| Trading Metrics calculated at close of trading on 11-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-May-2021 | 
                    11-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,027.0 | 
                        3,984.0 | 
                        -43.0 | 
                        -1.1% | 
                        3,949.0 | 
                     
                    
                        | High | 
                        4,036.0 | 
                        3,984.0 | 
                        -52.0 | 
                        -1.3% | 
                        4,021.0 | 
                     
                    
                        | Low | 
                        3,982.0 | 
                        3,901.0 | 
                        -81.0 | 
                        -2.0% | 
                        3,882.0 | 
                     
                    
                        | Close | 
                        4,011.0 | 
                        3,922.0 | 
                        -89.0 | 
                        -2.2% | 
                        4,010.0 | 
                     
                    
                        | Range | 
                        54.0 | 
                        83.0 | 
                        29.0 | 
                        53.7% | 
                        139.0 | 
                     
                    
                        | ATR | 
                        50.1 | 
                        54.3 | 
                        4.3 | 
                        8.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        579,602 | 
                        1,198,451 | 
                        618,849 | 
                        106.8% | 
                        4,117,223 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,184.7 | 
                4,136.3 | 
                3,967.7 | 
                 | 
             
            
                | R3 | 
                4,101.7 | 
                4,053.3 | 
                3,944.8 | 
                 | 
             
            
                | R2 | 
                4,018.7 | 
                4,018.7 | 
                3,937.2 | 
                 | 
             
            
                | R1 | 
                3,970.3 | 
                3,970.3 | 
                3,929.6 | 
                3,953.0 | 
             
            
                | PP | 
                3,935.7 | 
                3,935.7 | 
                3,935.7 | 
                3,927.0 | 
             
            
                | S1 | 
                3,887.3 | 
                3,887.3 | 
                3,914.4 | 
                3,870.0 | 
             
            
                | S2 | 
                3,852.7 | 
                3,852.7 | 
                3,906.8 | 
                 | 
             
            
                | S3 | 
                3,769.7 | 
                3,804.3 | 
                3,899.2 | 
                 | 
             
            
                | S4 | 
                3,686.7 | 
                3,721.3 | 
                3,876.4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,388.0 | 
                4,338.0 | 
                4,086.5 | 
                 | 
             
            
                | R3 | 
                4,249.0 | 
                4,199.0 | 
                4,048.2 | 
                 | 
             
            
                | R2 | 
                4,110.0 | 
                4,110.0 | 
                4,035.5 | 
                 | 
             
            
                | R1 | 
                4,060.0 | 
                4,060.0 | 
                4,022.7 | 
                4,085.0 | 
             
            
                | PP | 
                3,971.0 | 
                3,971.0 | 
                3,971.0 | 
                3,983.5 | 
             
            
                | S1 | 
                3,921.0 | 
                3,921.0 | 
                3,997.3 | 
                3,946.0 | 
             
            
                | S2 | 
                3,832.0 | 
                3,832.0 | 
                3,984.5 | 
                 | 
             
            
                | S3 | 
                3,693.0 | 
                3,782.0 | 
                3,971.8 | 
                 | 
             
            
                | S4 | 
                3,554.0 | 
                3,643.0 | 
                3,933.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,036.0 | 
                3,901.0 | 
                135.0 | 
                3.4% | 
                59.0 | 
                1.5% | 
                16% | 
                False | 
                True | 
                845,703 | 
                 
                
                | 10 | 
                4,036.0 | 
                3,882.0 | 
                154.0 | 
                3.9% | 
                56.7 | 
                1.4% | 
                26% | 
                False | 
                False | 
                826,832 | 
                 
                
                | 20 | 
                4,036.0 | 
                3,882.0 | 
                154.0 | 
                3.9% | 
                49.2 | 
                1.3% | 
                26% | 
                False | 
                False | 
                745,806 | 
                 
                
                | 40 | 
                4,036.0 | 
                3,727.0 | 
                309.0 | 
                7.9% | 
                42.9 | 
                1.1% | 
                63% | 
                False | 
                False | 
                785,461 | 
                 
                
                | 60 | 
                4,036.0 | 
                3,559.0 | 
                477.0 | 
                12.2% | 
                45.4 | 
                1.2% | 
                76% | 
                False | 
                False | 
                541,375 | 
                 
                
                | 80 | 
                4,036.0 | 
                3,360.0 | 
                676.0 | 
                17.2% | 
                46.5 | 
                1.2% | 
                83% | 
                False | 
                False | 
                407,803 | 
                 
                
                | 100 | 
                4,036.0 | 
                3,335.0 | 
                701.0 | 
                17.9% | 
                45.0 | 
                1.1% | 
                84% | 
                False | 
                False | 
                326,670 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,336.8 | 
         
        
            | 
2.618             | 
            4,201.3 | 
         
        
            | 
1.618             | 
            4,118.3 | 
         
        
            | 
1.000             | 
            4,067.0 | 
         
        
            | 
0.618             | 
            4,035.3 | 
         
        
            | 
HIGH             | 
            3,984.0 | 
         
        
            | 
0.618             | 
            3,952.3 | 
         
        
            | 
0.500             | 
            3,942.5 | 
         
        
            | 
0.382             | 
            3,932.7 | 
         
        
            | 
LOW             | 
            3,901.0 | 
         
        
            | 
0.618             | 
            3,849.7 | 
         
        
            | 
1.000             | 
            3,818.0 | 
         
        
            | 
1.618             | 
            3,766.7 | 
         
        
            | 
2.618             | 
            3,683.7 | 
         
        
            | 
4.250             | 
            3,548.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,942.5 | 
                                3,968.5 | 
                             
                            
                                | PP | 
                                3,935.7 | 
                                3,953.0 | 
                             
                            
                                | S1 | 
                                3,928.8 | 
                                3,937.5 | 
                             
             
         |