| Trading Metrics calculated at close of trading on 10-Feb-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Feb-2021 | 10-Feb-2021 | Change | Change % | Previous Week |  
                        | Open | 3,671.0 | 3,661.0 | -10.0 | -0.3% | 3,451.0 |  
                        | High | 3,672.0 | 3,676.0 | 4.0 | 0.1% | 3,663.0 |  
                        | Low | 3,643.0 | 3,620.0 | -23.0 | -0.6% | 3,451.0 |  
                        | Close | 3,654.0 | 3,641.0 | -13.0 | -0.4% | 3,647.0 |  
                        | Range | 29.0 | 56.0 | 27.0 | 93.1% | 212.0 |  
                        | ATR | 56.7 | 56.6 | 0.0 | -0.1% | 0.0 |  
                        | Volume | 552,956 | 816,787 | 263,831 | 47.7% | 4,061,106 |  | 
    
| 
        
            | Daily Pivots for day following 10-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,813.7 | 3,783.3 | 3,671.8 |  |  
                | R3 | 3,757.7 | 3,727.3 | 3,656.4 |  |  
                | R2 | 3,701.7 | 3,701.7 | 3,651.3 |  |  
                | R1 | 3,671.3 | 3,671.3 | 3,646.1 | 3,658.5 |  
                | PP | 3,645.7 | 3,645.7 | 3,645.7 | 3,639.3 |  
                | S1 | 3,615.3 | 3,615.3 | 3,635.9 | 3,602.5 |  
                | S2 | 3,589.7 | 3,589.7 | 3,630.7 |  |  
                | S3 | 3,533.7 | 3,559.3 | 3,625.6 |  |  
                | S4 | 3,477.7 | 3,503.3 | 3,610.2 |  |  | 
        
            | 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 | 3,590.0 | 92.0 | 2.5% | 38.2 | 1.0% | 55% | False | False | 694,950 |  
                | 10 | 3,682.0 | 3,451.0 | 231.0 | 6.3% | 58.0 | 1.6% | 82% | False | False | 874,193 |  
                | 20 | 3,682.0 | 3,451.0 | 231.0 | 6.3% | 57.1 | 1.6% | 82% | False | False | 866,514 |  
                | 40 | 3,682.0 | 3,379.0 | 303.0 | 8.3% | 56.2 | 1.5% | 86% | False | False | 815,804 |  
                | 60 | 3,682.0 | 3,379.0 | 303.0 | 8.3% | 49.2 | 1.3% | 86% | False | False | 549,205 |  
                | 80 | 3,682.0 | 2,874.0 | 808.0 | 22.2% | 55.1 | 1.5% | 95% | False | False | 413,028 |  
                | 100 | 3,682.0 | 2,874.0 | 808.0 | 22.2% | 51.3 | 1.4% | 95% | False | False | 330,873 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,914.0 |  
            | 2.618 | 3,822.6 |  
            | 1.618 | 3,766.6 |  
            | 1.000 | 3,732.0 |  
            | 0.618 | 3,710.6 |  
            | HIGH | 3,676.0 |  
            | 0.618 | 3,654.6 |  
            | 0.500 | 3,648.0 |  
            | 0.382 | 3,641.4 |  
            | LOW | 3,620.0 |  
            | 0.618 | 3,585.4 |  
            | 1.000 | 3,564.0 |  
            | 1.618 | 3,529.4 |  
            | 2.618 | 3,473.4 |  
            | 4.250 | 3,382.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Feb-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,648.0 | 3,651.0 |  
                                | PP | 3,645.7 | 3,647.7 |  
                                | S1 | 3,643.3 | 3,644.3 |  |