| Trading Metrics calculated at close of trading on 01-Mar-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Feb-2021 | 
                    01-Mar-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,580.0 | 
                        3,596.0 | 
                        16.0 | 
                        0.4% | 
                        3,652.0 | 
                     
                    
                        | High | 
                        3,612.0 | 
                        3,650.0 | 
                        38.0 | 
                        1.1% | 
                        3,667.0 | 
                     
                    
                        | Low | 
                        3,559.0 | 
                        3,596.0 | 
                        37.0 | 
                        1.0% | 
                        3,559.0 | 
                     
                    
                        | Close | 
                        3,569.0 | 
                        3,641.0 | 
                        72.0 | 
                        2.0% | 
                        3,569.0 | 
                     
                    
                        | Range | 
                        53.0 | 
                        54.0 | 
                        1.0 | 
                        1.9% | 
                        108.0 | 
                     
                    
                        | ATR | 
                        53.6 | 
                        55.5 | 
                        2.0 | 
                        3.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        238 | 
                        26,575 | 
                        26,337 | 
                        11,066.0% | 
                        60,340 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Mar-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,791.0 | 
                3,770.0 | 
                3,670.7 | 
                 | 
             
            
                | R3 | 
                3,737.0 | 
                3,716.0 | 
                3,655.9 | 
                 | 
             
            
                | R2 | 
                3,683.0 | 
                3,683.0 | 
                3,650.9 | 
                 | 
             
            
                | R1 | 
                3,662.0 | 
                3,662.0 | 
                3,646.0 | 
                3,672.5 | 
             
            
                | PP | 
                3,629.0 | 
                3,629.0 | 
                3,629.0 | 
                3,634.3 | 
             
            
                | S1 | 
                3,608.0 | 
                3,608.0 | 
                3,636.1 | 
                3,618.5 | 
             
            
                | S2 | 
                3,575.0 | 
                3,575.0 | 
                3,631.1 | 
                 | 
             
            
                | S3 | 
                3,521.0 | 
                3,554.0 | 
                3,626.2 | 
                 | 
             
            
                | S4 | 
                3,467.0 | 
                3,500.0 | 
                3,611.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Feb-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,922.3 | 
                3,853.7 | 
                3,628.4 | 
                 | 
             
            
                | R3 | 
                3,814.3 | 
                3,745.7 | 
                3,598.7 | 
                 | 
             
            
                | R2 | 
                3,706.3 | 
                3,706.3 | 
                3,588.8 | 
                 | 
             
            
                | R1 | 
                3,637.7 | 
                3,637.7 | 
                3,578.9 | 
                3,618.0 | 
             
            
                | PP | 
                3,598.3 | 
                3,598.3 | 
                3,598.3 | 
                3,588.5 | 
             
            
                | S1 | 
                3,529.7 | 
                3,529.7 | 
                3,559.1 | 
                3,510.0 | 
             
            
                | S2 | 
                3,490.3 | 
                3,490.3 | 
                3,549.2 | 
                 | 
             
            
                | S3 | 
                3,382.3 | 
                3,421.7 | 
                3,539.3 | 
                 | 
             
            
                | S4 | 
                3,274.3 | 
                3,313.7 | 
                3,509.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                3,559.0 | 
                108.0 | 
                3.0% | 
                62.6 | 
                1.7% | 
                76% | 
                False | 
                False | 
                14,372 | 
                 
                
                | 10 | 
                3,683.0 | 
                3,559.0 | 
                124.0 | 
                3.4% | 
                50.4 | 
                1.4% | 
                66% | 
                False | 
                False | 
                9,934 | 
                 
                
                | 20 | 
                3,683.0 | 
                3,360.0 | 
                323.0 | 
                8.9% | 
                49.2 | 
                1.4% | 
                87% | 
                False | 
                False | 
                11,740 | 
                 
                
                | 40 | 
                3,683.0 | 
                3,360.0 | 
                323.0 | 
                8.9% | 
                45.1 | 
                1.2% | 
                87% | 
                False | 
                False | 
                7,213 | 
                 
                
                | 60 | 
                3,683.0 | 
                3,335.0 | 
                348.0 | 
                9.6% | 
                38.8 | 
                1.1% | 
                88% | 
                False | 
                False | 
                5,214 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,879.5 | 
         
        
            | 
2.618             | 
            3,791.4 | 
         
        
            | 
1.618             | 
            3,737.4 | 
         
        
            | 
1.000             | 
            3,704.0 | 
         
        
            | 
0.618             | 
            3,683.4 | 
         
        
            | 
HIGH             | 
            3,650.0 | 
         
        
            | 
0.618             | 
            3,629.4 | 
         
        
            | 
0.500             | 
            3,623.0 | 
         
        
            | 
0.382             | 
            3,616.6 | 
         
        
            | 
LOW             | 
            3,596.0 | 
         
        
            | 
0.618             | 
            3,562.6 | 
         
        
            | 
1.000             | 
            3,542.0 | 
         
        
            | 
1.618             | 
            3,508.6 | 
         
        
            | 
2.618             | 
            3,454.6 | 
         
        
            | 
4.250             | 
            3,366.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Mar-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,635.0 | 
                                3,631.7 | 
                             
                            
                                | PP | 
                                3,629.0 | 
                                3,622.3 | 
                             
                            
                                | S1 | 
                                3,623.0 | 
                                3,613.0 | 
                             
             
         |