| Trading Metrics calculated at close of trading on 04-Mar-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Mar-2021 | 04-Mar-2021 | Change | Change % | Previous Week |  
                        | Open | 3,711.0 | 3,685.0 | -26.0 | -0.7% | 3,705.0 |  
                        | High | 3,740.0 | 3,716.0 | -24.0 | -0.6% | 3,727.0 |  
                        | Low | 3,684.0 | 3,655.0 | -29.0 | -0.8% | 3,616.0 |  
                        | Close | 3,710.0 | 3,703.0 | -7.0 | -0.2% | 3,627.0 |  
                        | Range | 56.0 | 61.0 | 5.0 | 8.9% | 111.0 |  
                        | ATR | 58.5 | 58.7 | 0.2 | 0.3% | 0.0 |  
                        | Volume | 857,046 | 1,101,851 | 244,805 | 28.6% | 5,232,432 |  | 
    
| 
        
            | Daily Pivots for day following 04-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,874.3 | 3,849.7 | 3,736.6 |  |  
                | R3 | 3,813.3 | 3,788.7 | 3,719.8 |  |  
                | R2 | 3,752.3 | 3,752.3 | 3,714.2 |  |  
                | R1 | 3,727.7 | 3,727.7 | 3,708.6 | 3,740.0 |  
                | PP | 3,691.3 | 3,691.3 | 3,691.3 | 3,697.5 |  
                | S1 | 3,666.7 | 3,666.7 | 3,697.4 | 3,679.0 |  
                | S2 | 3,630.3 | 3,630.3 | 3,691.8 |  |  
                | S3 | 3,569.3 | 3,605.7 | 3,686.2 |  |  
                | S4 | 3,508.3 | 3,544.7 | 3,669.5 |  |  | 
        
            | 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% | 55.4 | 1.5% | 70% | False | False | 1,068,105 |  
                | 10 | 3,740.0 | 3,616.0 | 124.0 | 3.3% | 60.2 | 1.6% | 70% | False | False | 968,683 |  
                | 20 | 3,741.0 | 3,590.0 | 151.0 | 4.1% | 49.7 | 1.3% | 75% | False | False | 849,806 |  
                | 40 | 3,741.0 | 3,451.0 | 290.0 | 7.8% | 55.1 | 1.5% | 87% | False | False | 871,846 |  
                | 60 | 3,741.0 | 3,379.0 | 362.0 | 9.8% | 53.7 | 1.5% | 90% | False | False | 772,438 |  
                | 80 | 3,741.0 | 3,126.0 | 615.0 | 16.6% | 52.7 | 1.4% | 94% | False | False | 581,393 |  
                | 100 | 3,741.0 | 2,874.0 | 867.0 | 23.4% | 53.3 | 1.4% | 96% | False | False | 465,643 |  
                | 120 | 3,741.0 | 2,874.0 | 867.0 | 23.4% | 49.8 | 1.3% | 96% | False | False | 388,487 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,975.3 |  
            | 2.618 | 3,875.7 |  
            | 1.618 | 3,814.7 |  
            | 1.000 | 3,777.0 |  
            | 0.618 | 3,753.7 |  
            | HIGH | 3,716.0 |  
            | 0.618 | 3,692.7 |  
            | 0.500 | 3,685.5 |  
            | 0.382 | 3,678.3 |  
            | LOW | 3,655.0 |  
            | 0.618 | 3,617.3 |  
            | 1.000 | 3,594.0 |  
            | 1.618 | 3,556.3 |  
            | 2.618 | 3,495.3 |  
            | 4.250 | 3,395.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Mar-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,697.2 | 3,701.2 |  
                                | PP | 3,691.3 | 3,699.3 |  
                                | S1 | 3,685.5 | 3,697.5 |  |