| Trading Metrics calculated at close of trading on 01-Mar-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Feb-2021 | 01-Mar-2021 | Change | Change % | Previous Week |  
                        | Open | 3,639.0 | 3,660.0 | 21.0 | 0.6% | 3,705.0 |  
                        | High | 3,673.0 | 3,713.0 | 40.0 | 1.1% | 3,727.0 |  
                        | Low | 3,616.0 | 3,651.0 | 35.0 | 1.0% | 3,616.0 |  
                        | Close | 3,627.0 | 3,701.0 | 74.0 | 2.0% | 3,627.0 |  
                        | Range | 57.0 | 62.0 | 5.0 | 8.8% | 111.0 |  
                        | ATR | 58.1 | 60.1 | 2.0 | 3.4% | 0.0 |  
                        | Volume | 1,662,985 | 903,494 | -759,491 | -45.7% | 5,232,432 |  | 
    
| 
        
            | Daily Pivots for day following 01-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,874.3 | 3,849.7 | 3,735.1 |  |  
                | R3 | 3,812.3 | 3,787.7 | 3,718.1 |  |  
                | R2 | 3,750.3 | 3,750.3 | 3,712.4 |  |  
                | R1 | 3,725.7 | 3,725.7 | 3,706.7 | 3,738.0 |  
                | PP | 3,688.3 | 3,688.3 | 3,688.3 | 3,694.5 |  
                | S1 | 3,663.7 | 3,663.7 | 3,695.3 | 3,676.0 |  
                | S2 | 3,626.3 | 3,626.3 | 3,689.6 |  |  
                | S3 | 3,564.3 | 3,601.7 | 3,684.0 |  |  
                | S4 | 3,502.3 | 3,539.7 | 3,666.9 |  |  | 
        
            | 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 | 3.0% | 66.6 | 1.8% | 77% | False | False | 1,078,304 |  
                | 10 | 3,741.0 | 3,616.0 | 125.0 | 3.4% | 55.4 | 1.5% | 68% | False | False | 939,499 |  
                | 20 | 3,741.0 | 3,451.0 | 290.0 | 7.8% | 51.8 | 1.4% | 86% | False | False | 840,860 |  
                | 40 | 3,741.0 | 3,451.0 | 290.0 | 7.8% | 55.5 | 1.5% | 86% | False | False | 857,864 |  
                | 60 | 3,741.0 | 3,379.0 | 362.0 | 9.8% | 52.8 | 1.4% | 89% | False | False | 726,910 |  
                | 80 | 3,741.0 | 2,940.0 | 801.0 | 21.6% | 54.0 | 1.5% | 95% | False | False | 546,790 |  
                | 100 | 3,741.0 | 2,874.0 | 867.0 | 23.4% | 52.6 | 1.4% | 95% | False | False | 438,012 |  
                | 120 | 3,741.0 | 2,874.0 | 867.0 | 23.4% | 48.7 | 1.3% | 95% | False | False | 365,370 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,976.5 |  
            | 2.618 | 3,875.3 |  
            | 1.618 | 3,813.3 |  
            | 1.000 | 3,775.0 |  
            | 0.618 | 3,751.3 |  
            | HIGH | 3,713.0 |  
            | 0.618 | 3,689.3 |  
            | 0.500 | 3,682.0 |  
            | 0.382 | 3,674.7 |  
            | LOW | 3,651.0 |  
            | 0.618 | 3,612.7 |  
            | 1.000 | 3,589.0 |  
            | 1.618 | 3,550.7 |  
            | 2.618 | 3,488.7 |  
            | 4.250 | 3,387.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Mar-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,694.7 | 3,691.2 |  
                                | PP | 3,688.3 | 3,681.3 |  
                                | S1 | 3,682.0 | 3,671.5 |  |