| Trading Metrics calculated at close of trading on 08-Feb-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Feb-2021 | 08-Feb-2021 | Change | Change % | Previous Week |  
                        | Open | 3,637.0 | 3,655.0 | 18.0 | 0.5% | 3,451.0 |  
                        | High | 3,663.0 | 3,682.0 | 19.0 | 0.5% | 3,663.0 |  
                        | Low | 3,635.0 | 3,654.0 | 19.0 | 0.5% | 3,451.0 |  
                        | Close | 3,647.0 | 3,668.0 | 21.0 | 0.6% | 3,647.0 |  
                        | Range | 28.0 | 28.0 | 0.0 | 0.0% | 212.0 |  
                        | ATR | 60.6 | 58.8 | -1.8 | -3.0% | 0.0 |  
                        | Volume | 730,129 | 639,031 | -91,098 | -12.5% | 4,061,106 |  | 
    
| 
        
            | Daily Pivots for day following 08-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,752.0 | 3,738.0 | 3,683.4 |  |  
                | R3 | 3,724.0 | 3,710.0 | 3,675.7 |  |  
                | R2 | 3,696.0 | 3,696.0 | 3,673.1 |  |  
                | R1 | 3,682.0 | 3,682.0 | 3,670.6 | 3,689.0 |  
                | PP | 3,668.0 | 3,668.0 | 3,668.0 | 3,671.5 |  
                | S1 | 3,654.0 | 3,654.0 | 3,665.4 | 3,661.0 |  
                | S2 | 3,640.0 | 3,640.0 | 3,662.9 |  |  
                | S3 | 3,612.0 | 3,626.0 | 3,660.3 |  |  
                | S4 | 3,584.0 | 3,598.0 | 3,652.6 |  |  | 
        
            | 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 | 3,682.0 | 3,526.0 | 156.0 | 4.3% | 43.4 | 1.2% | 91% | True | False | 762,667 |  
                | 10 | 3,682.0 | 3,451.0 | 231.0 | 6.3% | 67.3 | 1.8% | 94% | True | False | 957,215 |  
                | 20 | 3,682.0 | 3,451.0 | 231.0 | 6.3% | 58.0 | 1.6% | 94% | True | False | 871,413 |  
                | 40 | 3,682.0 | 3,379.0 | 303.0 | 8.3% | 56.0 | 1.5% | 95% | True | False | 784,626 |  
                | 60 | 3,682.0 | 3,333.0 | 349.0 | 9.5% | 50.2 | 1.4% | 96% | True | False | 526,854 |  
                | 80 | 3,682.0 | 2,874.0 | 808.0 | 22.0% | 54.5 | 1.5% | 98% | True | False | 395,912 |  
                | 100 | 3,682.0 | 2,874.0 | 808.0 | 22.0% | 50.7 | 1.4% | 98% | True | False | 317,243 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,801.0 |  
            | 2.618 | 3,755.3 |  
            | 1.618 | 3,727.3 |  
            | 1.000 | 3,710.0 |  
            | 0.618 | 3,699.3 |  
            | HIGH | 3,682.0 |  
            | 0.618 | 3,671.3 |  
            | 0.500 | 3,668.0 |  
            | 0.382 | 3,664.7 |  
            | LOW | 3,654.0 |  
            | 0.618 | 3,636.7 |  
            | 1.000 | 3,626.0 |  
            | 1.618 | 3,608.7 |  
            | 2.618 | 3,580.7 |  
            | 4.250 | 3,535.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Feb-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,668.0 | 3,657.3 |  
                                | PP | 3,668.0 | 3,646.7 |  
                                | S1 | 3,668.0 | 3,636.0 |  |