| Trading Metrics calculated at close of trading on 26-Mar-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Mar-2021 | 
                    26-Mar-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,882.75 | 
                        3,907.50 | 
                        24.75 | 
                        0.6% | 
                        3,893.50 | 
                     
                    
                        | High | 
                        3,909.50 | 
                        3,968.00 | 
                        58.50 | 
                        1.5% | 
                        3,968.00 | 
                     
                    
                        | Low | 
                        3,843.25 | 
                        3,900.75 | 
                        57.50 | 
                        1.5% | 
                        3,843.25 | 
                     
                    
                        | Close | 
                        3,900.50 | 
                        3,964.75 | 
                        64.25 | 
                        1.6% | 
                        3,964.75 | 
                     
                    
                        | Range | 
                        66.25 | 
                        67.25 | 
                        1.00 | 
                        1.5% | 
                        124.75 | 
                     
                    
                        | ATR | 
                        62.08 | 
                        62.47 | 
                        0.39 | 
                        0.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,279,488 | 
                        1,984,060 | 
                        -295,428 | 
                        -13.0% | 
                        9,530,991 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Mar-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,146.25 | 
                4,122.75 | 
                4,001.75 | 
                 | 
             
            
                | R3 | 
                4,079.00 | 
                4,055.50 | 
                3,983.25 | 
                 | 
             
            
                | R2 | 
                4,011.75 | 
                4,011.75 | 
                3,977.00 | 
                 | 
             
            
                | R1 | 
                3,988.25 | 
                3,988.25 | 
                3,971.00 | 
                4,000.00 | 
             
            
                | PP | 
                3,944.50 | 
                3,944.50 | 
                3,944.50 | 
                3,950.50 | 
             
            
                | S1 | 
                3,921.00 | 
                3,921.00 | 
                3,958.50 | 
                3,932.75 | 
             
            
                | S2 | 
                3,877.25 | 
                3,877.25 | 
                3,952.50 | 
                 | 
             
            
                | S3 | 
                3,810.00 | 
                3,853.75 | 
                3,946.25 | 
                 | 
             
            
                | S4 | 
                3,742.75 | 
                3,786.50 | 
                3,927.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Mar-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,299.50 | 
                4,257.00 | 
                4,033.25 | 
                 | 
             
            
                | R3 | 
                4,174.75 | 
                4,132.25 | 
                3,999.00 | 
                 | 
             
            
                | R2 | 
                4,050.00 | 
                4,050.00 | 
                3,987.50 | 
                 | 
             
            
                | R1 | 
                4,007.50 | 
                4,007.50 | 
                3,976.25 | 
                4,028.75 | 
             
            
                | PP | 
                3,925.25 | 
                3,925.25 | 
                3,925.25 | 
                3,936.00 | 
             
            
                | S1 | 
                3,882.75 | 
                3,882.75 | 
                3,953.25 | 
                3,904.00 | 
             
            
                | S2 | 
                3,800.50 | 
                3,800.50 | 
                3,942.00 | 
                 | 
             
            
                | S3 | 
                3,675.75 | 
                3,758.00 | 
                3,930.50 | 
                 | 
             
            
                | S4 | 
                3,551.00 | 
                3,633.25 | 
                3,896.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,968.00 | 
                3,843.25 | 
                124.75 | 
                3.1% | 
                59.00 | 
                1.5% | 
                97% | 
                True | 
                False | 
                1,906,198 | 
                 
                
                | 10 | 
                3,978.50 | 
                3,843.25 | 
                135.25 | 
                3.4% | 
                54.50 | 
                1.4% | 
                90% | 
                False | 
                False | 
                1,959,279 | 
                 
                
                | 20 | 
                3,978.50 | 
                3,710.50 | 
                268.00 | 
                6.8% | 
                66.75 | 
                1.7% | 
                95% | 
                False | 
                False | 
                1,105,069 | 
                 
                
                | 40 | 
                3,978.50 | 
                3,647.50 | 
                331.00 | 
                8.3% | 
                62.50 | 
                1.6% | 
                96% | 
                False | 
                False | 
                555,586 | 
                 
                
                | 60 | 
                3,978.50 | 
                3,642.75 | 
                335.75 | 
                8.5% | 
                61.25 | 
                1.5% | 
                96% | 
                False | 
                False | 
                371,170 | 
                 
                
                | 80 | 
                3,978.50 | 
                3,586.50 | 
                392.00 | 
                9.9% | 
                56.25 | 
                1.4% | 
                96% | 
                False | 
                False | 
                278,503 | 
                 
                
                | 100 | 
                3,978.50 | 
                3,226.25 | 
                752.25 | 
                19.0% | 
                57.50 | 
                1.5% | 
                98% | 
                False | 
                False | 
                222,828 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,253.75 | 
         
        
            | 
2.618             | 
            4,144.00 | 
         
        
            | 
1.618             | 
            4,076.75 | 
         
        
            | 
1.000             | 
            4,035.25 | 
         
        
            | 
0.618             | 
            4,009.50 | 
         
        
            | 
HIGH             | 
            3,968.00 | 
         
        
            | 
0.618             | 
            3,942.25 | 
         
        
            | 
0.500             | 
            3,934.50 | 
         
        
            | 
0.382             | 
            3,926.50 | 
         
        
            | 
LOW             | 
            3,900.75 | 
         
        
            | 
0.618             | 
            3,859.25 | 
         
        
            | 
1.000             | 
            3,833.50 | 
         
        
            | 
1.618             | 
            3,792.00 | 
         
        
            | 
2.618             | 
            3,724.75 | 
         
        
            | 
4.250             | 
            3,615.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Mar-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,954.50 | 
                                3,945.00 | 
                             
                            
                                | PP | 
                                3,944.50 | 
                                3,925.25 | 
                             
                            
                                | S1 | 
                                3,934.50 | 
                                3,905.50 | 
                             
             
         |