| Trading Metrics calculated at close of trading on 19-Feb-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Feb-2021 | 19-Feb-2021 | Change | Change % | Previous Week |  
                        | Open | 3,711.0 | 3,679.0 | -32.0 | -0.9% | 3,732.0 |  
                        | High | 3,714.0 | 3,716.0 | 2.0 | 0.1% | 3,741.0 |  
                        | Low | 3,667.0 | 3,668.0 | 1.0 | 0.0% | 3,667.0 |  
                        | Close | 3,675.0 | 3,714.0 | 39.0 | 1.1% | 3,714.0 |  
                        | Range | 47.0 | 48.0 | 1.0 | 2.1% | 74.0 |  
                        | ATR | 52.9 | 52.5 | -0.3 | -0.7% | 0.0 |  
                        | Volume | 862,842 | 776,863 | -85,979 | -10.0% | 3,259,070 |  | 
    
| 
        
            | Daily Pivots for day following 19-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,843.3 | 3,826.7 | 3,740.4 |  |  
                | R3 | 3,795.3 | 3,778.7 | 3,727.2 |  |  
                | R2 | 3,747.3 | 3,747.3 | 3,722.8 |  |  
                | R1 | 3,730.7 | 3,730.7 | 3,718.4 | 3,739.0 |  
                | PP | 3,699.3 | 3,699.3 | 3,699.3 | 3,703.5 |  
                | S1 | 3,682.7 | 3,682.7 | 3,709.6 | 3,691.0 |  
                | S2 | 3,651.3 | 3,651.3 | 3,705.2 |  |  
                | S3 | 3,603.3 | 3,634.7 | 3,700.8 |  |  
                | S4 | 3,555.3 | 3,586.7 | 3,687.6 |  |  | 
        
            | Weekly Pivots for week ending 19-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,929.3 | 3,895.7 | 3,754.7 |  |  
                | R3 | 3,855.3 | 3,821.7 | 3,734.4 |  |  
                | R2 | 3,781.3 | 3,781.3 | 3,727.6 |  |  
                | R1 | 3,747.7 | 3,747.7 | 3,720.8 | 3,727.5 |  
                | PP | 3,707.3 | 3,707.3 | 3,707.3 | 3,697.3 |  
                | S1 | 3,673.7 | 3,673.7 | 3,707.2 | 3,653.5 |  
                | S2 | 3,633.3 | 3,633.3 | 3,700.4 |  |  
                | S3 | 3,559.3 | 3,599.7 | 3,693.7 |  |  
                | S4 | 3,485.3 | 3,525.7 | 3,673.3 |  |  | 
    
    | 
            
                | 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 | 3,642.0 | 99.0 | 2.7% | 42.6 | 1.1% | 73% | False | False | 788,972 |  
                | 10 | 3,741.0 | 3,620.0 | 121.0 | 3.3% | 39.0 | 1.1% | 78% | False | False | 735,031 |  
                | 20 | 3,741.0 | 3,451.0 | 290.0 | 7.8% | 57.4 | 1.5% | 91% | False | False | 876,568 |  
                | 40 | 3,741.0 | 3,379.0 | 362.0 | 9.7% | 55.8 | 1.5% | 93% | False | False | 813,762 |  
                | 60 | 3,741.0 | 3,379.0 | 362.0 | 9.7% | 49.3 | 1.3% | 93% | False | False | 625,407 |  
                | 80 | 3,741.0 | 2,874.0 | 867.0 | 23.3% | 54.3 | 1.5% | 97% | False | False | 470,541 |  
                | 100 | 3,741.0 | 2,874.0 | 867.0 | 23.3% | 51.0 | 1.4% | 97% | False | False | 376,822 |  
                | 120 | 3,741.0 | 2,874.0 | 867.0 | 23.3% | 46.6 | 1.3% | 97% | False | False | 314,272 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,920.0 |  
            | 2.618 | 3,841.7 |  
            | 1.618 | 3,793.7 |  
            | 1.000 | 3,764.0 |  
            | 0.618 | 3,745.7 |  
            | HIGH | 3,716.0 |  
            | 0.618 | 3,697.7 |  
            | 0.500 | 3,692.0 |  
            | 0.382 | 3,686.3 |  
            | LOW | 3,668.0 |  
            | 0.618 | 3,638.3 |  
            | 1.000 | 3,620.0 |  
            | 1.618 | 3,590.3 |  
            | 2.618 | 3,542.3 |  
            | 4.250 | 3,464.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Feb-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,706.7 | 3,707.5 |  
                                | PP | 3,699.3 | 3,701.0 |  
                                | S1 | 3,692.0 | 3,694.5 |  |