| Trading Metrics calculated at close of trading on 11-Feb-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Feb-2021 | 11-Feb-2021 | Change | Change % | Previous Week |  
                        | Open | 3,661.0 | 3,639.0 | -22.0 | -0.6% | 3,451.0 |  
                        | High | 3,676.0 | 3,668.0 | -8.0 | -0.2% | 3,663.0 |  
                        | Low | 3,620.0 | 3,632.0 | 12.0 | 0.3% | 3,451.0 |  
                        | Close | 3,641.0 | 3,662.0 | 21.0 | 0.6% | 3,647.0 |  
                        | Range | 56.0 | 36.0 | -20.0 | -35.7% | 212.0 |  
                        | ATR | 56.6 | 55.1 | -1.5 | -2.6% | 0.0 |  
                        | Volume | 816,787 | 666,549 | -150,238 | -18.4% | 4,061,106 |  | 
    
| 
        
            | Daily Pivots for day following 11-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,762.0 | 3,748.0 | 3,681.8 |  |  
                | R3 | 3,726.0 | 3,712.0 | 3,671.9 |  |  
                | R2 | 3,690.0 | 3,690.0 | 3,668.6 |  |  
                | R1 | 3,676.0 | 3,676.0 | 3,665.3 | 3,683.0 |  
                | PP | 3,654.0 | 3,654.0 | 3,654.0 | 3,657.5 |  
                | S1 | 3,640.0 | 3,640.0 | 3,658.7 | 3,647.0 |  
                | S2 | 3,618.0 | 3,618.0 | 3,655.4 |  |  
                | S3 | 3,582.0 | 3,604.0 | 3,652.1 |  |  
                | S4 | 3,546.0 | 3,568.0 | 3,642.2 |  |  | 
        
            | 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 | 3,620.0 | 62.0 | 1.7% | 35.4 | 1.0% | 68% | False | False | 681,090 |  
                | 10 | 3,682.0 | 3,451.0 | 231.0 | 6.3% | 51.5 | 1.4% | 91% | False | False | 814,465 |  
                | 20 | 3,682.0 | 3,451.0 | 231.0 | 6.3% | 57.6 | 1.6% | 91% | False | False | 867,700 |  
                | 40 | 3,682.0 | 3,379.0 | 303.0 | 8.3% | 56.0 | 1.5% | 93% | False | False | 828,565 |  
                | 60 | 3,682.0 | 3,379.0 | 303.0 | 8.3% | 48.8 | 1.3% | 93% | False | False | 559,901 |  
                | 80 | 3,682.0 | 2,874.0 | 808.0 | 22.1% | 54.6 | 1.5% | 98% | False | False | 421,331 |  
                | 100 | 3,682.0 | 2,874.0 | 808.0 | 22.1% | 51.3 | 1.4% | 98% | False | False | 337,495 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,821.0 |  
            | 2.618 | 3,762.2 |  
            | 1.618 | 3,726.2 |  
            | 1.000 | 3,704.0 |  
            | 0.618 | 3,690.2 |  
            | HIGH | 3,668.0 |  
            | 0.618 | 3,654.2 |  
            | 0.500 | 3,650.0 |  
            | 0.382 | 3,645.8 |  
            | LOW | 3,632.0 |  
            | 0.618 | 3,609.8 |  
            | 1.000 | 3,596.0 |  
            | 1.618 | 3,573.8 |  
            | 2.618 | 3,537.8 |  
            | 4.250 | 3,479.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Feb-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,658.0 | 3,657.3 |  
                                | PP | 3,654.0 | 3,652.7 |  
                                | S1 | 3,650.0 | 3,648.0 |  |