| Trading Metrics calculated at close of trading on 10-Mar-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Mar-2021 | 10-Mar-2021 | Change | Change % | Previous Week |  
                        | Open | 3,760.0 | 3,786.0 | 26.0 | 0.7% | 3,660.0 |  
                        | High | 3,795.0 | 3,825.0 | 30.0 | 0.8% | 3,740.0 |  
                        | Low | 3,746.0 | 3,771.0 | 25.0 | 0.7% | 3,643.0 |  
                        | Close | 3,790.0 | 3,818.0 | 28.0 | 0.7% | 3,666.0 |  
                        | Range | 49.0 | 54.0 | 5.0 | 10.2% | 97.0 |  
                        | ATR | 62.0 | 61.4 | -0.6 | -0.9% | 0.0 |  
                        | Volume | 1,029,336 | 1,043,761 | 14,425 | 1.4% | 4,795,681 |  | 
    
| 
        
            | Daily Pivots for day following 10-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,966.7 | 3,946.3 | 3,847.7 |  |  
                | R3 | 3,912.7 | 3,892.3 | 3,832.9 |  |  
                | R2 | 3,858.7 | 3,858.7 | 3,827.9 |  |  
                | R1 | 3,838.3 | 3,838.3 | 3,823.0 | 3,848.5 |  
                | PP | 3,804.7 | 3,804.7 | 3,804.7 | 3,809.8 |  
                | S1 | 3,784.3 | 3,784.3 | 3,813.1 | 3,794.5 |  
                | S2 | 3,750.7 | 3,750.7 | 3,808.1 |  |  
                | S3 | 3,696.7 | 3,730.3 | 3,803.2 |  |  
                | S4 | 3,642.7 | 3,676.3 | 3,788.3 |  |  | 
        
            | 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 | 3,825.0 | 3,643.0 | 182.0 | 4.8% | 66.2 | 1.7% | 96% | True | False | 1,095,618 |  
                | 10 | 3,825.0 | 3,616.0 | 209.0 | 5.5% | 63.8 | 1.7% | 97% | True | False | 1,070,559 |  
                | 20 | 3,825.0 | 3,616.0 | 209.0 | 5.5% | 56.5 | 1.5% | 97% | True | False | 935,720 |  
                | 40 | 3,825.0 | 3,451.0 | 374.0 | 9.8% | 56.6 | 1.5% | 98% | True | False | 899,243 |  
                | 60 | 3,825.0 | 3,379.0 | 446.0 | 11.7% | 56.1 | 1.5% | 98% | True | False | 843,512 |  
                | 80 | 3,825.0 | 3,379.0 | 446.0 | 11.7% | 50.8 | 1.3% | 98% | True | False | 635,938 |  
                | 100 | 3,825.0 | 2,874.0 | 951.0 | 24.9% | 55.1 | 1.4% | 99% | True | False | 509,403 |  
                | 120 | 3,825.0 | 2,874.0 | 951.0 | 24.9% | 51.8 | 1.4% | 99% | True | False | 424,875 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,054.5 |  
            | 2.618 | 3,966.4 |  
            | 1.618 | 3,912.4 |  
            | 1.000 | 3,879.0 |  
            | 0.618 | 3,858.4 |  
            | HIGH | 3,825.0 |  
            | 0.618 | 3,804.4 |  
            | 0.500 | 3,798.0 |  
            | 0.382 | 3,791.6 |  
            | LOW | 3,771.0 |  
            | 0.618 | 3,737.6 |  
            | 1.000 | 3,717.0 |  
            | 1.618 | 3,683.6 |  
            | 2.618 | 3,629.6 |  
            | 4.250 | 3,541.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Mar-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,811.3 | 3,795.7 |  
                                | PP | 3,804.7 | 3,773.3 |  
                                | S1 | 3,798.0 | 3,751.0 |  |