| Trading Metrics calculated at close of trading on 12-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-May-2021 | 
                    12-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,984.0 | 
                        3,934.0 | 
                        -50.0 | 
                        -1.3% | 
                        3,949.0 | 
                     
                    
                        | High | 
                        3,984.0 | 
                        3,950.0 | 
                        -34.0 | 
                        -0.9% | 
                        4,021.0 | 
                     
                    
                        | Low | 
                        3,901.0 | 
                        3,893.0 | 
                        -8.0 | 
                        -0.2% | 
                        3,882.0 | 
                     
                    
                        | Close | 
                        3,922.0 | 
                        3,936.0 | 
                        14.0 | 
                        0.4% | 
                        4,010.0 | 
                     
                    
                        | Range | 
                        83.0 | 
                        57.0 | 
                        -26.0 | 
                        -31.3% | 
                        139.0 | 
                     
                    
                        | ATR | 
                        54.3 | 
                        54.5 | 
                        0.2 | 
                        0.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,198,451 | 
                        1,053,563 | 
                        -144,888 | 
                        -12.1% | 
                        4,117,223 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,097.3 | 
                4,073.7 | 
                3,967.4 | 
                 | 
             
            
                | R3 | 
                4,040.3 | 
                4,016.7 | 
                3,951.7 | 
                 | 
             
            
                | R2 | 
                3,983.3 | 
                3,983.3 | 
                3,946.5 | 
                 | 
             
            
                | R1 | 
                3,959.7 | 
                3,959.7 | 
                3,941.2 | 
                3,971.5 | 
             
            
                | PP | 
                3,926.3 | 
                3,926.3 | 
                3,926.3 | 
                3,932.3 | 
             
            
                | S1 | 
                3,902.7 | 
                3,902.7 | 
                3,930.8 | 
                3,914.5 | 
             
            
                | S2 | 
                3,869.3 | 
                3,869.3 | 
                3,925.6 | 
                 | 
             
            
                | S3 | 
                3,812.3 | 
                3,845.7 | 
                3,920.3 | 
                 | 
             
            
                | S4 | 
                3,755.3 | 
                3,788.7 | 
                3,904.7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3,893.0 | 
                143.0 | 
                3.6% | 
                56.2 | 
                1.4% | 
                30% | 
                False | 
                True | 
                891,968 | 
                 
                
                | 10 | 
                4,036.0 | 
                3,882.0 | 
                154.0 | 
                3.9% | 
                60.1 | 
                1.5% | 
                35% | 
                False | 
                False | 
                874,156 | 
                 
                
                | 20 | 
                4,036.0 | 
                3,882.0 | 
                154.0 | 
                3.9% | 
                51.1 | 
                1.3% | 
                35% | 
                False | 
                False | 
                769,289 | 
                 
                
                | 40 | 
                4,036.0 | 
                3,727.0 | 
                309.0 | 
                7.9% | 
                43.3 | 
                1.1% | 
                68% | 
                False | 
                False | 
                783,692 | 
                 
                
                | 60 | 
                4,036.0 | 
                3,559.0 | 
                477.0 | 
                12.1% | 
                45.8 | 
                1.2% | 
                79% | 
                False | 
                False | 
                558,621 | 
                 
                
                | 80 | 
                4,036.0 | 
                3,360.0 | 
                676.0 | 
                17.2% | 
                46.9 | 
                1.2% | 
                85% | 
                False | 
                False | 
                420,972 | 
                 
                
                | 100 | 
                4,036.0 | 
                3,335.0 | 
                701.0 | 
                17.8% | 
                45.4 | 
                1.2% | 
                86% | 
                False | 
                False | 
                337,201 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,192.3 | 
         
        
            | 
2.618             | 
            4,099.2 | 
         
        
            | 
1.618             | 
            4,042.2 | 
         
        
            | 
1.000             | 
            4,007.0 | 
         
        
            | 
0.618             | 
            3,985.2 | 
         
        
            | 
HIGH             | 
            3,950.0 | 
         
        
            | 
0.618             | 
            3,928.2 | 
         
        
            | 
0.500             | 
            3,921.5 | 
         
        
            | 
0.382             | 
            3,914.8 | 
         
        
            | 
LOW             | 
            3,893.0 | 
         
        
            | 
0.618             | 
            3,857.8 | 
         
        
            | 
1.000             | 
            3,836.0 | 
         
        
            | 
1.618             | 
            3,800.8 | 
         
        
            | 
2.618             | 
            3,743.8 | 
         
        
            | 
4.250             | 
            3,650.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,931.2 | 
                                3,964.5 | 
                             
                            
                                | PP | 
                                3,926.3 | 
                                3,955.0 | 
                             
                            
                                | S1 | 
                                3,921.5 | 
                                3,945.5 | 
                             
             
         |