| Trading Metrics calculated at close of trading on 25-Feb-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Feb-2021 | 
                    25-Feb-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,627.0 | 
                        3,655.0 | 
                        28.0 | 
                        0.8% | 
                        3,648.0 | 
                     
                    
                        | High | 
                        3,656.0 | 
                        3,667.0 | 
                        11.0 | 
                        0.3% | 
                        3,683.0 | 
                     
                    
                        | Low | 
                        3,606.0 | 
                        3,581.0 | 
                        -25.0 | 
                        -0.7% | 
                        3,610.0 | 
                     
                    
                        | Close | 
                        3,642.0 | 
                        3,629.0 | 
                        -13.0 | 
                        -0.4% | 
                        3,655.0 | 
                     
                    
                        | Range | 
                        50.0 | 
                        86.0 | 
                        36.0 | 
                        72.0% | 
                        73.0 | 
                     
                    
                        | ATR | 
                        49.7 | 
                        52.3 | 
                        2.6 | 
                        5.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        35,087 | 
                        1,523 | 
                        -33,564 | 
                        -95.7% | 
                        31,255 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Feb-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,883.7 | 
                3,842.3 | 
                3,676.3 | 
                 | 
             
            
                | R3 | 
                3,797.7 | 
                3,756.3 | 
                3,652.7 | 
                 | 
             
            
                | R2 | 
                3,711.7 | 
                3,711.7 | 
                3,644.8 | 
                 | 
             
            
                | R1 | 
                3,670.3 | 
                3,670.3 | 
                3,636.9 | 
                3,648.0 | 
             
            
                | PP | 
                3,625.7 | 
                3,625.7 | 
                3,625.7 | 
                3,614.5 | 
             
            
                | S1 | 
                3,584.3 | 
                3,584.3 | 
                3,621.1 | 
                3,562.0 | 
             
            
                | S2 | 
                3,539.7 | 
                3,539.7 | 
                3,613.2 | 
                 | 
             
            
                | S3 | 
                3,453.7 | 
                3,498.3 | 
                3,605.4 | 
                 | 
             
            
                | S4 | 
                3,367.7 | 
                3,412.3 | 
                3,581.7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Feb-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,868.3 | 
                3,834.7 | 
                3,695.2 | 
                 | 
             
            
                | R3 | 
                3,795.3 | 
                3,761.7 | 
                3,675.1 | 
                 | 
             
            
                | R2 | 
                3,722.3 | 
                3,722.3 | 
                3,668.4 | 
                 | 
             
            
                | R1 | 
                3,688.7 | 
                3,688.7 | 
                3,661.7 | 
                3,705.5 | 
             
            
                | PP | 
                3,649.3 | 
                3,649.3 | 
                3,649.3 | 
                3,657.8 | 
             
            
                | S1 | 
                3,615.7 | 
                3,615.7 | 
                3,648.3 | 
                3,632.5 | 
             
            
                | S2 | 
                3,576.3 | 
                3,576.3 | 
                3,641.6 | 
                 | 
             
            
                | S3 | 
                3,503.3 | 
                3,542.7 | 
                3,634.9 | 
                 | 
             
            
                | S4 | 
                3,430.3 | 
                3,469.7 | 
                3,614.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,667.0 | 
                3,580.0 | 
                87.0 | 
                2.4% | 
                60.2 | 
                1.7% | 
                56% | 
                True | 
                False | 
                12,063 | 
                 
                
                | 10 | 
                3,683.0 | 
                3,580.0 | 
                103.0 | 
                2.8% | 
                46.7 | 
                1.3% | 
                48% | 
                False | 
                False | 
                9,732 | 
                 
                
                | 20 | 
                3,683.0 | 
                3,360.0 | 
                323.0 | 
                8.9% | 
                48.5 | 
                1.3% | 
                83% | 
                False | 
                False | 
                10,784 | 
                 
                
                | 40 | 
                3,683.0 | 
                3,360.0 | 
                323.0 | 
                8.9% | 
                44.6 | 
                1.2% | 
                83% | 
                False | 
                False | 
                6,747 | 
                 
                
                | 60 | 
                3,683.0 | 
                3,335.0 | 
                348.0 | 
                9.6% | 
                37.0 | 
                1.0% | 
                84% | 
                False | 
                False | 
                4,767 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,032.5 | 
         
        
            | 
2.618             | 
            3,892.1 | 
         
        
            | 
1.618             | 
            3,806.1 | 
         
        
            | 
1.000             | 
            3,753.0 | 
         
        
            | 
0.618             | 
            3,720.1 | 
         
        
            | 
HIGH             | 
            3,667.0 | 
         
        
            | 
0.618             | 
            3,634.1 | 
         
        
            | 
0.500             | 
            3,624.0 | 
         
        
            | 
0.382             | 
            3,613.9 | 
         
        
            | 
LOW             | 
            3,581.0 | 
         
        
            | 
0.618             | 
            3,527.9 | 
         
        
            | 
1.000             | 
            3,495.0 | 
         
        
            | 
1.618             | 
            3,441.9 | 
         
        
            | 
2.618             | 
            3,355.9 | 
         
        
            | 
4.250             | 
            3,215.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Feb-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,627.3 | 
                                3,627.2 | 
                             
                            
                                | PP | 
                                3,625.7 | 
                                3,625.3 | 
                             
                            
                                | S1 | 
                                3,624.0 | 
                                3,623.5 | 
                             
             
         |