| Trading Metrics calculated at close of trading on 01-May-2024 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Apr-2024 | 01-May-2024 | Change | Change % | Previous Week |  
                        | Open | 3,176.6150 | 2,964.8740 | -211.7410 | -6.7% | 3,077.8670 |  
                        | High | 3,244.7700 | 3,025.1890 | -219.5810 | -6.8% | 3,286.7990 |  
                        | Low | 2,919.1850 | 2,846.4120 | -72.7730 | -2.5% | 3,022.5130 |  
                        | Close | 2,963.9730 | 2,938.9060 | -25.0670 | -0.8% | 3,142.8960 |  
                        | Range | 325.5850 | 178.7770 | -146.8080 | -45.1% | 264.2860 |  
                        | ATR | 210.3691 | 208.1125 | -2.2566 | -1.1% | 0.0000 |  
                        | Volume | 192,650 | 255,229 | 62,579 | 32.5% | 504,574 |  | 
    
| 
        
            | Daily Pivots for day following 01-May-2024 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,473.1667 | 3,384.8133 | 3,037.2334 |  |  
                | R3 | 3,294.3897 | 3,206.0363 | 2,988.0697 |  |  
                | R2 | 3,115.6127 | 3,115.6127 | 2,971.6818 |  |  
                | R1 | 3,027.2593 | 3,027.2593 | 2,955.2939 | 2,982.0475 |  
                | PP | 2,936.8357 | 2,936.8357 | 2,936.8357 | 2,914.2298 |  
                | S1 | 2,848.4823 | 2,848.4823 | 2,922.5181 | 2,803.2705 |  
                | S2 | 2,758.0587 | 2,758.0587 | 2,906.1302 |  |  
                | S3 | 2,579.2817 | 2,669.7053 | 2,889.7423 |  |  
                | S4 | 2,400.5047 | 2,490.9283 | 2,840.5787 |  |  | 
        
            | Weekly Pivots for week ending 26-Apr-2024 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,943.5940 | 3,807.5310 | 3,288.2533 |  |  
                | R3 | 3,679.3080 | 3,543.2450 | 3,215.5747 |  |  
                | R2 | 3,415.0220 | 3,415.0220 | 3,191.3484 |  |  
                | R1 | 3,278.9590 | 3,278.9590 | 3,167.1222 | 3,346.9905 |  
                | PP | 3,150.7360 | 3,150.7360 | 3,150.7360 | 3,184.7518 |  
                | S1 | 3,014.6730 | 3,014.6730 | 3,118.6698 | 3,082.7045 |  
                | S2 | 2,886.4500 | 2,886.4500 | 3,094.4436 |  |  
                | S3 | 2,622.1640 | 2,750.3870 | 3,070.2174 |  |  
                | S4 | 2,357.8780 | 2,486.1010 | 2,997.5387 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,347.2560 | 2,846.4120 | 500.8440 | 17.0% | 190.1512 | 6.5% | 18% | False | True | 141,029 |  
                | 10 | 3,347.2560 | 2,846.4120 | 500.8440 | 17.0% | 181.7050 | 6.2% | 18% | False | True | 129,551 |  
                | 20 | 3,724.8090 | 2,846.4120 | 878.3970 | 29.9% | 206.7299 | 7.0% | 11% | False | True | 134,789 |  
                | 40 | 4,090.3060 | 2,846.4120 | 1,243.8940 | 42.3% | 232.0607 | 7.9% | 7% | False | True | 165,517 |  
                | 60 | 4,090.3060 | 2,284.8710 | 1,805.4350 | 61.4% | 208.4378 | 7.1% | 36% | False | False | 180,383 |  
                | 80 | 4,090.3060 | 2,169.5890 | 1,920.7170 | 65.4% | 185.3343 | 6.3% | 40% | False | False | 174,158 |  
                | 100 | 4,090.3060 | 2,111.1450 | 1,979.1610 | 67.3% | 172.6281 | 5.9% | 42% | False | False | 180,380 |  
                | 120 | 4,090.3060 | 1,874.4960 | 2,215.8100 | 75.4% | 160.8510 | 5.5% | 48% | False | False | 182,676 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,784.9913 |  
            | 2.618 | 3,493.2272 |  
            | 1.618 | 3,314.4502 |  
            | 1.000 | 3,203.9660 |  
            | 0.618 | 3,135.6732 |  
            | HIGH | 3,025.1890 |  
            | 0.618 | 2,956.8962 |  
            | 0.500 | 2,935.8005 |  
            | 0.382 | 2,914.7048 |  
            | LOW | 2,846.4120 |  
            | 0.618 | 2,735.9278 |  
            | 1.000 | 2,667.6350 |  
            | 1.618 | 2,557.1508 |  
            | 2.618 | 2,378.3738 |  
            | 4.250 | 2,086.6098 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-May-2024 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2,937.8708 | 3,096.8340 |  
                                | PP | 2,936.8357 | 3,044.1913 |  
                                | S1 | 2,935.8005 | 2,991.5487 |  |