| Trading Metrics calculated at close of trading on 26-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Jan-2021 | 26-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,595.0 | 3,556.0 | -39.0 | -1.1% | 3,604.0 |  
                        | High | 3,615.0 | 3,599.0 | -16.0 | -0.4% | 3,640.0 |  
                        | Low | 3,530.0 | 3,522.0 | -8.0 | -0.2% | 3,560.0 |  
                        | Close | 3,540.0 | 3,589.0 | 49.0 | 1.4% | 3,588.0 |  
                        | Range | 85.0 | 77.0 | -8.0 | -9.4% | 80.0 |  
                        | ATR | 52.1 | 53.9 | 1.8 | 3.4% | 0.0 |  
                        | Volume | 1,050,074 | 846,444 | -203,630 | -19.4% | 2,912,164 |  | 
    
| 
        
            | Daily Pivots for day following 26-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,801.0 | 3,772.0 | 3,631.4 |  |  
                | R3 | 3,724.0 | 3,695.0 | 3,610.2 |  |  
                | R2 | 3,647.0 | 3,647.0 | 3,603.1 |  |  
                | R1 | 3,618.0 | 3,618.0 | 3,596.1 | 3,632.5 |  
                | PP | 3,570.0 | 3,570.0 | 3,570.0 | 3,577.3 |  
                | S1 | 3,541.0 | 3,541.0 | 3,581.9 | 3,555.5 |  
                | S2 | 3,493.0 | 3,493.0 | 3,574.9 |  |  
                | S3 | 3,416.0 | 3,464.0 | 3,567.8 |  |  
                | S4 | 3,339.0 | 3,387.0 | 3,546.7 |  |  | 
        
            | 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 | 3,522.0 | 118.0 | 3.3% | 60.4 | 1.7% | 57% | False | True | 841,977 |  
                | 10 | 3,640.0 | 3,522.0 | 118.0 | 3.3% | 50.8 | 1.4% | 57% | False | True | 797,666 |  
                | 20 | 3,646.0 | 3,457.0 | 189.0 | 5.3% | 52.6 | 1.5% | 70% | False | False | 740,755 |  
                | 40 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 48.2 | 1.3% | 79% | False | False | 569,691 |  
                | 60 | 3,646.0 | 2,874.0 | 772.0 | 21.5% | 53.7 | 1.5% | 93% | False | False | 382,020 |  
                | 80 | 3,646.0 | 2,874.0 | 772.0 | 21.5% | 50.6 | 1.4% | 93% | False | False | 287,134 |  
                | 100 | 3,646.0 | 2,874.0 | 772.0 | 21.5% | 46.5 | 1.3% | 93% | False | False | 230,018 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,926.3 |  
            | 2.618 | 3,800.6 |  
            | 1.618 | 3,723.6 |  
            | 1.000 | 3,676.0 |  
            | 0.618 | 3,646.6 |  
            | HIGH | 3,599.0 |  
            | 0.618 | 3,569.6 |  
            | 0.500 | 3,560.5 |  
            | 0.382 | 3,551.4 |  
            | LOW | 3,522.0 |  
            | 0.618 | 3,474.4 |  
            | 1.000 | 3,445.0 |  
            | 1.618 | 3,397.4 |  
            | 2.618 | 3,320.4 |  
            | 4.250 | 3,194.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,579.5 | 3,582.3 |  
                                | PP | 3,570.0 | 3,575.7 |  
                                | S1 | 3,560.5 | 3,569.0 |  |