| Trading Metrics calculated at close of trading on 17-Mar-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Mar-2021 | 
                    17-Mar-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,779.0 | 
                        3,788.0 | 
                        9.0 | 
                        0.2% | 
                        3,640.0 | 
                     
                    
                        | High | 
                        3,797.0 | 
                        3,807.0 | 
                        10.0 | 
                        0.3% | 
                        3,790.0 | 
                     
                    
                        | Low | 
                        3,774.0 | 
                        3,777.0 | 
                        3.0 | 
                        0.1% | 
                        3,619.0 | 
                     
                    
                        | Close | 
                        3,790.0 | 
                        3,792.0 | 
                        2.0 | 
                        0.1% | 
                        3,772.0 | 
                     
                    
                        | Range | 
                        23.0 | 
                        30.0 | 
                        7.0 | 
                        30.4% | 
                        171.0 | 
                     
                    
                        | ATR | 
                        51.3 | 
                        49.8 | 
                        -1.5 | 
                        -3.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,452,947 | 
                        907,928 | 
                        -545,019 | 
                        -37.5% | 
                        870,674 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Mar-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,882.0 | 
                3,867.0 | 
                3,808.5 | 
                 | 
             
            
                | R3 | 
                3,852.0 | 
                3,837.0 | 
                3,800.3 | 
                 | 
             
            
                | R2 | 
                3,822.0 | 
                3,822.0 | 
                3,797.5 | 
                 | 
             
            
                | R1 | 
                3,807.0 | 
                3,807.0 | 
                3,794.8 | 
                3,814.5 | 
             
            
                | PP | 
                3,792.0 | 
                3,792.0 | 
                3,792.0 | 
                3,795.8 | 
             
            
                | S1 | 
                3,777.0 | 
                3,777.0 | 
                3,789.3 | 
                3,784.5 | 
             
            
                | S2 | 
                3,762.0 | 
                3,762.0 | 
                3,786.5 | 
                 | 
             
            
                | S3 | 
                3,732.0 | 
                3,747.0 | 
                3,783.8 | 
                 | 
             
            
                | S4 | 
                3,702.0 | 
                3,717.0 | 
                3,775.5 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3,807.0 | 
                3,756.0 | 
                51.0 | 
                1.3% | 
                31.2 | 
                0.8% | 
                71% | 
                True | 
                False | 
                822,936 | 
                 
                
                | 10 | 
                3,807.0 | 
                3,587.0 | 
                220.0 | 
                5.8% | 
                47.2 | 
                1.2% | 
                93% | 
                True | 
                False | 
                440,636 | 
                 
                
                | 20 | 
                3,807.0 | 
                3,559.0 | 
                248.0 | 
                6.5% | 
                51.0 | 
                1.3% | 
                94% | 
                True | 
                False | 
                225,922 | 
                 
                
                | 40 | 
                3,807.0 | 
                3,360.0 | 
                447.0 | 
                11.8% | 
                50.7 | 
                1.3% | 
                97% | 
                True | 
                False | 
                117,238 | 
                 
                
                | 60 | 
                3,807.0 | 
                3,335.0 | 
                472.0 | 
                12.4% | 
                45.5 | 
                1.2% | 
                97% | 
                True | 
                False | 
                78,816 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,934.5 | 
         
        
            | 
2.618             | 
            3,885.5 | 
         
        
            | 
1.618             | 
            3,855.5 | 
         
        
            | 
1.000             | 
            3,837.0 | 
         
        
            | 
0.618             | 
            3,825.5 | 
         
        
            | 
HIGH             | 
            3,807.0 | 
         
        
            | 
0.618             | 
            3,795.5 | 
         
        
            | 
0.500             | 
            3,792.0 | 
         
        
            | 
0.382             | 
            3,788.5 | 
         
        
            | 
LOW             | 
            3,777.0 | 
         
        
            | 
0.618             | 
            3,758.5 | 
         
        
            | 
1.000             | 
            3,747.0 | 
         
        
            | 
1.618             | 
            3,728.5 | 
         
        
            | 
2.618             | 
            3,698.5 | 
         
        
            | 
4.250             | 
            3,649.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Mar-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,792.0 | 
                                3,788.7 | 
                             
                            
                                | PP | 
                                3,792.0 | 
                                3,785.3 | 
                             
                            
                                | S1 | 
                                3,792.0 | 
                                3,782.0 | 
                             
             
         |