| Trading Metrics calculated at close of trading on 28-May-2024 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-May-2024 | 28-May-2024 | Change | Change % | Previous Week |  
                        | Open | 3,753.7560 | 3,890.5340 | 136.7780 | 3.6% | 3,090.0470 |  
                        | High | 3,877.5870 | 3,924.1650 | 46.5780 | 1.2% | 3,940.4060 |  
                        | Low | 3,648.8550 | 3,785.2610 | 136.4060 | 3.7% | 3,050.1730 |  
                        | Close | 3,733.4500 | 3,829.9910 | 96.5410 | 2.6% | 3,733.4500 |  
                        | Range | 228.7320 | 138.9040 | -89.8280 | -39.3% | 890.2330 |  
                        | ATR | 200.7370 | 200.0212 | -0.7159 | -0.4% | 0.0000 |  
                        | Volume | 314,301 | 154,941 | -159,360 | -50.7% | 1,534,989 |  | 
    
| 
        
            | Daily Pivots for day following 28-May-2024 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,263.1843 | 4,185.4917 | 3,906.3882 |  |  
                | R3 | 4,124.2803 | 4,046.5877 | 3,868.1896 |  |  
                | R2 | 3,985.3763 | 3,985.3763 | 3,855.4567 |  |  
                | R1 | 3,907.6837 | 3,907.6837 | 3,842.7239 | 3,877.0780 |  
                | PP | 3,846.4723 | 3,846.4723 | 3,846.4723 | 3,831.1695 |  
                | S1 | 3,768.7797 | 3,768.7797 | 3,817.2581 | 3,738.1740 |  
                | S2 | 3,707.5683 | 3,707.5683 | 3,804.5253 |  |  
                | S3 | 3,568.6643 | 3,629.8757 | 3,791.7924 |  |  
                | S4 | 3,429.7603 | 3,490.9717 | 3,753.5938 |  |  | 
        
            | Weekly Pivots for week ending 24-May-2024 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,245.3753 | 5,879.6457 | 4,223.0782 |  |  
                | R3 | 5,355.1423 | 4,989.4127 | 3,978.2641 |  |  
                | R2 | 4,464.9093 | 4,464.9093 | 3,896.6594 |  |  
                | R1 | 4,099.1797 | 4,099.1797 | 3,815.0547 | 4,282.0445 |  
                | PP | 3,574.6763 | 3,574.6763 | 3,574.6763 | 3,666.1088 |  
                | S1 | 3,208.9467 | 3,208.9467 | 3,651.8453 | 3,391.8115 |  
                | S2 | 2,684.4433 | 2,684.4433 | 3,570.2406 |  |  
                | S3 | 1,794.2103 | 2,318.7137 | 3,488.6359 |  |  
                | S4 | 903.9773 | 1,428.4807 | 3,243.8219 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,940.4060 | 3,492.6650 | 447.7410 | 11.7% | 220.8840 | 5.8% | 75% | False | False | 337,381 |  
                | 10 | 3,940.4060 | 2,864.3480 | 1,076.0580 | 28.1% | 215.3277 | 5.6% | 90% | False | False | 221,022 |  
                | 20 | 3,940.4060 | 2,846.4120 | 1,093.9940 | 28.6% | 183.8686 | 4.8% | 90% | False | False | 167,784 |  
                | 40 | 3,940.4060 | 2,846.4120 | 1,093.9940 | 28.6% | 193.9314 | 5.1% | 90% | False | False | 150,192 |  
                | 60 | 4,090.3060 | 2,846.4120 | 1,243.8940 | 32.5% | 221.1543 | 5.8% | 79% | False | False | 168,934 |  
                | 80 | 4,090.3060 | 2,269.1870 | 1,821.1190 | 47.5% | 197.2786 | 5.2% | 86% | False | False | 172,805 |  
                | 100 | 4,090.3060 | 2,169.5890 | 1,920.7170 | 50.1% | 181.7794 | 4.7% | 86% | False | False | 172,231 |  
                | 120 | 4,090.3060 | 2,111.1450 | 1,979.1610 | 51.7% | 171.9044 | 4.5% | 87% | False | False | 178,696 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,514.5070 |  
            | 2.618 | 4,287.8157 |  
            | 1.618 | 4,148.9117 |  
            | 1.000 | 4,063.0690 |  
            | 0.618 | 4,010.0077 |  
            | HIGH | 3,924.1650 |  
            | 0.618 | 3,871.1037 |  
            | 0.500 | 3,854.7130 |  
            | 0.382 | 3,838.3223 |  
            | LOW | 3,785.2610 |  
            | 0.618 | 3,699.4183 |  
            | 1.000 | 3,646.3570 |  
            | 1.618 | 3,560.5143 |  
            | 2.618 | 3,421.6103 |  
            | 4.250 | 3,194.9190 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-May-2024 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,854.7130 | 3,818.2042 |  
                                | PP | 3,846.4723 | 3,806.4173 |  
                                | S1 | 3,838.2317 | 3,794.6305 |  |