| Trading Metrics calculated at close of trading on 07-Jun-2024 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Jun-2024 | 07-Jun-2024 | Change | Change % | Previous Week |  
                        | Open | 3,865.4170 | 3,799.7180 | -65.6990 | -1.7% | 3,789.4180 |  
                        | High | 3,877.1480 | 3,835.5390 | -41.6090 | -1.1% | 3,883.2880 |  
                        | Low | 3,777.9630 | 3,618.7540 | -159.2090 | -4.2% | 3,618.7540 |  
                        | Close | 3,799.7180 | 3,684.6940 | -115.0240 | -3.0% | 3,684.6940 |  
                        | Range | 99.1850 | 216.7850 | 117.6000 | 118.6% | 264.5340 |  
                        | ATR | 161.4904 | 165.4400 | 3.9496 | 2.4% | 0.0000 |  
                        | Volume | 87,950 | 163,607 | 75,657 | 86.0% | 463,532 |  | 
    
| 
        
            | Daily Pivots for day following 07-Jun-2024 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,363.3507 | 4,240.8073 | 3,803.9258 |  |  
                | R3 | 4,146.5657 | 4,024.0223 | 3,744.3099 |  |  
                | R2 | 3,929.7807 | 3,929.7807 | 3,724.4379 |  |  
                | R1 | 3,807.2373 | 3,807.2373 | 3,704.5660 | 3,760.1165 |  
                | PP | 3,712.9957 | 3,712.9957 | 3,712.9957 | 3,689.4353 |  
                | S1 | 3,590.4523 | 3,590.4523 | 3,664.8220 | 3,543.3315 |  
                | S2 | 3,496.2107 | 3,496.2107 | 3,644.9501 |  |  
                | S3 | 3,279.4257 | 3,373.6673 | 3,625.0781 |  |  
                | S4 | 3,062.6407 | 3,156.8823 | 3,565.4623 |  |  | 
        
            | Weekly Pivots for week ending 07-Jun-2024 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,522.5140 | 4,368.1380 | 3,830.1877 |  |  
                | R3 | 4,257.9800 | 4,103.6040 | 3,757.4409 |  |  
                | R2 | 3,993.4460 | 3,993.4460 | 3,733.1919 |  |  
                | R1 | 3,839.0700 | 3,839.0700 | 3,708.9430 | 3,783.9910 |  
                | PP | 3,728.9120 | 3,728.9120 | 3,728.9120 | 3,701.3725 |  
                | S1 | 3,574.5360 | 3,574.5360 | 3,660.4451 | 3,519.4570 |  
                | S2 | 3,464.3780 | 3,464.3780 | 3,636.1961 |  |  
                | S3 | 3,199.8440 | 3,310.0020 | 3,611.9472 |  |  
                | S4 | 2,935.3100 | 3,045.4680 | 3,539.2003 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,883.2880 | 3,618.7540 | 264.5340 | 7.2% | 120.2940 | 3.3% | 25% | False | True | 92,706 |  
                | 10 | 3,924.1650 | 3,618.7540 | 305.4110 | 8.3% | 132.9671 | 3.6% | 22% | False | True | 136,585 |  
                | 20 | 3,940.4060 | 2,864.3480 | 1,076.0580 | 29.2% | 169.7122 | 4.6% | 76% | False | False | 162,132 |  
                | 40 | 3,940.4060 | 2,846.4120 | 1,093.9940 | 29.7% | 176.3544 | 4.8% | 77% | False | False | 143,010 |  
                | 60 | 4,012.5620 | 2,846.4120 | 1,166.1500 | 31.6% | 198.8939 | 5.4% | 72% | False | False | 149,753 |  
                | 80 | 4,090.3060 | 2,620.6180 | 1,469.6880 | 39.9% | 200.4136 | 5.4% | 72% | False | False | 170,474 |  
                | 100 | 4,090.3060 | 2,170.7140 | 1,919.5920 | 52.1% | 179.3622 | 4.9% | 79% | False | False | 163,717 |  
                | 120 | 4,090.3060 | 2,111.1450 | 1,979.1610 | 53.7% | 172.3324 | 4.7% | 80% | False | False | 172,923 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,756.8753 |  
            | 2.618 | 4,403.0821 |  
            | 1.618 | 4,186.2971 |  
            | 1.000 | 4,052.3240 |  
            | 0.618 | 3,969.5121 |  
            | HIGH | 3,835.5390 |  
            | 0.618 | 3,752.7271 |  
            | 0.500 | 3,727.1465 |  
            | 0.382 | 3,701.5659 |  
            | LOW | 3,618.7540 |  
            | 0.618 | 3,484.7809 |  
            | 1.000 | 3,401.9690 |  
            | 1.618 | 3,267.9959 |  
            | 2.618 | 3,051.2109 |  
            | 4.250 | 2,697.4178 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Jun-2024 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,727.1465 | 3,751.0210 |  
                                | PP | 3,712.9957 | 3,728.9120 |  
                                | S1 | 3,698.8448 | 3,706.8030 |  |