| Trading Metrics calculated at close of trading on 12-Mar-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Mar-2021 | 12-Mar-2021 | Change | Change % | Previous Week |  
                        | Open | 3,820.0 | 3,842.0 | 22.0 | 0.6% | 3,708.0 |  
                        | High | 3,847.0 | 3,850.0 | 3.0 | 0.1% | 3,850.0 |  
                        | Low | 3,815.0 | 3,816.0 | 1.0 | 0.0% | 3,677.0 |  
                        | Close | 3,844.0 | 3,832.0 | -12.0 | -0.3% | 3,832.0 |  
                        | Range | 32.0 | 34.0 | 2.0 | 6.3% | 173.0 |  
                        | ATR | 59.3 | 57.5 | -1.8 | -3.0% | 0.0 |  
                        | Volume | 978,650 | 1,121,171 | 142,521 | 14.6% | 5,357,923 |  | 
    
| 
        
            | Daily Pivots for day following 12-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,934.7 | 3,917.3 | 3,850.7 |  |  
                | R3 | 3,900.7 | 3,883.3 | 3,841.4 |  |  
                | R2 | 3,866.7 | 3,866.7 | 3,838.2 |  |  
                | R1 | 3,849.3 | 3,849.3 | 3,835.1 | 3,841.0 |  
                | PP | 3,832.7 | 3,832.7 | 3,832.7 | 3,828.5 |  
                | S1 | 3,815.3 | 3,815.3 | 3,828.9 | 3,807.0 |  
                | S2 | 3,798.7 | 3,798.7 | 3,825.8 |  |  
                | S3 | 3,764.7 | 3,781.3 | 3,822.7 |  |  
                | S4 | 3,730.7 | 3,747.3 | 3,813.3 |  |  | 
        
            | Weekly Pivots for week ending 12-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,305.3 | 4,241.7 | 3,927.2 |  |  
                | R3 | 4,132.3 | 4,068.7 | 3,879.6 |  |  
                | R2 | 3,959.3 | 3,959.3 | 3,863.7 |  |  
                | R1 | 3,895.7 | 3,895.7 | 3,847.9 | 3,927.5 |  
                | PP | 3,786.3 | 3,786.3 | 3,786.3 | 3,802.3 |  
                | S1 | 3,722.7 | 3,722.7 | 3,816.1 | 3,754.5 |  
                | S2 | 3,613.3 | 3,613.3 | 3,800.3 |  |  
                | S3 | 3,440.3 | 3,549.7 | 3,784.4 |  |  
                | S4 | 3,267.3 | 3,376.7 | 3,736.9 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,850.0 | 3,677.0 | 173.0 | 4.5% | 53.2 | 1.4% | 90% | True | False | 1,071,584 |  
                | 10 | 3,850.0 | 3,643.0 | 207.0 | 5.4% | 55.6 | 1.5% | 91% | True | False | 1,015,360 |  
                | 20 | 3,850.0 | 3,616.0 | 234.0 | 6.1% | 55.2 | 1.4% | 92% | True | False | 966,544 |  
                | 40 | 3,850.0 | 3,451.0 | 399.0 | 10.4% | 56.4 | 1.5% | 95% | True | False | 917,122 |  
                | 60 | 3,850.0 | 3,379.0 | 471.0 | 12.3% | 55.7 | 1.5% | 96% | True | False | 874,558 |  
                | 80 | 3,850.0 | 3,379.0 | 471.0 | 12.3% | 50.4 | 1.3% | 96% | True | False | 661,562 |  
                | 100 | 3,850.0 | 2,874.0 | 976.0 | 25.5% | 54.7 | 1.4% | 98% | True | False | 530,374 |  
                | 120 | 3,850.0 | 2,874.0 | 976.0 | 25.5% | 52.0 | 1.4% | 98% | True | False | 442,337 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,994.5 |  
            | 2.618 | 3,939.0 |  
            | 1.618 | 3,905.0 |  
            | 1.000 | 3,884.0 |  
            | 0.618 | 3,871.0 |  
            | HIGH | 3,850.0 |  
            | 0.618 | 3,837.0 |  
            | 0.500 | 3,833.0 |  
            | 0.382 | 3,829.0 |  
            | LOW | 3,816.0 |  
            | 0.618 | 3,795.0 |  
            | 1.000 | 3,782.0 |  
            | 1.618 | 3,761.0 |  
            | 2.618 | 3,727.0 |  
            | 4.250 | 3,671.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Mar-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,833.0 | 3,824.8 |  
                                | PP | 3,832.7 | 3,817.7 |  
                                | S1 | 3,832.3 | 3,810.5 |  |