| Trading Metrics calculated at close of trading on 11-Mar-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Mar-2021 | 11-Mar-2021 | Change | Change % | Previous Week |  
                        | Open | 3,786.0 | 3,820.0 | 34.0 | 0.9% | 3,660.0 |  
                        | High | 3,825.0 | 3,847.0 | 22.0 | 0.6% | 3,740.0 |  
                        | Low | 3,771.0 | 3,815.0 | 44.0 | 1.2% | 3,643.0 |  
                        | Close | 3,818.0 | 3,844.0 | 26.0 | 0.7% | 3,666.0 |  
                        | Range | 54.0 | 32.0 | -22.0 | -40.7% | 97.0 |  
                        | ATR | 61.4 | 59.3 | -2.1 | -3.4% | 0.0 |  
                        | Volume | 1,043,761 | 978,650 | -65,111 | -6.2% | 4,795,681 |  | 
    
| 
        
            | Daily Pivots for day following 11-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,931.3 | 3,919.7 | 3,861.6 |  |  
                | R3 | 3,899.3 | 3,887.7 | 3,852.8 |  |  
                | R2 | 3,867.3 | 3,867.3 | 3,849.9 |  |  
                | R1 | 3,855.7 | 3,855.7 | 3,846.9 | 3,861.5 |  
                | PP | 3,835.3 | 3,835.3 | 3,835.3 | 3,838.3 |  
                | S1 | 3,823.7 | 3,823.7 | 3,841.1 | 3,829.5 |  
                | S2 | 3,803.3 | 3,803.3 | 3,838.1 |  |  
                | S3 | 3,771.3 | 3,791.7 | 3,835.2 |  |  
                | S4 | 3,739.3 | 3,759.7 | 3,826.4 |  |  | 
        
            | 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 | 3,847.0 | 3,643.0 | 204.0 | 5.3% | 60.4 | 1.6% | 99% | True | False | 1,070,978 |  
                | 10 | 3,847.0 | 3,616.0 | 231.0 | 6.0% | 57.9 | 1.5% | 99% | True | False | 1,069,541 |  
                | 20 | 3,847.0 | 3,616.0 | 231.0 | 6.0% | 55.3 | 1.4% | 99% | True | False | 943,813 |  
                | 40 | 3,847.0 | 3,451.0 | 396.0 | 10.3% | 56.2 | 1.5% | 99% | True | False | 905,164 |  
                | 60 | 3,847.0 | 3,379.0 | 468.0 | 12.2% | 55.9 | 1.5% | 99% | True | False | 858,474 |  
                | 80 | 3,847.0 | 3,379.0 | 468.0 | 12.2% | 50.7 | 1.3% | 99% | True | False | 647,857 |  
                | 100 | 3,847.0 | 2,874.0 | 973.0 | 25.3% | 55.2 | 1.4% | 100% | True | False | 519,185 |  
                | 120 | 3,847.0 | 2,874.0 | 973.0 | 25.3% | 52.0 | 1.4% | 100% | True | False | 433,030 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,983.0 |  
            | 2.618 | 3,930.8 |  
            | 1.618 | 3,898.8 |  
            | 1.000 | 3,879.0 |  
            | 0.618 | 3,866.8 |  
            | HIGH | 3,847.0 |  
            | 0.618 | 3,834.8 |  
            | 0.500 | 3,831.0 |  
            | 0.382 | 3,827.2 |  
            | LOW | 3,815.0 |  
            | 0.618 | 3,795.2 |  
            | 1.000 | 3,783.0 |  
            | 1.618 | 3,763.2 |  
            | 2.618 | 3,731.2 |  
            | 4.250 | 3,679.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Mar-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,839.7 | 3,828.2 |  
                                | PP | 3,835.3 | 3,812.3 |  
                                | S1 | 3,831.0 | 3,796.5 |  |