| Trading Metrics calculated at close of trading on 09-Feb-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Feb-2021 | 09-Feb-2021 | Change | Change % | Previous Week |  
                        | Open | 3,655.0 | 3,671.0 | 16.0 | 0.4% | 3,451.0 |  
                        | High | 3,682.0 | 3,672.0 | -10.0 | -0.3% | 3,663.0 |  
                        | Low | 3,654.0 | 3,643.0 | -11.0 | -0.3% | 3,451.0 |  
                        | Close | 3,668.0 | 3,654.0 | -14.0 | -0.4% | 3,647.0 |  
                        | Range | 28.0 | 29.0 | 1.0 | 3.6% | 212.0 |  
                        | ATR | 58.8 | 56.7 | -2.1 | -3.6% | 0.0 |  
                        | Volume | 639,031 | 552,956 | -86,075 | -13.5% | 4,061,106 |  | 
    
| 
        
            | Daily Pivots for day following 09-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,743.3 | 3,727.7 | 3,670.0 |  |  
                | R3 | 3,714.3 | 3,698.7 | 3,662.0 |  |  
                | R2 | 3,685.3 | 3,685.3 | 3,659.3 |  |  
                | R1 | 3,669.7 | 3,669.7 | 3,656.7 | 3,663.0 |  
                | PP | 3,656.3 | 3,656.3 | 3,656.3 | 3,653.0 |  
                | S1 | 3,640.7 | 3,640.7 | 3,651.3 | 3,634.0 |  
                | S2 | 3,627.3 | 3,627.3 | 3,648.7 |  |  
                | S3 | 3,598.3 | 3,611.7 | 3,646.0 |  |  
                | S4 | 3,569.3 | 3,582.7 | 3,638.1 |  |  | 
        
            | 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 | 3,589.0 | 93.0 | 2.5% | 34.8 | 1.0% | 70% | False | False | 695,614 |  
                | 10 | 3,682.0 | 3,451.0 | 231.0 | 6.3% | 62.5 | 1.7% | 88% | False | False | 927,866 |  
                | 20 | 3,682.0 | 3,451.0 | 231.0 | 6.3% | 56.7 | 1.6% | 88% | False | False | 862,766 |  
                | 40 | 3,682.0 | 3,379.0 | 303.0 | 8.3% | 55.9 | 1.5% | 91% | False | False | 797,408 |  
                | 60 | 3,682.0 | 3,379.0 | 303.0 | 8.3% | 48.9 | 1.3% | 91% | False | False | 536,011 |  
                | 80 | 3,682.0 | 2,874.0 | 808.0 | 22.1% | 54.7 | 1.5% | 97% | False | False | 402,824 |  
                | 100 | 3,682.0 | 2,874.0 | 808.0 | 22.1% | 50.9 | 1.4% | 97% | False | False | 322,706 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,795.3 |  
            | 2.618 | 3,747.9 |  
            | 1.618 | 3,718.9 |  
            | 1.000 | 3,701.0 |  
            | 0.618 | 3,689.9 |  
            | HIGH | 3,672.0 |  
            | 0.618 | 3,660.9 |  
            | 0.500 | 3,657.5 |  
            | 0.382 | 3,654.1 |  
            | LOW | 3,643.0 |  
            | 0.618 | 3,625.1 |  
            | 1.000 | 3,614.0 |  
            | 1.618 | 3,596.1 |  
            | 2.618 | 3,567.1 |  
            | 4.250 | 3,519.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Feb-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,657.5 | 3,658.5 |  
                                | PP | 3,656.3 | 3,657.0 |  
                                | S1 | 3,655.2 | 3,655.5 |  |