| Trading Metrics calculated at close of trading on 08-Mar-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Mar-2021 | 08-Mar-2021 | Change | Change % | Previous Week |  
                        | Open | 3,660.0 | 3,708.0 | 48.0 | 1.3% | 3,660.0 |  
                        | High | 3,713.0 | 3,774.0 | 61.0 | 1.6% | 3,740.0 |  
                        | Low | 3,643.0 | 3,677.0 | 34.0 | 0.9% | 3,643.0 |  
                        | Close | 3,666.0 | 3,765.0 | 99.0 | 2.7% | 3,666.0 |  
                        | Range | 70.0 | 97.0 | 27.0 | 38.6% | 97.0 |  
                        | ATR | 59.5 | 63.0 | 3.5 | 5.8% | 0.0 |  
                        | Volume | 1,118,140 | 1,185,005 | 66,865 | 6.0% | 4,795,681 |  | 
    
| 
        
            | Daily Pivots for day following 08-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,029.7 | 3,994.3 | 3,818.4 |  |  
                | R3 | 3,932.7 | 3,897.3 | 3,791.7 |  |  
                | R2 | 3,835.7 | 3,835.7 | 3,782.8 |  |  
                | R1 | 3,800.3 | 3,800.3 | 3,773.9 | 3,818.0 |  
                | PP | 3,738.7 | 3,738.7 | 3,738.7 | 3,747.5 |  
                | S1 | 3,703.3 | 3,703.3 | 3,756.1 | 3,721.0 |  
                | S2 | 3,641.7 | 3,641.7 | 3,747.2 |  |  
                | S3 | 3,544.7 | 3,606.3 | 3,738.3 |  |  
                | S4 | 3,447.7 | 3,509.3 | 3,711.7 |  |  | 
        
            | 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 | 3,774.0 | 3,643.0 | 131.0 | 3.5% | 65.0 | 1.7% | 93% | True | False | 1,015,438 |  
                | 10 | 3,774.0 | 3,616.0 | 158.0 | 4.2% | 65.8 | 1.7% | 94% | True | False | 1,046,871 |  
                | 20 | 3,774.0 | 3,616.0 | 158.0 | 4.2% | 54.2 | 1.4% | 94% | True | False | 891,665 |  
                | 40 | 3,774.0 | 3,451.0 | 323.0 | 8.6% | 56.3 | 1.5% | 97% | True | False | 885,889 |  
                | 60 | 3,774.0 | 3,379.0 | 395.0 | 10.5% | 55.5 | 1.5% | 98% | True | False | 809,978 |  
                | 80 | 3,774.0 | 3,229.0 | 545.0 | 14.5% | 53.2 | 1.4% | 98% | True | False | 610,111 |  
                | 100 | 3,774.0 | 2,874.0 | 900.0 | 23.9% | 54.4 | 1.4% | 99% | True | False | 488,673 |  
                | 120 | 3,774.0 | 2,874.0 | 900.0 | 23.9% | 51.2 | 1.4% | 99% | True | False | 407,679 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,186.3 |  
            | 2.618 | 4,027.9 |  
            | 1.618 | 3,930.9 |  
            | 1.000 | 3,871.0 |  
            | 0.618 | 3,833.9 |  
            | HIGH | 3,774.0 |  
            | 0.618 | 3,736.9 |  
            | 0.500 | 3,725.5 |  
            | 0.382 | 3,714.1 |  
            | LOW | 3,677.0 |  
            | 0.618 | 3,617.1 |  
            | 1.000 | 3,580.0 |  
            | 1.618 | 3,520.1 |  
            | 2.618 | 3,423.1 |  
            | 4.250 | 3,264.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Mar-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,751.8 | 3,746.2 |  
                                | PP | 3,738.7 | 3,727.3 |  
                                | S1 | 3,725.5 | 3,708.5 |  |