| Trading Metrics calculated at close of trading on 22-Feb-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Feb-2021 | 22-Feb-2021 | Change | Change % | Previous Week |  
                        | Open | 3,679.0 | 3,705.0 | 26.0 | 0.7% | 3,732.0 |  
                        | High | 3,716.0 | 3,719.0 | 3.0 | 0.1% | 3,741.0 |  
                        | Low | 3,668.0 | 3,656.0 | -12.0 | -0.3% | 3,667.0 |  
                        | Close | 3,714.0 | 3,700.0 | -14.0 | -0.4% | 3,714.0 |  
                        | Range | 48.0 | 63.0 | 15.0 | 31.3% | 74.0 |  
                        | ATR | 52.5 | 53.3 | 0.7 | 1.4% | 0.0 |  
                        | Volume | 776,863 | 744,402 | -32,461 | -4.2% | 3,259,070 |  | 
    
| 
        
            | Daily Pivots for day following 22-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,880.7 | 3,853.3 | 3,734.7 |  |  
                | R3 | 3,817.7 | 3,790.3 | 3,717.3 |  |  
                | R2 | 3,754.7 | 3,754.7 | 3,711.6 |  |  
                | R1 | 3,727.3 | 3,727.3 | 3,705.8 | 3,709.5 |  
                | PP | 3,691.7 | 3,691.7 | 3,691.7 | 3,682.8 |  
                | S1 | 3,664.3 | 3,664.3 | 3,694.2 | 3,646.5 |  
                | S2 | 3,628.7 | 3,628.7 | 3,688.5 |  |  
                | S3 | 3,565.7 | 3,601.3 | 3,682.7 |  |  
                | S4 | 3,502.7 | 3,538.3 | 3,665.4 |  |  | 
        
            | 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 | 3,656.0 | 85.0 | 2.3% | 44.2 | 1.2% | 52% | False | True | 800,694 |  
                | 10 | 3,741.0 | 3,620.0 | 121.0 | 3.3% | 42.5 | 1.1% | 66% | False | False | 736,458 |  
                | 20 | 3,741.0 | 3,451.0 | 290.0 | 7.8% | 57.8 | 1.6% | 86% | False | False | 867,389 |  
                | 40 | 3,741.0 | 3,379.0 | 362.0 | 9.8% | 56.0 | 1.5% | 89% | False | False | 805,435 |  
                | 60 | 3,741.0 | 3,379.0 | 362.0 | 9.8% | 49.9 | 1.3% | 89% | False | False | 637,433 |  
                | 80 | 3,741.0 | 2,874.0 | 867.0 | 23.4% | 54.5 | 1.5% | 95% | False | False | 479,838 |  
                | 100 | 3,741.0 | 2,874.0 | 867.0 | 23.4% | 51.1 | 1.4% | 95% | False | False | 384,263 |  
                | 120 | 3,741.0 | 2,874.0 | 867.0 | 23.4% | 47.2 | 1.3% | 95% | False | False | 320,442 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,986.8 |  
            | 2.618 | 3,883.9 |  
            | 1.618 | 3,820.9 |  
            | 1.000 | 3,782.0 |  
            | 0.618 | 3,757.9 |  
            | HIGH | 3,719.0 |  
            | 0.618 | 3,694.9 |  
            | 0.500 | 3,687.5 |  
            | 0.382 | 3,680.1 |  
            | LOW | 3,656.0 |  
            | 0.618 | 3,617.1 |  
            | 1.000 | 3,593.0 |  
            | 1.618 | 3,554.1 |  
            | 2.618 | 3,491.1 |  
            | 4.250 | 3,388.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Feb-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,695.8 | 3,695.8 |  
                                | PP | 3,691.7 | 3,691.7 |  
                                | S1 | 3,687.5 | 3,687.5 |  |