| Trading Metrics calculated at close of trading on 24-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-May-2021 | 
                    24-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,005.0 | 
                        4,023.0 | 
                        18.0 | 
                        0.4% | 
                        4,020.0 | 
                     
                    
                        | High | 
                        4,027.0 | 
                        4,051.0 | 
                        24.0 | 
                        0.6% | 
                        4,034.0 | 
                     
                    
                        | Low | 
                        3,991.0 | 
                        4,018.0 | 
                        27.0 | 
                        0.7% | 
                        3,882.0 | 
                     
                    
                        | Close | 
                        4,017.0 | 
                        4,043.0 | 
                        26.0 | 
                        0.6% | 
                        4,017.0 | 
                     
                    
                        | Range | 
                        36.0 | 
                        33.0 | 
                        -3.0 | 
                        -8.3% | 
                        152.0 | 
                     
                    
                        | ATR | 
                        63.3 | 
                        61.2 | 
                        -2.1 | 
                        -3.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        859,027 | 
                        379,781 | 
                        -479,246 | 
                        -55.8% | 
                        4,431,394 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,136.3 | 
                4,122.7 | 
                4,061.2 | 
                 | 
             
            
                | R3 | 
                4,103.3 | 
                4,089.7 | 
                4,052.1 | 
                 | 
             
            
                | R2 | 
                4,070.3 | 
                4,070.3 | 
                4,049.1 | 
                 | 
             
            
                | R1 | 
                4,056.7 | 
                4,056.7 | 
                4,046.0 | 
                4,063.5 | 
             
            
                | PP | 
                4,037.3 | 
                4,037.3 | 
                4,037.3 | 
                4,040.8 | 
             
            
                | S1 | 
                4,023.7 | 
                4,023.7 | 
                4,040.0 | 
                4,030.5 | 
             
            
                | S2 | 
                4,004.3 | 
                4,004.3 | 
                4,037.0 | 
                 | 
             
            
                | S3 | 
                3,971.3 | 
                3,990.7 | 
                4,033.9 | 
                 | 
             
            
                | S4 | 
                3,938.3 | 
                3,957.7 | 
                4,024.9 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,433.7 | 
                4,377.3 | 
                4,100.6 | 
                 | 
             
            
                | R3 | 
                4,281.7 | 
                4,225.3 | 
                4,058.8 | 
                 | 
             
            
                | R2 | 
                4,129.7 | 
                4,129.7 | 
                4,044.9 | 
                 | 
             
            
                | R1 | 
                4,073.3 | 
                4,073.3 | 
                4,030.9 | 
                4,025.5 | 
             
            
                | PP | 
                3,977.7 | 
                3,977.7 | 
                3,977.7 | 
                3,953.8 | 
             
            
                | S1 | 
                3,921.3 | 
                3,921.3 | 
                4,003.1 | 
                3,873.5 | 
             
            
                | S2 | 
                3,825.7 | 
                3,825.7 | 
                3,989.1 | 
                 | 
             
            
                | S3 | 
                3,673.7 | 
                3,769.3 | 
                3,975.2 | 
                 | 
             
            
                | S4 | 
                3,521.7 | 
                3,617.3 | 
                3,933.4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,051.0 | 
                3,882.0 | 
                169.0 | 
                4.2% | 
                60.4 | 
                1.5% | 
                95% | 
                True | 
                False | 
                836,113 | 
                 
                
                | 10 | 
                4,051.0 | 
                3,844.0 | 
                207.0 | 
                5.1% | 
                68.0 | 
                1.7% | 
                96% | 
                True | 
                False | 
                892,033 | 
                 
                
                | 20 | 
                4,051.0 | 
                3,844.0 | 
                207.0 | 
                5.1% | 
                59.5 | 
                1.5% | 
                96% | 
                True | 
                False | 
                831,439 | 
                 
                
                | 40 | 
                4,051.0 | 
                3,788.0 | 
                263.0 | 
                6.5% | 
                48.6 | 
                1.2% | 
                97% | 
                True | 
                False | 
                754,313 | 
                 
                
                | 60 | 
                4,051.0 | 
                3,559.0 | 
                492.0 | 
                12.2% | 
                48.2 | 
                1.2% | 
                98% | 
                True | 
                False | 
                668,551 | 
                 
                
                | 80 | 
                4,051.0 | 
                3,360.0 | 
                691.0 | 
                17.1% | 
                48.3 | 
                1.2% | 
                99% | 
                True | 
                False | 
                504,109 | 
                 
                
                | 100 | 
                4,051.0 | 
                3,360.0 | 
                691.0 | 
                17.1% | 
                46.8 | 
                1.2% | 
                99% | 
                True | 
                False | 
                403,829 | 
                 
                
                | 120 | 
                4,051.0 | 
                3,335.0 | 
                716.0 | 
                17.7% | 
                42.6 | 
                1.1% | 
                99% | 
                True | 
                False | 
                336,659 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,191.3 | 
         
        
            | 
2.618             | 
            4,137.4 | 
         
        
            | 
1.618             | 
            4,104.4 | 
         
        
            | 
1.000             | 
            4,084.0 | 
         
        
            | 
0.618             | 
            4,071.4 | 
         
        
            | 
HIGH             | 
            4,051.0 | 
         
        
            | 
0.618             | 
            4,038.4 | 
         
        
            | 
0.500             | 
            4,034.5 | 
         
        
            | 
0.382             | 
            4,030.6 | 
         
        
            | 
LOW             | 
            4,018.0 | 
         
        
            | 
0.618             | 
            3,997.6 | 
         
        
            | 
1.000             | 
            3,985.0 | 
         
        
            | 
1.618             | 
            3,964.6 | 
         
        
            | 
2.618             | 
            3,931.6 | 
         
        
            | 
4.250             | 
            3,877.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,040.2 | 
                                4,025.0 | 
                             
                            
                                | PP | 
                                4,037.3 | 
                                4,007.0 | 
                             
                            
                                | S1 | 
                                4,034.5 | 
                                3,989.0 | 
                             
             
         |