| Trading Metrics calculated at close of trading on 03-Mar-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Mar-2021 | 03-Mar-2021 | Change | Change % | Previous Week |  
                        | Open | 3,709.0 | 3,711.0 | 2.0 | 0.1% | 3,705.0 |  
                        | High | 3,726.0 | 3,740.0 | 14.0 | 0.4% | 3,727.0 |  
                        | Low | 3,685.0 | 3,684.0 | -1.0 | 0.0% | 3,616.0 |  
                        | Close | 3,705.0 | 3,710.0 | 5.0 | 0.1% | 3,627.0 |  
                        | Range | 41.0 | 56.0 | 15.0 | 36.6% | 111.0 |  
                        | ATR | 58.7 | 58.5 | -0.2 | -0.3% | 0.0 |  
                        | Volume | 815,150 | 857,046 | 41,896 | 5.1% | 5,232,432 |  | 
    
| 
        
            | Daily Pivots for day following 03-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,879.3 | 3,850.7 | 3,740.8 |  |  
                | R3 | 3,823.3 | 3,794.7 | 3,725.4 |  |  
                | R2 | 3,767.3 | 3,767.3 | 3,720.3 |  |  
                | R1 | 3,738.7 | 3,738.7 | 3,715.1 | 3,725.0 |  
                | PP | 3,711.3 | 3,711.3 | 3,711.3 | 3,704.5 |  
                | S1 | 3,682.7 | 3,682.7 | 3,704.9 | 3,669.0 |  
                | S2 | 3,655.3 | 3,655.3 | 3,699.7 |  |  
                | S3 | 3,599.3 | 3,626.7 | 3,694.6 |  |  
                | S4 | 3,543.3 | 3,570.7 | 3,679.2 |  |  | 
        
            | 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 | 3,740.0 | 3,616.0 | 124.0 | 3.3% | 61.4 | 1.7% | 76% | True | False | 1,045,500 |  
                | 10 | 3,740.0 | 3,616.0 | 124.0 | 3.3% | 58.8 | 1.6% | 76% | True | False | 944,782 |  
                | 20 | 3,741.0 | 3,589.0 | 152.0 | 4.1% | 48.6 | 1.3% | 80% | False | False | 835,719 |  
                | 40 | 3,741.0 | 3,451.0 | 290.0 | 7.8% | 54.8 | 1.5% | 89% | False | False | 863,050 |  
                | 60 | 3,741.0 | 3,379.0 | 362.0 | 9.8% | 53.0 | 1.4% | 91% | False | False | 754,488 |  
                | 80 | 3,741.0 | 3,033.0 | 708.0 | 19.1% | 53.4 | 1.4% | 96% | False | False | 567,650 |  
                | 100 | 3,741.0 | 2,874.0 | 867.0 | 23.4% | 52.9 | 1.4% | 96% | False | False | 454,705 |  
                | 120 | 3,741.0 | 2,874.0 | 867.0 | 23.4% | 49.4 | 1.3% | 96% | False | False | 379,304 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,978.0 |  
            | 2.618 | 3,886.6 |  
            | 1.618 | 3,830.6 |  
            | 1.000 | 3,796.0 |  
            | 0.618 | 3,774.6 |  
            | HIGH | 3,740.0 |  
            | 0.618 | 3,718.6 |  
            | 0.500 | 3,712.0 |  
            | 0.382 | 3,705.4 |  
            | LOW | 3,684.0 |  
            | 0.618 | 3,649.4 |  
            | 1.000 | 3,628.0 |  
            | 1.618 | 3,593.4 |  
            | 2.618 | 3,537.4 |  
            | 4.250 | 3,446.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Mar-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,712.0 | 3,705.2 |  
                                | PP | 3,711.3 | 3,700.3 |  
                                | S1 | 3,710.7 | 3,695.5 |  |