| Trading Metrics calculated at close of trading on 24-Feb-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Feb-2021 | 24-Feb-2021 | Change | Change % | Previous Week |  
                        | Open | 3,683.0 | 3,683.0 | 0.0 | 0.0% | 3,732.0 |  
                        | High | 3,709.0 | 3,715.0 | 6.0 | 0.2% | 3,741.0 |  
                        | Low | 3,639.0 | 3,662.0 | 23.0 | 0.6% | 3,667.0 |  
                        | Close | 3,680.0 | 3,702.0 | 22.0 | 0.6% | 3,714.0 |  
                        | Range | 70.0 | 53.0 | -17.0 | -24.3% | 74.0 |  
                        | ATR | 54.5 | 54.4 | -0.1 | -0.2% | 0.0 |  
                        | Volume | 1,016,893 | 819,324 | -197,569 | -19.4% | 3,259,070 |  | 
    
| 
        
            | Daily Pivots for day following 24-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,852.0 | 3,830.0 | 3,731.2 |  |  
                | R3 | 3,799.0 | 3,777.0 | 3,716.6 |  |  
                | R2 | 3,746.0 | 3,746.0 | 3,711.7 |  |  
                | R1 | 3,724.0 | 3,724.0 | 3,706.9 | 3,735.0 |  
                | PP | 3,693.0 | 3,693.0 | 3,693.0 | 3,698.5 |  
                | S1 | 3,671.0 | 3,671.0 | 3,697.1 | 3,682.0 |  
                | S2 | 3,640.0 | 3,640.0 | 3,692.3 |  |  
                | S3 | 3,587.0 | 3,618.0 | 3,687.4 |  |  
                | S4 | 3,534.0 | 3,565.0 | 3,672.9 |  |  | 
        
            | 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 | 3,719.0 | 3,639.0 | 80.0 | 2.2% | 56.2 | 1.5% | 79% | False | False | 844,064 |  
                | 10 | 3,741.0 | 3,620.0 | 121.0 | 3.3% | 49.1 | 1.3% | 68% | False | False | 800,881 |  
                | 20 | 3,741.0 | 3,451.0 | 290.0 | 7.8% | 55.8 | 1.5% | 87% | False | False | 864,374 |  
                | 40 | 3,741.0 | 3,451.0 | 290.0 | 7.8% | 54.2 | 1.5% | 87% | False | False | 802,564 |  
                | 60 | 3,741.0 | 3,379.0 | 362.0 | 9.8% | 50.7 | 1.4% | 89% | False | False | 667,918 |  
                | 80 | 3,741.0 | 2,874.0 | 867.0 | 23.4% | 54.2 | 1.5% | 96% | False | False | 502,608 |  
                | 100 | 3,741.0 | 2,874.0 | 867.0 | 23.4% | 51.6 | 1.4% | 96% | False | False | 402,582 |  
                | 120 | 3,741.0 | 2,874.0 | 867.0 | 23.4% | 48.0 | 1.3% | 96% | False | False | 335,744 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,940.3 |  
            | 2.618 | 3,853.8 |  
            | 1.618 | 3,800.8 |  
            | 1.000 | 3,768.0 |  
            | 0.618 | 3,747.8 |  
            | HIGH | 3,715.0 |  
            | 0.618 | 3,694.8 |  
            | 0.500 | 3,688.5 |  
            | 0.382 | 3,682.2 |  
            | LOW | 3,662.0 |  
            | 0.618 | 3,629.2 |  
            | 1.000 | 3,609.0 |  
            | 1.618 | 3,576.2 |  
            | 2.618 | 3,523.2 |  
            | 4.250 | 3,436.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Feb-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,697.5 | 3,694.3 |  
                                | PP | 3,693.0 | 3,686.7 |  
                                | S1 | 3,688.5 | 3,679.0 |  |