| Trading Metrics calculated at close of trading on 18-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-May-2021 | 
                    18-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,020.0 | 
                        4,013.0 | 
                        -7.0 | 
                        -0.2% | 
                        4,027.0 | 
                     
                    
                        | High | 
                        4,025.0 | 
                        4,034.0 | 
                        9.0 | 
                        0.2% | 
                        4,036.0 | 
                     
                    
                        | Low | 
                        3,984.0 | 
                        3,978.0 | 
                        -6.0 | 
                        -0.2% | 
                        3,844.0 | 
                     
                    
                        | Close | 
                        4,000.0 | 
                        4,005.0 | 
                        5.0 | 
                        0.1% | 
                        4,006.0 | 
                     
                    
                        | Range | 
                        41.0 | 
                        56.0 | 
                        15.0 | 
                        36.6% | 
                        192.0 | 
                     
                    
                        | ATR | 
                        59.8 | 
                        59.5 | 
                        -0.3 | 
                        -0.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        630,610 | 
                        722,303 | 
                        91,693 | 
                        14.5% | 
                        4,688,763 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,173.7 | 
                4,145.3 | 
                4,035.8 | 
                 | 
             
            
                | R3 | 
                4,117.7 | 
                4,089.3 | 
                4,020.4 | 
                 | 
             
            
                | R2 | 
                4,061.7 | 
                4,061.7 | 
                4,015.3 | 
                 | 
             
            
                | R1 | 
                4,033.3 | 
                4,033.3 | 
                4,010.1 | 
                4,019.5 | 
             
            
                | PP | 
                4,005.7 | 
                4,005.7 | 
                4,005.7 | 
                3,998.8 | 
             
            
                | S1 | 
                3,977.3 | 
                3,977.3 | 
                3,999.9 | 
                3,963.5 | 
             
            
                | S2 | 
                3,949.7 | 
                3,949.7 | 
                3,994.7 | 
                 | 
             
            
                | S3 | 
                3,893.7 | 
                3,921.3 | 
                3,989.6 | 
                 | 
             
            
                | S4 | 
                3,837.7 | 
                3,865.3 | 
                3,974.2 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,538.0 | 
                4,464.0 | 
                4,111.6 | 
                 | 
             
            
                | R3 | 
                4,346.0 | 
                4,272.0 | 
                4,058.8 | 
                 | 
             
            
                | R2 | 
                4,154.0 | 
                4,154.0 | 
                4,041.2 | 
                 | 
             
            
                | R1 | 
                4,080.0 | 
                4,080.0 | 
                4,023.6 | 
                4,021.0 | 
             
            
                | PP | 
                3,962.0 | 
                3,962.0 | 
                3,962.0 | 
                3,932.5 | 
             
            
                | S1 | 
                3,888.0 | 
                3,888.0 | 
                3,988.4 | 
                3,829.0 | 
             
            
                | S2 | 
                3,770.0 | 
                3,770.0 | 
                3,970.8 | 
                 | 
             
            
                | S3 | 
                3,578.0 | 
                3,696.0 | 
                3,953.2 | 
                 | 
             
            
                | S4 | 
                3,386.0 | 
                3,504.0 | 
                3,900.4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,034.0 | 
                3,844.0 | 
                190.0 | 
                4.7% | 
                70.2 | 
                1.8% | 
                85% | 
                True | 
                False | 
                852,724 | 
                 
                
                | 10 | 
                4,036.0 | 
                3,844.0 | 
                192.0 | 
                4.8% | 
                64.6 | 
                1.6% | 
                84% | 
                False | 
                False | 
                849,214 | 
                 
                
                | 20 | 
                4,036.0 | 
                3,844.0 | 
                192.0 | 
                4.8% | 
                55.0 | 
                1.4% | 
                84% | 
                False | 
                False | 
                795,222 | 
                 
                
                | 40 | 
                4,036.0 | 
                3,727.0 | 
                309.0 | 
                7.7% | 
                46.9 | 
                1.2% | 
                90% | 
                False | 
                False | 
                747,793 | 
                 
                
                | 60 | 
                4,036.0 | 
                3,559.0 | 
                477.0 | 
                11.9% | 
                48.6 | 
                1.2% | 
                94% | 
                False | 
                False | 
                611,915 | 
                 
                
                | 80 | 
                4,036.0 | 
                3,360.0 | 
                676.0 | 
                16.9% | 
                49.2 | 
                1.2% | 
                95% | 
                False | 
                False | 
                461,050 | 
                 
                
                | 100 | 
                4,036.0 | 
                3,360.0 | 
                676.0 | 
                16.9% | 
                45.5 | 
                1.1% | 
                95% | 
                False | 
                False | 
                369,253 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,272.0 | 
         
        
            | 
2.618             | 
            4,180.6 | 
         
        
            | 
1.618             | 
            4,124.6 | 
         
        
            | 
1.000             | 
            4,090.0 | 
         
        
            | 
0.618             | 
            4,068.6 | 
         
        
            | 
HIGH             | 
            4,034.0 | 
         
        
            | 
0.618             | 
            4,012.6 | 
         
        
            | 
0.500             | 
            4,006.0 | 
         
        
            | 
0.382             | 
            3,999.4 | 
         
        
            | 
LOW             | 
            3,978.0 | 
         
        
            | 
0.618             | 
            3,943.4 | 
         
        
            | 
1.000             | 
            3,922.0 | 
         
        
            | 
1.618             | 
            3,887.4 | 
         
        
            | 
2.618             | 
            3,831.4 | 
         
        
            | 
4.250             | 
            3,740.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,006.0 | 
                                4,000.7 | 
                             
                            
                                | PP | 
                                4,005.7 | 
                                3,996.3 | 
                             
                            
                                | S1 | 
                                4,005.3 | 
                                3,992.0 | 
                             
             
         |