| 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 | 
                        3,762.0 | 
                        3,782.0 | 
                        20.0 | 
                        0.5% | 
                        3,640.0 | 
                     
                    
                        | High | 
                        3,787.0 | 
                        3,790.0 | 
                        3.0 | 
                        0.1% | 
                        3,790.0 | 
                     
                    
                        | Low | 
                        3,758.0 | 
                        3,756.0 | 
                        -2.0 | 
                        -0.1% | 
                        3,619.0 | 
                     
                    
                        | Close | 
                        3,784.0 | 
                        3,772.0 | 
                        -12.0 | 
                        -0.3% | 
                        3,772.0 | 
                     
                    
                        | Range | 
                        29.0 | 
                        34.0 | 
                        5.0 | 
                        17.2% | 
                        171.0 | 
                     
                    
                        | ATR | 
                        55.6 | 
                        54.1 | 
                        -1.5 | 
                        -2.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        202,852 | 
                        426,628 | 
                        223,776 | 
                        110.3% | 
                        870,674 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Mar-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,874.7 | 
                3,857.3 | 
                3,790.7 | 
                 | 
             
            
                | R3 | 
                3,840.7 | 
                3,823.3 | 
                3,781.4 | 
                 | 
             
            
                | R2 | 
                3,806.7 | 
                3,806.7 | 
                3,778.2 | 
                 | 
             
            
                | R1 | 
                3,789.3 | 
                3,789.3 | 
                3,775.1 | 
                3,781.0 | 
             
            
                | PP | 
                3,772.7 | 
                3,772.7 | 
                3,772.7 | 
                3,768.5 | 
             
            
                | S1 | 
                3,755.3 | 
                3,755.3 | 
                3,768.9 | 
                3,747.0 | 
             
            
                | S2 | 
                3,738.7 | 
                3,738.7 | 
                3,765.8 | 
                 | 
             
            
                | S3 | 
                3,704.7 | 
                3,721.3 | 
                3,762.7 | 
                 | 
             
            
                | S4 | 
                3,670.7 | 
                3,687.3 | 
                3,753.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Mar-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,240.0 | 
                4,177.0 | 
                3,866.1 | 
                 | 
             
            
                | R3 | 
                4,069.0 | 
                4,006.0 | 
                3,819.0 | 
                 | 
             
            
                | R2 | 
                3,898.0 | 
                3,898.0 | 
                3,803.4 | 
                 | 
             
            
                | R1 | 
                3,835.0 | 
                3,835.0 | 
                3,787.7 | 
                3,866.5 | 
             
            
                | PP | 
                3,727.0 | 
                3,727.0 | 
                3,727.0 | 
                3,742.8 | 
             
            
                | S1 | 
                3,664.0 | 
                3,664.0 | 
                3,756.3 | 
                3,695.5 | 
             
            
                | S2 | 
                3,556.0 | 
                3,556.0 | 
                3,740.7 | 
                 | 
             
            
                | S3 | 
                3,385.0 | 
                3,493.0 | 
                3,725.0 | 
                 | 
             
            
                | S4 | 
                3,214.0 | 
                3,322.0 | 
                3,678.0 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,790.0 | 
                3,619.0 | 
                171.0 | 
                4.5% | 
                50.6 | 
                1.3% | 
                89% | 
                True | 
                False | 
                174,134 | 
                 
                
                | 10 | 
                3,790.0 | 
                3,587.0 | 
                203.0 | 
                5.4% | 
                52.7 | 
                1.4% | 
                91% | 
                True | 
                False | 
                97,249 | 
                 
                
                | 20 | 
                3,790.0 | 
                3,559.0 | 
                231.0 | 
                6.1% | 
                50.5 | 
                1.3% | 
                92% | 
                True | 
                False | 
                53,204 | 
                 
                
                | 40 | 
                3,790.0 | 
                3,360.0 | 
                430.0 | 
                11.4% | 
                50.2 | 
                1.3% | 
                96% | 
                True | 
                False | 
                30,144 | 
                 
                
                | 60 | 
                3,790.0 | 
                3,335.0 | 
                455.0 | 
                12.1% | 
                46.4 | 
                1.2% | 
                96% | 
                True | 
                False | 
                20,809 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,934.5 | 
         
        
            | 
2.618             | 
            3,879.0 | 
         
        
            | 
1.618             | 
            3,845.0 | 
         
        
            | 
1.000             | 
            3,824.0 | 
         
        
            | 
0.618             | 
            3,811.0 | 
         
        
            | 
HIGH             | 
            3,790.0 | 
         
        
            | 
0.618             | 
            3,777.0 | 
         
        
            | 
0.500             | 
            3,773.0 | 
         
        
            | 
0.382             | 
            3,769.0 | 
         
        
            | 
LOW             | 
            3,756.0 | 
         
        
            | 
0.618             | 
            3,735.0 | 
         
        
            | 
1.000             | 
            3,722.0 | 
         
        
            | 
1.618             | 
            3,701.0 | 
         
        
            | 
2.618             | 
            3,667.0 | 
         
        
            | 
4.250             | 
            3,611.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Mar-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,773.0 | 
                                3,765.3 | 
                             
                            
                                | PP | 
                                3,772.7 | 
                                3,758.7 | 
                             
                            
                                | S1 | 
                                3,772.3 | 
                                3,752.0 | 
                             
             
         |