| Trading Metrics calculated at close of trading on 26-Feb-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Feb-2021 | 26-Feb-2021 | Change | Change % | Previous Week |  
                        | Open | 3,715.0 | 3,639.0 | -76.0 | -2.0% | 3,705.0 |  
                        | High | 3,727.0 | 3,673.0 | -54.0 | -1.4% | 3,727.0 |  
                        | Low | 3,636.0 | 3,616.0 | -20.0 | -0.6% | 3,616.0 |  
                        | Close | 3,688.0 | 3,627.0 | -61.0 | -1.7% | 3,627.0 |  
                        | Range | 91.0 | 57.0 | -34.0 | -37.4% | 111.0 |  
                        | ATR | 57.0 | 58.1 | 1.1 | 1.9% | 0.0 |  
                        | Volume | 988,828 | 1,662,985 | 674,157 | 68.2% | 5,232,432 |  | 
    
| 
        
            | Daily Pivots for day following 26-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,809.7 | 3,775.3 | 3,658.4 |  |  
                | R3 | 3,752.7 | 3,718.3 | 3,642.7 |  |  
                | R2 | 3,695.7 | 3,695.7 | 3,637.5 |  |  
                | R1 | 3,661.3 | 3,661.3 | 3,632.2 | 3,650.0 |  
                | PP | 3,638.7 | 3,638.7 | 3,638.7 | 3,633.0 |  
                | S1 | 3,604.3 | 3,604.3 | 3,621.8 | 3,593.0 |  
                | S2 | 3,581.7 | 3,581.7 | 3,616.6 |  |  
                | S3 | 3,524.7 | 3,547.3 | 3,611.3 |  |  
                | S4 | 3,467.7 | 3,490.3 | 3,595.7 |  |  | 
        
            | Weekly Pivots for week ending 26-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,989.7 | 3,919.3 | 3,688.1 |  |  
                | R3 | 3,878.7 | 3,808.3 | 3,657.5 |  |  
                | R2 | 3,767.7 | 3,767.7 | 3,647.4 |  |  
                | R1 | 3,697.3 | 3,697.3 | 3,637.2 | 3,677.0 |  
                | PP | 3,656.7 | 3,656.7 | 3,656.7 | 3,646.5 |  
                | S1 | 3,586.3 | 3,586.3 | 3,616.8 | 3,566.0 |  
                | S2 | 3,545.7 | 3,545.7 | 3,606.7 |  |  
                | S3 | 3,434.7 | 3,475.3 | 3,596.5 |  |  
                | S4 | 3,323.7 | 3,364.3 | 3,566.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,727.0 | 3,616.0 | 111.0 | 3.1% | 66.8 | 1.8% | 10% | False | True | 1,046,486 |  
                | 10 | 3,741.0 | 3,616.0 | 125.0 | 3.4% | 54.7 | 1.5% | 9% | False | True | 917,729 |  
                | 20 | 3,741.0 | 3,451.0 | 290.0 | 8.0% | 53.1 | 1.5% | 61% | False | False | 866,097 |  
                | 40 | 3,741.0 | 3,451.0 | 290.0 | 8.0% | 55.0 | 1.5% | 61% | False | False | 846,764 |  
                | 60 | 3,741.0 | 3,379.0 | 362.0 | 10.0% | 52.4 | 1.4% | 69% | False | False | 711,888 |  
                | 80 | 3,741.0 | 2,874.0 | 867.0 | 23.9% | 54.3 | 1.5% | 87% | False | False | 535,500 |  
                | 100 | 3,741.0 | 2,874.0 | 867.0 | 23.9% | 52.5 | 1.4% | 87% | False | False | 429,099 |  
                | 120 | 3,741.0 | 2,874.0 | 867.0 | 23.9% | 48.8 | 1.3% | 87% | False | False | 357,842 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,915.3 |  
            | 2.618 | 3,822.2 |  
            | 1.618 | 3,765.2 |  
            | 1.000 | 3,730.0 |  
            | 0.618 | 3,708.2 |  
            | HIGH | 3,673.0 |  
            | 0.618 | 3,651.2 |  
            | 0.500 | 3,644.5 |  
            | 0.382 | 3,637.8 |  
            | LOW | 3,616.0 |  
            | 0.618 | 3,580.8 |  
            | 1.000 | 3,559.0 |  
            | 1.618 | 3,523.8 |  
            | 2.618 | 3,466.8 |  
            | 4.250 | 3,373.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Feb-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,644.5 | 3,671.5 |  
                                | PP | 3,638.7 | 3,656.7 |  
                                | S1 | 3,632.8 | 3,641.8 |  |