| Trading Metrics calculated at close of trading on 20-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-May-2021 | 
                    20-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,972.0 | 
                        3,937.0 | 
                        -35.0 | 
                        -0.9% | 
                        4,027.0 | 
                     
                    
                        | High | 
                        3,983.0 | 
                        4,003.0 | 
                        20.0 | 
                        0.5% | 
                        4,036.0 | 
                     
                    
                        | Low | 
                        3,882.0 | 
                        3,927.0 | 
                        45.0 | 
                        1.2% | 
                        3,844.0 | 
                     
                    
                        | Close | 
                        3,930.0 | 
                        3,985.0 | 
                        55.0 | 
                        1.4% | 
                        4,006.0 | 
                     
                    
                        | Range | 
                        101.0 | 
                        76.0 | 
                        -25.0 | 
                        -24.8% | 
                        192.0 | 
                     
                    
                        | ATR | 
                        64.0 | 
                        64.9 | 
                        0.9 | 
                        1.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,308,832 | 
                        910,622 | 
                        -398,210 | 
                        -30.4% | 
                        4,688,763 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,199.7 | 
                4,168.3 | 
                4,026.8 | 
                 | 
             
            
                | R3 | 
                4,123.7 | 
                4,092.3 | 
                4,005.9 | 
                 | 
             
            
                | R2 | 
                4,047.7 | 
                4,047.7 | 
                3,998.9 | 
                 | 
             
            
                | R1 | 
                4,016.3 | 
                4,016.3 | 
                3,992.0 | 
                4,032.0 | 
             
            
                | PP | 
                3,971.7 | 
                3,971.7 | 
                3,971.7 | 
                3,979.5 | 
             
            
                | S1 | 
                3,940.3 | 
                3,940.3 | 
                3,978.0 | 
                3,956.0 | 
             
            
                | S2 | 
                3,895.7 | 
                3,895.7 | 
                3,971.1 | 
                 | 
             
            
                | S3 | 
                3,819.7 | 
                3,864.3 | 
                3,964.1 | 
                 | 
             
            
                | S4 | 
                3,743.7 | 
                3,788.3 | 
                3,943.2 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3,882.0 | 
                152.0 | 
                3.8% | 
                70.8 | 
                1.8% | 
                68% | 
                False | 
                False | 
                877,986 | 
                 
                
                | 10 | 
                4,036.0 | 
                3,844.0 | 
                192.0 | 
                4.8% | 
                70.2 | 
                1.8% | 
                73% | 
                False | 
                False | 
                907,937 | 
                 
                
                | 20 | 
                4,036.0 | 
                3,844.0 | 
                192.0 | 
                4.8% | 
                59.2 | 
                1.5% | 
                73% | 
                False | 
                False | 
                828,744 | 
                 
                
                | 40 | 
                4,036.0 | 
                3,727.0 | 
                309.0 | 
                7.8% | 
                49.6 | 
                1.2% | 
                83% | 
                False | 
                False | 
                769,538 | 
                 
                
                | 60 | 
                4,036.0 | 
                3,559.0 | 
                477.0 | 
                12.0% | 
                49.3 | 
                1.2% | 
                89% | 
                False | 
                False | 
                648,514 | 
                 
                
                | 80 | 
                4,036.0 | 
                3,360.0 | 
                676.0 | 
                17.0% | 
                49.5 | 
                1.2% | 
                92% | 
                False | 
                False | 
                488,685 | 
                 
                
                | 100 | 
                4,036.0 | 
                3,360.0 | 
                676.0 | 
                17.0% | 
                46.7 | 
                1.2% | 
                92% | 
                False | 
                False | 
                391,442 | 
                 
                
                | 120 | 
                4,036.0 | 
                3,335.0 | 
                701.0 | 
                17.6% | 
                42.0 | 
                1.1% | 
                93% | 
                False | 
                False | 
                326,337 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,326.0 | 
         
        
            | 
2.618             | 
            4,202.0 | 
         
        
            | 
1.618             | 
            4,126.0 | 
         
        
            | 
1.000             | 
            4,079.0 | 
         
        
            | 
0.618             | 
            4,050.0 | 
         
        
            | 
HIGH             | 
            4,003.0 | 
         
        
            | 
0.618             | 
            3,974.0 | 
         
        
            | 
0.500             | 
            3,965.0 | 
         
        
            | 
0.382             | 
            3,956.0 | 
         
        
            | 
LOW             | 
            3,927.0 | 
         
        
            | 
0.618             | 
            3,880.0 | 
         
        
            | 
1.000             | 
            3,851.0 | 
         
        
            | 
1.618             | 
            3,804.0 | 
         
        
            | 
2.618             | 
            3,728.0 | 
         
        
            | 
4.250             | 
            3,604.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,978.3 | 
                                3,976.0 | 
                             
                            
                                | PP | 
                                3,971.7 | 
                                3,967.0 | 
                             
                            
                                | S1 | 
                                3,965.0 | 
                                3,958.0 | 
                             
             
         |