| Trading Metrics calculated at close of trading on 05-Feb-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Feb-2021 | 05-Feb-2021 | Change | Change % | Previous Week |  
                        | Open | 3,609.0 | 3,637.0 | 28.0 | 0.8% | 3,451.0 |  
                        | High | 3,640.0 | 3,663.0 | 23.0 | 0.6% | 3,663.0 |  
                        | Low | 3,590.0 | 3,635.0 | 45.0 | 1.3% | 3,451.0 |  
                        | Close | 3,633.0 | 3,647.0 | 14.0 | 0.4% | 3,647.0 |  
                        | Range | 50.0 | 28.0 | -22.0 | -44.0% | 212.0 |  
                        | ATR | 63.0 | 60.6 | -2.4 | -3.7% | 0.0 |  
                        | Volume | 735,850 | 730,129 | -5,721 | -0.8% | 4,061,106 |  | 
    
| 
        
            | Daily Pivots for day following 05-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,732.3 | 3,717.7 | 3,662.4 |  |  
                | R3 | 3,704.3 | 3,689.7 | 3,654.7 |  |  
                | R2 | 3,676.3 | 3,676.3 | 3,652.1 |  |  
                | R1 | 3,661.7 | 3,661.7 | 3,649.6 | 3,669.0 |  
                | PP | 3,648.3 | 3,648.3 | 3,648.3 | 3,652.0 |  
                | S1 | 3,633.7 | 3,633.7 | 3,644.4 | 3,641.0 |  
                | S2 | 3,620.3 | 3,620.3 | 3,641.9 |  |  
                | S3 | 3,592.3 | 3,605.7 | 3,639.3 |  |  
                | S4 | 3,564.3 | 3,577.7 | 3,631.6 |  |  | 
        
            | Weekly Pivots for week ending 05-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,223.0 | 4,147.0 | 3,763.6 |  |  
                | R3 | 4,011.0 | 3,935.0 | 3,705.3 |  |  
                | R2 | 3,799.0 | 3,799.0 | 3,685.9 |  |  
                | R1 | 3,723.0 | 3,723.0 | 3,666.4 | 3,761.0 |  
                | PP | 3,587.0 | 3,587.0 | 3,587.0 | 3,606.0 |  
                | S1 | 3,511.0 | 3,511.0 | 3,627.6 | 3,549.0 |  
                | S2 | 3,375.0 | 3,375.0 | 3,608.1 |  |  
                | S3 | 3,163.0 | 3,299.0 | 3,588.7 |  |  
                | S4 | 2,951.0 | 3,087.0 | 3,530.4 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,663.0 | 3,451.0 | 212.0 | 5.8% | 55.4 | 1.5% | 92% | True | False | 812,221 |  
                | 10 | 3,663.0 | 3,451.0 | 212.0 | 5.8% | 73.0 | 2.0% | 92% | True | False | 998,319 |  
                | 20 | 3,663.0 | 3,451.0 | 212.0 | 5.8% | 58.4 | 1.6% | 92% | True | False | 880,114 |  
                | 40 | 3,663.0 | 3,379.0 | 284.0 | 7.8% | 56.2 | 1.5% | 94% | True | False | 769,135 |  
                | 60 | 3,663.0 | 3,229.0 | 434.0 | 11.9% | 52.9 | 1.5% | 96% | True | False | 516,260 |  
                | 80 | 3,663.0 | 2,874.0 | 789.0 | 21.6% | 54.5 | 1.5% | 98% | True | False | 387,925 |  
                | 100 | 3,663.0 | 2,874.0 | 789.0 | 21.6% | 50.6 | 1.4% | 98% | True | False | 310,882 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,782.0 |  
            | 2.618 | 3,736.3 |  
            | 1.618 | 3,708.3 |  
            | 1.000 | 3,691.0 |  
            | 0.618 | 3,680.3 |  
            | HIGH | 3,663.0 |  
            | 0.618 | 3,652.3 |  
            | 0.500 | 3,649.0 |  
            | 0.382 | 3,645.7 |  
            | LOW | 3,635.0 |  
            | 0.618 | 3,617.7 |  
            | 1.000 | 3,607.0 |  
            | 1.618 | 3,589.7 |  
            | 2.618 | 3,561.7 |  
            | 4.250 | 3,516.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Feb-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,649.0 | 3,640.0 |  
                                | PP | 3,648.3 | 3,633.0 |  
                                | S1 | 3,647.7 | 3,626.0 |  |