| Trading Metrics calculated at close of trading on 27-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Jan-2021 | 27-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,556.0 | 3,590.0 | 34.0 | 1.0% | 3,604.0 |  
                        | High | 3,599.0 | 3,593.0 | -6.0 | -0.2% | 3,640.0 |  
                        | Low | 3,522.0 | 3,492.0 | -30.0 | -0.9% | 3,560.0 |  
                        | Close | 3,589.0 | 3,532.0 | -57.0 | -1.6% | 3,588.0 |  
                        | Range | 77.0 | 101.0 | 24.0 | 31.2% | 80.0 |  
                        | ATR | 53.9 | 57.3 | 3.4 | 6.2% | 0.0 |  
                        | Volume | 846,444 | 1,353,517 | 507,073 | 59.9% | 2,912,164 |  | 
    
| 
        
            | Daily Pivots for day following 27-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,842.0 | 3,788.0 | 3,587.6 |  |  
                | R3 | 3,741.0 | 3,687.0 | 3,559.8 |  |  
                | R2 | 3,640.0 | 3,640.0 | 3,550.5 |  |  
                | R1 | 3,586.0 | 3,586.0 | 3,541.3 | 3,562.5 |  
                | PP | 3,539.0 | 3,539.0 | 3,539.0 | 3,527.3 |  
                | S1 | 3,485.0 | 3,485.0 | 3,522.7 | 3,461.5 |  
                | S2 | 3,438.0 | 3,438.0 | 3,513.5 |  |  
                | S3 | 3,337.0 | 3,384.0 | 3,504.2 |  |  
                | S4 | 3,236.0 | 3,283.0 | 3,476.5 |  |  | 
        
            | 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 | 3,492.0 | 148.0 | 4.2% | 72.2 | 2.0% | 27% | False | True | 982,927 |  
                | 10 | 3,640.0 | 3,492.0 | 148.0 | 4.2% | 56.2 | 1.6% | 27% | False | True | 858,836 |  
                | 20 | 3,646.0 | 3,492.0 | 154.0 | 4.4% | 54.0 | 1.5% | 26% | False | True | 781,641 |  
                | 40 | 3,646.0 | 3,379.0 | 267.0 | 7.6% | 50.1 | 1.4% | 57% | False | False | 603,417 |  
                | 60 | 3,646.0 | 2,874.0 | 772.0 | 21.9% | 53.9 | 1.5% | 85% | False | False | 404,481 |  
                | 80 | 3,646.0 | 2,874.0 | 772.0 | 21.9% | 51.3 | 1.5% | 85% | False | False | 304,052 |  
                | 100 | 3,646.0 | 2,874.0 | 772.0 | 21.9% | 47.5 | 1.3% | 85% | False | False | 243,553 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,022.3 |  
            | 2.618 | 3,857.4 |  
            | 1.618 | 3,756.4 |  
            | 1.000 | 3,694.0 |  
            | 0.618 | 3,655.4 |  
            | HIGH | 3,593.0 |  
            | 0.618 | 3,554.4 |  
            | 0.500 | 3,542.5 |  
            | 0.382 | 3,530.6 |  
            | LOW | 3,492.0 |  
            | 0.618 | 3,429.6 |  
            | 1.000 | 3,391.0 |  
            | 1.618 | 3,328.6 |  
            | 2.618 | 3,227.6 |  
            | 4.250 | 3,062.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,542.5 | 3,553.5 |  
                                | PP | 3,539.0 | 3,546.3 |  
                                | S1 | 3,535.5 | 3,539.2 |  |