| Trading Metrics calculated at close of trading on 25-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Jan-2021 | 25-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,613.0 | 3,595.0 | -18.0 | -0.5% | 3,604.0 |  
                        | High | 3,616.0 | 3,615.0 | -1.0 | 0.0% | 3,640.0 |  
                        | Low | 3,560.0 | 3,530.0 | -30.0 | -0.8% | 3,560.0 |  
                        | Close | 3,588.0 | 3,540.0 | -48.0 | -1.3% | 3,588.0 |  
                        | Range | 56.0 | 85.0 | 29.0 | 51.8% | 80.0 |  
                        | ATR | 49.6 | 52.1 | 2.5 | 5.1% | 0.0 |  
                        | Volume | 927,985 | 1,050,074 | 122,089 | 13.2% | 2,912,164 |  | 
    
| 
        
            | Daily Pivots for day following 25-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,816.7 | 3,763.3 | 3,586.8 |  |  
                | R3 | 3,731.7 | 3,678.3 | 3,563.4 |  |  
                | R2 | 3,646.7 | 3,646.7 | 3,555.6 |  |  
                | R1 | 3,593.3 | 3,593.3 | 3,547.8 | 3,577.5 |  
                | PP | 3,561.7 | 3,561.7 | 3,561.7 | 3,553.8 |  
                | S1 | 3,508.3 | 3,508.3 | 3,532.2 | 3,492.5 |  
                | S2 | 3,476.7 | 3,476.7 | 3,524.4 |  |  
                | S3 | 3,391.7 | 3,423.3 | 3,516.6 |  |  
                | S4 | 3,306.7 | 3,338.3 | 3,493.3 |  |  | 
        
            | 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 | 3,530.0 | 110.0 | 3.1% | 52.4 | 1.5% | 9% | False | True | 792,447 |  
                | 10 | 3,640.0 | 3,530.0 | 110.0 | 3.1% | 48.7 | 1.4% | 9% | False | True | 785,612 |  
                | 20 | 3,646.0 | 3,430.0 | 216.0 | 6.1% | 51.5 | 1.5% | 51% | False | False | 731,463 |  
                | 40 | 3,646.0 | 3,379.0 | 267.0 | 7.5% | 47.0 | 1.3% | 60% | False | False | 548,696 |  
                | 60 | 3,646.0 | 2,874.0 | 772.0 | 21.8% | 53.7 | 1.5% | 86% | False | False | 367,984 |  
                | 80 | 3,646.0 | 2,874.0 | 772.0 | 21.8% | 49.9 | 1.4% | 86% | False | False | 276,557 |  
                | 100 | 3,646.0 | 2,874.0 | 772.0 | 21.8% | 45.7 | 1.3% | 86% | False | False | 221,553 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,976.3 |  
            | 2.618 | 3,837.5 |  
            | 1.618 | 3,752.5 |  
            | 1.000 | 3,700.0 |  
            | 0.618 | 3,667.5 |  
            | HIGH | 3,615.0 |  
            | 0.618 | 3,582.5 |  
            | 0.500 | 3,572.5 |  
            | 0.382 | 3,562.5 |  
            | LOW | 3,530.0 |  
            | 0.618 | 3,477.5 |  
            | 1.000 | 3,445.0 |  
            | 1.618 | 3,392.5 |  
            | 2.618 | 3,307.5 |  
            | 4.250 | 3,168.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,572.5 | 3,585.0 |  
                                | PP | 3,561.7 | 3,570.0 |  
                                | S1 | 3,550.8 | 3,555.0 |  |