| Trading Metrics calculated at close of trading on 15-Mar-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Mar-2021 | 15-Mar-2021 | Change | Change % | Previous Week |  
                        | Open | 3,842.0 | 3,852.0 | 10.0 | 0.3% | 3,708.0 |  
                        | High | 3,850.0 | 3,856.0 | 6.0 | 0.2% | 3,850.0 |  
                        | Low | 3,816.0 | 3,816.0 | 0.0 | 0.0% | 3,677.0 |  
                        | Close | 3,832.0 | 3,829.0 | -3.0 | -0.1% | 3,832.0 |  
                        | Range | 34.0 | 40.0 | 6.0 | 17.6% | 173.0 |  
                        | ATR | 57.5 | 56.2 | -1.2 | -2.2% | 0.0 |  
                        | Volume | 1,121,171 | 1,121,171 | 0 | 0.0% | 5,357,923 |  | 
    
| 
        
            | Daily Pivots for day following 15-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,953.7 | 3,931.3 | 3,851.0 |  |  
                | R3 | 3,913.7 | 3,891.3 | 3,840.0 |  |  
                | R2 | 3,873.7 | 3,873.7 | 3,836.3 |  |  
                | R1 | 3,851.3 | 3,851.3 | 3,832.7 | 3,842.5 |  
                | PP | 3,833.7 | 3,833.7 | 3,833.7 | 3,829.3 |  
                | S1 | 3,811.3 | 3,811.3 | 3,825.3 | 3,802.5 |  
                | S2 | 3,793.7 | 3,793.7 | 3,821.7 |  |  
                | S3 | 3,753.7 | 3,771.3 | 3,818.0 |  |  
                | S4 | 3,713.7 | 3,731.3 | 3,807.0 |  |  | 
        
            | 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 | 3,856.0 | 3,746.0 | 110.0 | 2.9% | 41.8 | 1.1% | 75% | True | False | 1,058,817 |  
                | 10 | 3,856.0 | 3,643.0 | 213.0 | 5.6% | 53.4 | 1.4% | 87% | True | False | 1,037,128 |  
                | 20 | 3,856.0 | 3,616.0 | 240.0 | 6.3% | 54.4 | 1.4% | 89% | True | False | 988,313 |  
                | 40 | 3,856.0 | 3,451.0 | 405.0 | 10.6% | 56.7 | 1.5% | 93% | True | False | 927,525 |  
                | 60 | 3,856.0 | 3,379.0 | 477.0 | 12.5% | 55.3 | 1.4% | 94% | True | False | 887,685 |  
                | 80 | 3,856.0 | 3,379.0 | 477.0 | 12.5% | 50.2 | 1.3% | 94% | True | False | 675,572 |  
                | 100 | 3,856.0 | 2,874.0 | 982.0 | 25.6% | 54.7 | 1.4% | 97% | True | False | 541,563 |  
                | 120 | 3,856.0 | 2,874.0 | 982.0 | 25.6% | 52.1 | 1.4% | 97% | True | False | 451,680 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,026.0 |  
            | 2.618 | 3,960.7 |  
            | 1.618 | 3,920.7 |  
            | 1.000 | 3,896.0 |  
            | 0.618 | 3,880.7 |  
            | HIGH | 3,856.0 |  
            | 0.618 | 3,840.7 |  
            | 0.500 | 3,836.0 |  
            | 0.382 | 3,831.3 |  
            | LOW | 3,816.0 |  
            | 0.618 | 3,791.3 |  
            | 1.000 | 3,776.0 |  
            | 1.618 | 3,751.3 |  
            | 2.618 | 3,711.3 |  
            | 4.250 | 3,646.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Mar-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,836.0 | 3,835.5 |  
                                | PP | 3,833.7 | 3,833.3 |  
                                | S1 | 3,831.3 | 3,831.2 |  |