| Trading Metrics calculated at close of trading on 28-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Jan-2021 | 28-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,590.0 | 3,496.0 | -94.0 | -2.6% | 3,604.0 |  
                        | High | 3,593.0 | 3,565.0 | -28.0 | -0.8% | 3,640.0 |  
                        | Low | 3,492.0 | 3,464.0 | -28.0 | -0.8% | 3,560.0 |  
                        | Close | 3,532.0 | 3,548.0 | 16.0 | 0.5% | 3,588.0 |  
                        | Range | 101.0 | 101.0 | 0.0 | 0.0% | 80.0 |  
                        | ATR | 57.3 | 60.4 | 3.1 | 5.5% | 0.0 |  
                        | Volume | 1,353,517 | 1,263,828 | -89,689 | -6.6% | 2,912,164 |  | 
    
| 
        
            | Daily Pivots for day following 28-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,828.7 | 3,789.3 | 3,603.6 |  |  
                | R3 | 3,727.7 | 3,688.3 | 3,575.8 |  |  
                | R2 | 3,626.7 | 3,626.7 | 3,566.5 |  |  
                | R1 | 3,587.3 | 3,587.3 | 3,557.3 | 3,607.0 |  
                | PP | 3,525.7 | 3,525.7 | 3,525.7 | 3,535.5 |  
                | S1 | 3,486.3 | 3,486.3 | 3,538.7 | 3,506.0 |  
                | S2 | 3,424.7 | 3,424.7 | 3,529.5 |  |  
                | S3 | 3,323.7 | 3,385.3 | 3,520.2 |  |  
                | S4 | 3,222.7 | 3,284.3 | 3,492.5 |  |  | 
        
            | 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 | 3,616.0 | 3,464.0 | 152.0 | 4.3% | 84.0 | 2.4% | 55% | False | True | 1,088,369 |  
                | 10 | 3,640.0 | 3,464.0 | 176.0 | 5.0% | 63.6 | 1.8% | 48% | False | True | 920,936 |  
                | 20 | 3,646.0 | 3,464.0 | 182.0 | 5.1% | 57.0 | 1.6% | 46% | False | True | 827,430 |  
                | 40 | 3,646.0 | 3,379.0 | 267.0 | 7.5% | 52.1 | 1.5% | 63% | False | False | 634,783 |  
                | 60 | 3,646.0 | 2,874.0 | 772.0 | 21.8% | 54.7 | 1.5% | 87% | False | False | 425,301 |  
                | 80 | 3,646.0 | 2,874.0 | 772.0 | 21.8% | 52.3 | 1.5% | 87% | False | False | 319,850 |  
                | 100 | 3,646.0 | 2,874.0 | 772.0 | 21.8% | 48.0 | 1.4% | 87% | False | False | 256,191 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,994.3 |  
            | 2.618 | 3,829.4 |  
            | 1.618 | 3,728.4 |  
            | 1.000 | 3,666.0 |  
            | 0.618 | 3,627.4 |  
            | HIGH | 3,565.0 |  
            | 0.618 | 3,526.4 |  
            | 0.500 | 3,514.5 |  
            | 0.382 | 3,502.6 |  
            | LOW | 3,464.0 |  
            | 0.618 | 3,401.6 |  
            | 1.000 | 3,363.0 |  
            | 1.618 | 3,300.6 |  
            | 2.618 | 3,199.6 |  
            | 4.250 | 3,034.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,536.8 | 3,542.5 |  
                                | PP | 3,525.7 | 3,537.0 |  
                                | S1 | 3,514.5 | 3,531.5 |  |