| Trading Metrics calculated at close of trading on 05-Mar-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Mar-2021 | 05-Mar-2021 | Change | Change % | Previous Week |  
                        | Open | 3,685.0 | 3,660.0 | -25.0 | -0.7% | 3,660.0 |  
                        | High | 3,716.0 | 3,713.0 | -3.0 | -0.1% | 3,740.0 |  
                        | Low | 3,655.0 | 3,643.0 | -12.0 | -0.3% | 3,643.0 |  
                        | Close | 3,703.0 | 3,666.0 | -37.0 | -1.0% | 3,666.0 |  
                        | Range | 61.0 | 70.0 | 9.0 | 14.8% | 97.0 |  
                        | ATR | 58.7 | 59.5 | 0.8 | 1.4% | 0.0 |  
                        | Volume | 1,101,851 | 1,118,140 | 16,289 | 1.5% | 4,795,681 |  | 
    
| 
        
            | Daily Pivots for day following 05-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,884.0 | 3,845.0 | 3,704.5 |  |  
                | R3 | 3,814.0 | 3,775.0 | 3,685.3 |  |  
                | R2 | 3,744.0 | 3,744.0 | 3,678.8 |  |  
                | R1 | 3,705.0 | 3,705.0 | 3,672.4 | 3,724.5 |  
                | PP | 3,674.0 | 3,674.0 | 3,674.0 | 3,683.8 |  
                | S1 | 3,635.0 | 3,635.0 | 3,659.6 | 3,654.5 |  
                | S2 | 3,604.0 | 3,604.0 | 3,653.2 |  |  
                | S3 | 3,534.0 | 3,565.0 | 3,646.8 |  |  
                | S4 | 3,464.0 | 3,495.0 | 3,627.5 |  |  | 
        
            | Weekly Pivots for week ending 05-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,974.0 | 3,917.0 | 3,719.4 |  |  
                | R3 | 3,877.0 | 3,820.0 | 3,692.7 |  |  
                | R2 | 3,780.0 | 3,780.0 | 3,683.8 |  |  
                | R1 | 3,723.0 | 3,723.0 | 3,674.9 | 3,751.5 |  
                | PP | 3,683.0 | 3,683.0 | 3,683.0 | 3,697.3 |  
                | S1 | 3,626.0 | 3,626.0 | 3,657.1 | 3,654.5 |  
                | S2 | 3,586.0 | 3,586.0 | 3,648.2 |  |  
                | S3 | 3,489.0 | 3,529.0 | 3,639.3 |  |  
                | S4 | 3,392.0 | 3,432.0 | 3,612.7 |  |  | 
    
    | 
            
                | 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 | 3,643.0 | 97.0 | 2.6% | 58.0 | 1.6% | 24% | False | True | 959,136 |  
                | 10 | 3,740.0 | 3,616.0 | 124.0 | 3.4% | 62.4 | 1.7% | 40% | False | False | 1,002,811 |  
                | 20 | 3,741.0 | 3,616.0 | 125.0 | 3.4% | 50.7 | 1.4% | 40% | False | False | 868,921 |  
                | 40 | 3,741.0 | 3,451.0 | 290.0 | 7.9% | 54.7 | 1.5% | 74% | False | False | 876,606 |  
                | 60 | 3,741.0 | 3,379.0 | 362.0 | 9.9% | 54.5 | 1.5% | 79% | False | False | 790,561 |  
                | 80 | 3,741.0 | 3,157.0 | 584.0 | 15.9% | 52.6 | 1.4% | 87% | False | False | 595,302 |  
                | 100 | 3,741.0 | 2,874.0 | 867.0 | 23.6% | 53.7 | 1.5% | 91% | False | False | 476,824 |  
                | 120 | 3,741.0 | 2,874.0 | 867.0 | 23.6% | 50.4 | 1.4% | 91% | False | False | 397,804 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,010.5 |  
            | 2.618 | 3,896.3 |  
            | 1.618 | 3,826.3 |  
            | 1.000 | 3,783.0 |  
            | 0.618 | 3,756.3 |  
            | HIGH | 3,713.0 |  
            | 0.618 | 3,686.3 |  
            | 0.500 | 3,678.0 |  
            | 0.382 | 3,669.7 |  
            | LOW | 3,643.0 |  
            | 0.618 | 3,599.7 |  
            | 1.000 | 3,573.0 |  
            | 1.618 | 3,529.7 |  
            | 2.618 | 3,459.7 |  
            | 4.250 | 3,345.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Mar-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,678.0 | 3,691.5 |  
                                | PP | 3,674.0 | 3,683.0 |  
                                | S1 | 3,670.0 | 3,674.5 |  |