| Trading Metrics calculated at close of trading on 23-Mar-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Mar-2021 | 
                    23-Mar-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,773.0 | 
                        3,777.0 | 
                        4.0 | 
                        0.1% | 
                        3,794.0 | 
                     
                    
                        | High | 
                        3,782.0 | 
                        3,782.0 | 
                        0.0 | 
                        0.0% | 
                        3,821.0 | 
                     
                    
                        | Low | 
                        3,750.0 | 
                        3,742.0 | 
                        -8.0 | 
                        -0.2% | 
                        3,757.0 | 
                     
                    
                        | Close | 
                        3,773.0 | 
                        3,773.0 | 
                        0.0 | 
                        0.0% | 
                        3,782.0 | 
                     
                    
                        | Range | 
                        32.0 | 
                        40.0 | 
                        8.0 | 
                        25.0% | 
                        64.0 | 
                     
                    
                        | ATR | 
                        48.7 | 
                        48.1 | 
                        -0.6 | 
                        -1.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        580,790 | 
                        768,876 | 
                        188,086 | 
                        32.4% | 
                        5,770,331 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Mar-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,885.7 | 
                3,869.3 | 
                3,795.0 | 
                 | 
             
            
                | R3 | 
                3,845.7 | 
                3,829.3 | 
                3,784.0 | 
                 | 
             
            
                | R2 | 
                3,805.7 | 
                3,805.7 | 
                3,780.3 | 
                 | 
             
            
                | R1 | 
                3,789.3 | 
                3,789.3 | 
                3,776.7 | 
                3,777.5 | 
             
            
                | PP | 
                3,765.7 | 
                3,765.7 | 
                3,765.7 | 
                3,759.8 | 
             
            
                | S1 | 
                3,749.3 | 
                3,749.3 | 
                3,769.3 | 
                3,737.5 | 
             
            
                | S2 | 
                3,725.7 | 
                3,725.7 | 
                3,765.7 | 
                 | 
             
            
                | S3 | 
                3,685.7 | 
                3,709.3 | 
                3,762.0 | 
                 | 
             
            
                | S4 | 
                3,645.7 | 
                3,669.3 | 
                3,751.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Mar-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,978.7 | 
                3,944.3 | 
                3,817.2 | 
                 | 
             
            
                | R3 | 
                3,914.7 | 
                3,880.3 | 
                3,799.6 | 
                 | 
             
            
                | R2 | 
                3,850.7 | 
                3,850.7 | 
                3,793.7 | 
                 | 
             
            
                | R1 | 
                3,816.3 | 
                3,816.3 | 
                3,787.9 | 
                3,801.5 | 
             
            
                | PP | 
                3,786.7 | 
                3,786.7 | 
                3,786.7 | 
                3,779.3 | 
             
            
                | S1 | 
                3,752.3 | 
                3,752.3 | 
                3,776.1 | 
                3,737.5 | 
             
            
                | S2 | 
                3,722.7 | 
                3,722.7 | 
                3,770.3 | 
                 | 
             
            
                | S3 | 
                3,658.7 | 
                3,688.3 | 
                3,764.4 | 
                 | 
             
            
                | S4 | 
                3,594.7 | 
                3,624.3 | 
                3,746.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,821.0 | 
                3,742.0 | 
                79.0 | 
                2.1% | 
                39.4 | 
                1.0% | 
                39% | 
                False | 
                True | 
                908,544 | 
                 
                
                | 10 | 
                3,821.0 | 
                3,714.0 | 
                107.0 | 
                2.8% | 
                37.4 | 
                1.0% | 
                55% | 
                False | 
                False | 
                786,749 | 
                 
                
                | 20 | 
                3,821.0 | 
                3,559.0 | 
                262.0 | 
                6.9% | 
                48.8 | 
                1.3% | 
                82% | 
                False | 
                False | 
                406,467 | 
                 
                
                | 40 | 
                3,821.0 | 
                3,360.0 | 
                461.0 | 
                12.2% | 
                49.5 | 
                1.3% | 
                90% | 
                False | 
                False | 
                207,831 | 
                 
                
                | 60 | 
                3,821.0 | 
                3,360.0 | 
                461.0 | 
                12.2% | 
                44.8 | 
                1.2% | 
                90% | 
                False | 
                False | 
                139,377 | 
                 
                
                | 80 | 
                3,821.0 | 
                3,335.0 | 
                486.0 | 
                12.9% | 
                38.2 | 
                1.0% | 
                90% | 
                False | 
                False | 
                104,737 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,952.0 | 
         
        
            | 
2.618             | 
            3,886.7 | 
         
        
            | 
1.618             | 
            3,846.7 | 
         
        
            | 
1.000             | 
            3,822.0 | 
         
        
            | 
0.618             | 
            3,806.7 | 
         
        
            | 
HIGH             | 
            3,782.0 | 
         
        
            | 
0.618             | 
            3,766.7 | 
         
        
            | 
0.500             | 
            3,762.0 | 
         
        
            | 
0.382             | 
            3,757.3 | 
         
        
            | 
LOW             | 
            3,742.0 | 
         
        
            | 
0.618             | 
            3,717.3 | 
         
        
            | 
1.000             | 
            3,702.0 | 
         
        
            | 
1.618             | 
            3,677.3 | 
         
        
            | 
2.618             | 
            3,637.3 | 
         
        
            | 
4.250             | 
            3,572.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Mar-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,769.3 | 
                                3,772.7 | 
                             
                            
                                | PP | 
                                3,765.7 | 
                                3,772.3 | 
                             
                            
                                | S1 | 
                                3,762.0 | 
                                3,772.0 | 
                             
             
         |