 | 3,587.0 |  
                | S1 | 3,552.0 | 3,552.0 | 3,580.7 | 3,534.0 |  
                | S2 | 3,516.0 | 3,516.0 | 3,573.3 |  |  
                | S3 | 3,436.0 | 3,472.0 | 3,566.0 |  |  
                | S4 | 3,356.0 | 3,392.0 | 3,544.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,640.0 | 3,559.0 | 81.0 | 2.3% | 48.8 | 1.4% | 36% | False | False | 798,082 |  
                | 10 | 3,646.0 | 3,559.0 | 87.0 | 2.4% | 43.7 | 1.2% | 33% | False | False | 761,908 |  
                | 20 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 54.2 | 1.5% | 78% | False | False | 743,481 |  
                | 40 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 45.9 | 1.3% | 78% | False | False | 522,455 |  
                | 60 | 3,646.0 | 2,874.0 | 772.0 | 21.5% | 53.4 | 1.5% | 92% | False | False | 350,654 |  
                | 80 | 3,646.0 | 2,874.0 | 772.0 | 21.5% | 49.4 | 1.4% | 92% | False | False | 263,481 |  
                | 100 | 3,646.0 | 2,874.0 | 772.0 | 21.5% | 45.0 | 1.3% | 92% | False | False | 211,052 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,854.0 |  
            | 2.618 | 3,762.6 |  
            | 1.618 | 3,706.6 |  
            | 1.000 | 3,672.0 |  
            | 0.618 | 3,650.6 |  
            | HIGH | 3,616.0 |  
            | 0.618 | 3,594.6 |  
            | 0.500 | 3,588.0 |  
            | 0.382 | 3,581.4 |  
            | LOW | 3,560.0 |  
            | 0.618 | 3,525.4 |  
            | 1.000 | 3,504.0 |  
            | 1.618 | 3,469.4 |  
            | 2.618 | 3,413.4 |  
            | 4.250 | 3,322.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,588.0 | 3,600.0 |  
                                | PP | 3,588.0 | 3,596.0 |  
                                | S1 | 3,588.0 | 3,592.0 |  |