| Trading Metrics calculated at close of trading on 29-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Jan-2021 | 29-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,496.0 | 3,538.0 | 42.0 | 1.2% | 3,595.0 |  
                        | High | 3,565.0 | 3,542.0 | -23.0 | -0.6% | 3,615.0 |  
                        | Low | 3,464.0 | 3,453.0 | -11.0 | -0.3% | 3,453.0 |  
                        | Close | 3,548.0 | 3,478.0 | -70.0 | -2.0% | 3,478.0 |  
                        | Range | 101.0 | 89.0 | -12.0 | -11.9% | 162.0 |  
                        | ATR | 60.4 | 62.9 | 2.5 | 4.1% | 0.0 |  
                        | Volume | 1,263,828 | 1,408,226 | 144,398 | 11.4% | 5,922,089 |  | 
    
| 
        
            | Daily Pivots for day following 29-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,758.0 | 3,707.0 | 3,527.0 |  |  
                | R3 | 3,669.0 | 3,618.0 | 3,502.5 |  |  
                | R2 | 3,580.0 | 3,580.0 | 3,494.3 |  |  
                | R1 | 3,529.0 | 3,529.0 | 3,486.2 | 3,510.0 |  
                | PP | 3,491.0 | 3,491.0 | 3,491.0 | 3,481.5 |  
                | S1 | 3,440.0 | 3,440.0 | 3,469.8 | 3,421.0 |  
                | S2 | 3,402.0 | 3,402.0 | 3,461.7 |  |  
                | S3 | 3,313.0 | 3,351.0 | 3,453.5 |  |  
                | S4 | 3,224.0 | 3,262.0 | 3,429.1 |  |  | 
        
            | Weekly Pivots for week ending 29-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,001.3 | 3,901.7 | 3,567.1 |  |  
                | R3 | 3,839.3 | 3,739.7 | 3,522.6 |  |  
                | R2 | 3,677.3 | 3,677.3 | 3,507.7 |  |  
                | R1 | 3,577.7 | 3,577.7 | 3,492.9 | 3,546.5 |  
                | PP | 3,515.3 | 3,515.3 | 3,515.3 | 3,499.8 |  
                | S1 | 3,415.7 | 3,415.7 | 3,463.2 | 3,384.5 |  
                | S2 | 3,353.3 | 3,353.3 | 3,448.3 |  |  
                | S3 | 3,191.3 | 3,253.7 | 3,433.5 |  |  
                | S4 | 3,029.3 | 3,091.7 | 3,388.9 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,615.0 | 3,453.0 | 162.0 | 4.7% | 90.6 | 2.6% | 15% | False | True | 1,184,417 |  
                | 10 | 3,640.0 | 3,453.0 | 187.0 | 5.4% | 69.7 | 2.0% | 13% | False | True | 991,250 |  
                | 20 | 3,646.0 | 3,453.0 | 193.0 | 5.5% | 59.2 | 1.7% | 13% | False | True | 874,868 |  
                | 40 | 3,646.0 | 3,379.0 | 267.0 | 7.7% | 53.4 | 1.5% | 37% | False | False | 669,935 |  
                | 60 | 3,646.0 | 2,940.0 | 706.0 | 20.3% | 54.7 | 1.6% | 76% | False | False | 448,767 |  
                | 80 | 3,646.0 | 2,874.0 | 772.0 | 22.2% | 52.8 | 1.5% | 78% | False | False | 337,300 |  
                | 100 | 3,646.0 | 2,874.0 | 772.0 | 22.2% | 48.1 | 1.4% | 78% | False | False | 270,271 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,920.3 |  
            | 2.618 | 3,775.0 |  
            | 1.618 | 3,686.0 |  
            | 1.000 | 3,631.0 |  
            | 0.618 | 3,597.0 |  
            | HIGH | 3,542.0 |  
            | 0.618 | 3,508.0 |  
            | 0.500 | 3,497.5 |  
            | 0.382 | 3,487.0 |  
            | LOW | 3,453.0 |  
            | 0.618 | 3,398.0 |  
            | 1.000 | 3,364.0 |  
            | 1.618 | 3,309.0 |  
            | 2.618 | 3,220.0 |  
            | 4.250 | 3,074.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,497.5 | 3,523.0 |  
                                | PP | 3,491.0 | 3,508.0 |  
                                | S1 | 3,484.5 | 3,493.0 |  |