| Trading Metrics calculated at close of trading on 17-Feb-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Feb-2021 | 17-Feb-2021 | Change | Change % | Previous Week |  
                        | Open | 3,732.0 | 3,710.0 | -22.0 | -0.6% | 3,655.0 |  
                        | High | 3,741.0 | 3,722.0 | -19.0 | -0.5% | 3,697.0 |  
                        | Low | 3,711.0 | 3,689.0 | -22.0 | -0.6% | 3,620.0 |  
                        | Close | 3,720.0 | 3,697.0 | -23.0 | -0.6% | 3,689.0 |  
                        | Range | 30.0 | 33.0 | 3.0 | 10.0% | 77.0 |  
                        | ATR | 54.9 | 53.3 | -1.6 | -2.8% | 0.0 |  
                        | Volume | 659,926 | 959,439 | 299,513 | 45.4% | 3,361,115 |  | 
    
| 
        
            | Daily Pivots for day following 17-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,801.7 | 3,782.3 | 3,715.2 |  |  
                | R3 | 3,768.7 | 3,749.3 | 3,706.1 |  |  
                | R2 | 3,735.7 | 3,735.7 | 3,703.1 |  |  
                | R1 | 3,716.3 | 3,716.3 | 3,700.0 | 3,709.5 |  
                | PP | 3,702.7 | 3,702.7 | 3,702.7 | 3,699.3 |  
                | S1 | 3,683.3 | 3,683.3 | 3,694.0 | 3,676.5 |  
                | S2 | 3,669.7 | 3,669.7 | 3,691.0 |  |  
                | S3 | 3,636.7 | 3,650.3 | 3,687.9 |  |  
                | S4 | 3,603.7 | 3,617.3 | 3,678.9 |  |  | 
        
            | Weekly Pivots for week ending 12-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,899.7 | 3,871.3 | 3,731.4 |  |  
                | R3 | 3,822.7 | 3,794.3 | 3,710.2 |  |  
                | R2 | 3,745.7 | 3,745.7 | 3,703.1 |  |  
                | R1 | 3,717.3 | 3,717.3 | 3,696.1 | 3,731.5 |  
                | PP | 3,668.7 | 3,668.7 | 3,668.7 | 3,675.8 |  
                | S1 | 3,640.3 | 3,640.3 | 3,681.9 | 3,654.5 |  
                | S2 | 3,591.7 | 3,591.7 | 3,674.9 |  |  
                | S3 | 3,514.7 | 3,563.3 | 3,667.8 |  |  
                | S4 | 3,437.7 | 3,486.3 | 3,646.7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,741.0 | 3,620.0 | 121.0 | 3.3% | 42.0 | 1.1% | 64% | False | False | 757,698 |  
                | 10 | 3,741.0 | 3,589.0 | 152.0 | 4.1% | 38.4 | 1.0% | 71% | False | False | 726,656 |  
                | 20 | 3,741.0 | 3,451.0 | 290.0 | 7.8% | 56.9 | 1.5% | 85% | False | False | 863,852 |  
                | 40 | 3,741.0 | 3,379.0 | 362.0 | 9.8% | 55.2 | 1.5% | 88% | False | False | 819,024 |  
                | 60 | 3,741.0 | 3,379.0 | 362.0 | 9.8% | 48.6 | 1.3% | 88% | False | False | 598,245 |  
                | 80 | 3,741.0 | 2,874.0 | 867.0 | 23.5% | 54.4 | 1.5% | 95% | False | False | 450,116 |  
                | 100 | 3,741.0 | 2,874.0 | 867.0 | 23.5% | 51.0 | 1.4% | 95% | False | False | 360,445 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,862.3 |  
            | 2.618 | 3,808.4 |  
            | 1.618 | 3,775.4 |  
            | 1.000 | 3,755.0 |  
            | 0.618 | 3,742.4 |  
            | HIGH | 3,722.0 |  
            | 0.618 | 3,709.4 |  
            | 0.500 | 3,705.5 |  
            | 0.382 | 3,701.6 |  
            | LOW | 3,689.0 |  
            | 0.618 | 3,668.6 |  
            | 1.000 | 3,656.0 |  
            | 1.618 | 3,635.6 |  
            | 2.618 | 3,602.6 |  
            | 4.250 | 3,548.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Feb-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,705.5 | 3,695.2 |  
                                | PP | 3,702.7 | 3,693.3 |  
                                | S1 | 3,699.8 | 3,691.5 |  |