| Trading Metrics calculated at close of trading on 16-Mar-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Mar-2021 | 16-Mar-2021 | Change | Change % | Previous Week |  
                        | Open | 3,852.0 | 3,838.0 | -14.0 | -0.4% | 3,708.0 |  
                        | High | 3,856.0 | 3,857.0 | 1.0 | 0.0% | 3,850.0 |  
                        | Low | 3,816.0 | 3,832.0 | 16.0 | 0.4% | 3,677.0 |  
                        | Close | 3,829.0 | 3,850.0 | 21.0 | 0.5% | 3,832.0 |  
                        | Range | 40.0 | 25.0 | -15.0 | -37.5% | 173.0 |  
                        | ATR | 56.2 | 54.2 | -2.0 | -3.6% | 0.0 |  
                        | Volume | 1,121,171 | 1,888,610 | 767,439 | 68.4% | 5,357,923 |  | 
    
| 
        
            | Daily Pivots for day following 16-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,921.3 | 3,910.7 | 3,863.8 |  |  
                | R3 | 3,896.3 | 3,885.7 | 3,856.9 |  |  
                | R2 | 3,871.3 | 3,871.3 | 3,854.6 |  |  
                | R1 | 3,860.7 | 3,860.7 | 3,852.3 | 3,866.0 |  
                | PP | 3,846.3 | 3,846.3 | 3,846.3 | 3,849.0 |  
                | S1 | 3,835.7 | 3,835.7 | 3,847.7 | 3,841.0 |  
                | S2 | 3,821.3 | 3,821.3 | 3,845.4 |  |  
                | S3 | 3,796.3 | 3,810.7 | 3,843.1 |  |  
                | S4 | 3,771.3 | 3,785.7 | 3,836.3 |  |  | 
        
            | 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 | 3,857.0 | 3,771.0 | 86.0 | 2.2% | 37.0 | 1.0% | 92% | True | False | 1,230,672 |  
                | 10 | 3,857.0 | 3,643.0 | 214.0 | 5.6% | 51.8 | 1.3% | 97% | True | False | 1,144,474 |  
                | 20 | 3,857.0 | 3,616.0 | 241.0 | 6.3% | 54.2 | 1.4% | 97% | True | False | 1,049,748 |  
                | 40 | 3,857.0 | 3,451.0 | 406.0 | 10.5% | 55.6 | 1.4% | 98% | True | False | 947,784 |  
                | 60 | 3,857.0 | 3,379.0 | 478.0 | 12.4% | 55.1 | 1.4% | 99% | True | False | 901,689 |  
                | 80 | 3,857.0 | 3,379.0 | 478.0 | 12.4% | 50.0 | 1.3% | 99% | True | False | 699,155 |  
                | 100 | 3,857.0 | 2,874.0 | 983.0 | 25.5% | 54.2 | 1.4% | 99% | True | False | 560,448 |  
                | 120 | 3,857.0 | 2,874.0 | 983.0 | 25.5% | 51.4 | 1.3% | 99% | True | False | 467,411 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,963.3 |  
            | 2.618 | 3,922.5 |  
            | 1.618 | 3,897.5 |  
            | 1.000 | 3,882.0 |  
            | 0.618 | 3,872.5 |  
            | HIGH | 3,857.0 |  
            | 0.618 | 3,847.5 |  
            | 0.500 | 3,844.5 |  
            | 0.382 | 3,841.6 |  
            | LOW | 3,832.0 |  
            | 0.618 | 3,816.6 |  
            | 1.000 | 3,807.0 |  
            | 1.618 | 3,791.6 |  
            | 2.618 | 3,766.6 |  
            | 4.250 | 3,725.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Mar-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,848.2 | 3,845.5 |  
                                | PP | 3,846.3 | 3,841.0 |  
                                | S1 | 3,844.5 | 3,836.5 |  |