| Trading Metrics calculated at close of trading on 24-Mar-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Mar-2021 | 
                    24-Mar-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,933.25 | 
                        3,905.75 | 
                        -27.50 | 
                        -0.7% | 
                        3,937.50 | 
                     
                    
                        | High | 
                        3,938.75 | 
                        3,931.50 | 
                        -7.25 | 
                        -0.2% | 
                        3,978.50 | 
                     
                    
                        | Low | 
                        3,890.50 | 
                        3,877.50 | 
                        -13.00 | 
                        -0.3% | 
                        3,875.00 | 
                     
                    
                        | Close | 
                        3,899.75 | 
                        3,880.75 | 
                        -19.00 | 
                        -0.5% | 
                        3,899.75 | 
                     
                    
                        | Range | 
                        48.25 | 
                        54.00 | 
                        5.75 | 
                        11.9% | 
                        103.50 | 
                     
                    
                        | ATR | 
                        62.36 | 
                        61.76 | 
                        -0.60 | 
                        -1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,877,976 | 
                        2,063,480 | 
                        185,504 | 
                        9.9% | 
                        10,061,808 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Mar-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,058.50 | 
                4,023.75 | 
                3,910.50 | 
                 | 
             
            
                | R3 | 
                4,004.50 | 
                3,969.75 | 
                3,895.50 | 
                 | 
             
            
                | R2 | 
                3,950.50 | 
                3,950.50 | 
                3,890.75 | 
                 | 
             
            
                | R1 | 
                3,915.75 | 
                3,915.75 | 
                3,885.75 | 
                3,906.00 | 
             
            
                | PP | 
                3,896.50 | 
                3,896.50 | 
                3,896.50 | 
                3,891.75 | 
             
            
                | S1 | 
                3,861.75 | 
                3,861.75 | 
                3,875.75 | 
                3,852.00 | 
             
            
                | S2 | 
                3,842.50 | 
                3,842.50 | 
                3,870.75 | 
                 | 
             
            
                | S3 | 
                3,788.50 | 
                3,807.75 | 
                3,866.00 | 
                 | 
             
            
                | S4 | 
                3,734.50 | 
                3,753.75 | 
                3,851.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Mar-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,228.25 | 
                4,167.50 | 
                3,956.75 | 
                 | 
             
            
                | R3 | 
                4,124.75 | 
                4,064.00 | 
                3,928.25 | 
                 | 
             
            
                | R2 | 
                4,021.25 | 
                4,021.25 | 
                3,918.75 | 
                 | 
             
            
                | R1 | 
                3,960.50 | 
                3,960.50 | 
                3,909.25 | 
                3,939.00 | 
             
            
                | PP | 
                3,917.75 | 
                3,917.75 | 
                3,917.75 | 
                3,907.00 | 
             
            
                | S1 | 
                3,857.00 | 
                3,857.00 | 
                3,890.25 | 
                3,835.50 | 
             
            
                | S2 | 
                3,814.25 | 
                3,814.25 | 
                3,880.75 | 
                 | 
             
            
                | S3 | 
                3,710.75 | 
                3,753.50 | 
                3,871.25 | 
                 | 
             
            
                | S4 | 
                3,607.25 | 
                3,650.00 | 
                3,842.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,978.50 | 
                3,875.00 | 
                103.50 | 
                2.7% | 
                57.75 | 
                1.5% | 
                6% | 
                False | 
                False | 
                1,887,890 | 
                 
                
                | 10 | 
                3,978.50 | 
                3,875.00 | 
                103.50 | 
                2.7% | 
                51.50 | 
                1.3% | 
                6% | 
                False | 
                False | 
                1,742,869 | 
                 
                
                | 20 | 
                3,978.50 | 
                3,710.50 | 
                268.00 | 
                6.9% | 
                69.75 | 
                1.8% | 
                64% | 
                False | 
                False | 
                893,134 | 
                 
                
                | 40 | 
                3,978.50 | 
                3,647.50 | 
                331.00 | 
                8.5% | 
                65.75 | 
                1.7% | 
                70% | 
                False | 
                False | 
                449,206 | 
                 
                
                | 60 | 
                3,978.50 | 
                3,642.75 | 
                335.75 | 
                8.7% | 
                60.50 | 
                1.6% | 
                71% | 
                False | 
                False | 
                300,127 | 
                 
                
                | 80 | 
                3,978.50 | 
                3,573.75 | 
                404.75 | 
                10.4% | 
                55.75 | 
                1.4% | 
                76% | 
                False | 
                False | 
                225,211 | 
                 
                
                | 100 | 
                3,978.50 | 
                3,208.00 | 
                770.50 | 
                19.9% | 
                57.50 | 
                1.5% | 
                87% | 
                False | 
                False | 
                180,193 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,161.00 | 
         
        
            | 
2.618             | 
            4,072.75 | 
         
        
            | 
1.618             | 
            4,018.75 | 
         
        
            | 
1.000             | 
            3,985.50 | 
         
        
            | 
0.618             | 
            3,964.75 | 
         
        
            | 
HIGH             | 
            3,931.50 | 
         
        
            | 
0.618             | 
            3,910.75 | 
         
        
            | 
0.500             | 
            3,904.50 | 
         
        
            | 
0.382             | 
            3,898.25 | 
         
        
            | 
LOW             | 
            3,877.50 | 
         
        
            | 
0.618             | 
            3,844.25 | 
         
        
            | 
1.000             | 
            3,823.50 | 
         
        
            | 
1.618             | 
            3,790.25 | 
         
        
            | 
2.618             | 
            3,736.25 | 
         
        
            | 
4.250             | 
            3,648.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Mar-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,904.50 | 
                                3,911.00 | 
                             
                            
                                | PP | 
                                3,896.50 | 
                                3,901.00 | 
                             
                            
                                | S1 | 
                                3,888.75 | 
                                3,890.75 | 
                             
             
         |