| Trading Metrics calculated at close of trading on 04-Feb-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Feb-2021 | 04-Feb-2021 | Change | Change % | Previous Week |  
                        | Open | 3,599.0 | 3,609.0 | 10.0 | 0.3% | 3,595.0 |  
                        | High | 3,628.0 | 3,640.0 | 12.0 | 0.3% | 3,615.0 |  
                        | Low | 3,589.0 | 3,590.0 | 1.0 | 0.0% | 3,453.0 |  
                        | Close | 3,597.0 | 3,633.0 | 36.0 | 1.0% | 3,478.0 |  
                        | Range | 39.0 | 50.0 | 11.0 | 28.2% | 162.0 |  
                        | ATR | 64.0 | 63.0 | -1.0 | -1.6% | 0.0 |  
                        | Volume | 820,106 | 735,850 | -84,256 | -10.3% | 5,922,089 |  | 
    
| 
        
            | Daily Pivots for day following 04-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,771.0 | 3,752.0 | 3,660.5 |  |  
                | R3 | 3,721.0 | 3,702.0 | 3,646.8 |  |  
                | R2 | 3,671.0 | 3,671.0 | 3,642.2 |  |  
                | R1 | 3,652.0 | 3,652.0 | 3,637.6 | 3,661.5 |  
                | PP | 3,621.0 | 3,621.0 | 3,621.0 | 3,625.8 |  
                | S1 | 3,602.0 | 3,602.0 | 3,628.4 | 3,611.5 |  
                | S2 | 3,571.0 | 3,571.0 | 3,623.8 |  |  
                | S3 | 3,521.0 | 3,552.0 | 3,619.3 |  |  
                | S4 | 3,471.0 | 3,502.0 | 3,605.5 |  |  | 
        
            | 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 | 3,640.0 | 3,451.0 | 189.0 | 5.2% | 67.6 | 1.9% | 96% | True | False | 947,840 |  
                | 10 | 3,640.0 | 3,451.0 | 189.0 | 5.2% | 75.8 | 2.1% | 96% | True | False | 1,018,105 |  
                | 20 | 3,646.0 | 3,451.0 | 195.0 | 5.4% | 58.6 | 1.6% | 93% | False | False | 884,292 |  
                | 40 | 3,646.0 | 3,379.0 | 267.0 | 7.3% | 56.3 | 1.6% | 95% | False | False | 751,382 |  
                | 60 | 3,646.0 | 3,157.0 | 489.0 | 13.5% | 53.2 | 1.5% | 97% | False | False | 504,096 |  
                | 80 | 3,646.0 | 2,874.0 | 772.0 | 21.2% | 54.5 | 1.5% | 98% | False | False | 378,800 |  
                | 100 | 3,646.0 | 2,874.0 | 772.0 | 21.2% | 50.3 | 1.4% | 98% | False | False | 303,581 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,852.5 |  
            | 2.618 | 3,770.9 |  
            | 1.618 | 3,720.9 |  
            | 1.000 | 3,690.0 |  
            | 0.618 | 3,670.9 |  
            | HIGH | 3,640.0 |  
            | 0.618 | 3,620.9 |  
            | 0.500 | 3,615.0 |  
            | 0.382 | 3,609.1 |  
            | LOW | 3,590.0 |  
            | 0.618 | 3,559.1 |  
            | 1.000 | 3,540.0 |  
            | 1.618 | 3,509.1 |  
            | 2.618 | 3,459.1 |  
            | 4.250 | 3,377.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Feb-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,627.0 | 3,616.3 |  
                                | PP | 3,621.0 | 3,599.7 |  
                                | S1 | 3,615.0 | 3,583.0 |  |