| Trading Metrics calculated at close of trading on 25-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-May-2021 | 
                    25-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,023.0 | 
                        4,045.0 | 
                        22.0 | 
                        0.5% | 
                        4,020.0 | 
                     
                    
                        | High | 
                        4,051.0 | 
                        4,059.0 | 
                        8.0 | 
                        0.2% | 
                        4,034.0 | 
                     
                    
                        | Low | 
                        4,018.0 | 
                        4,031.0 | 
                        13.0 | 
                        0.3% | 
                        3,882.0 | 
                     
                    
                        | Close | 
                        4,043.0 | 
                        4,036.0 | 
                        -7.0 | 
                        -0.2% | 
                        4,017.0 | 
                     
                    
                        | Range | 
                        33.0 | 
                        28.0 | 
                        -5.0 | 
                        -15.2% | 
                        152.0 | 
                     
                    
                        | ATR | 
                        61.2 | 
                        58.8 | 
                        -2.4 | 
                        -3.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        379,781 | 
                        678,304 | 
                        298,523 | 
                        78.6% | 
                        4,431,394 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,126.0 | 
                4,109.0 | 
                4,051.4 | 
                 | 
             
            
                | R3 | 
                4,098.0 | 
                4,081.0 | 
                4,043.7 | 
                 | 
             
            
                | R2 | 
                4,070.0 | 
                4,070.0 | 
                4,041.1 | 
                 | 
             
            
                | R1 | 
                4,053.0 | 
                4,053.0 | 
                4,038.6 | 
                4,047.5 | 
             
            
                | PP | 
                4,042.0 | 
                4,042.0 | 
                4,042.0 | 
                4,039.3 | 
             
            
                | S1 | 
                4,025.0 | 
                4,025.0 | 
                4,033.4 | 
                4,019.5 | 
             
            
                | S2 | 
                4,014.0 | 
                4,014.0 | 
                4,030.9 | 
                 | 
             
            
                | S3 | 
                3,986.0 | 
                3,997.0 | 
                4,028.3 | 
                 | 
             
            
                | S4 | 
                3,958.0 | 
                3,969.0 | 
                4,020.6 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4,059.0 | 
                3,882.0 | 
                177.0 | 
                4.4% | 
                54.8 | 
                1.4% | 
                87% | 
                True | 
                False | 
                827,313 | 
                 
                
                | 10 | 
                4,059.0 | 
                3,844.0 | 
                215.0 | 
                5.3% | 
                62.5 | 
                1.5% | 
                89% | 
                True | 
                False | 
                840,018 | 
                 
                
                | 20 | 
                4,059.0 | 
                3,844.0 | 
                215.0 | 
                5.3% | 
                59.6 | 
                1.5% | 
                89% | 
                True | 
                False | 
                833,425 | 
                 
                
                | 40 | 
                4,059.0 | 
                3,804.0 | 
                255.0 | 
                6.3% | 
                48.1 | 
                1.2% | 
                91% | 
                True | 
                False | 
                752,663 | 
                 
                
                | 60 | 
                4,059.0 | 
                3,587.0 | 
                472.0 | 
                11.7% | 
                47.8 | 
                1.2% | 
                95% | 
                True | 
                False | 
                679,852 | 
                 
                
                | 80 | 
                4,059.0 | 
                3,360.0 | 
                699.0 | 
                17.3% | 
                47.9 | 
                1.2% | 
                97% | 
                True | 
                False | 
                512,536 | 
                 
                
                | 100 | 
                4,059.0 | 
                3,360.0 | 
                699.0 | 
                17.3% | 
                46.7 | 
                1.2% | 
                97% | 
                True | 
                False | 
                410,591 | 
                 
                
                | 120 | 
                4,059.0 | 
                3,335.0 | 
                724.0 | 
                17.9% | 
                42.8 | 
                1.1% | 
                97% | 
                True | 
                False | 
                342,311 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,178.0 | 
         
        
            | 
2.618             | 
            4,132.3 | 
         
        
            | 
1.618             | 
            4,104.3 | 
         
        
            | 
1.000             | 
            4,087.0 | 
         
        
            | 
0.618             | 
            4,076.3 | 
         
        
            | 
HIGH             | 
            4,059.0 | 
         
        
            | 
0.618             | 
            4,048.3 | 
         
        
            | 
0.500             | 
            4,045.0 | 
         
        
            | 
0.382             | 
            4,041.7 | 
         
        
            | 
LOW             | 
            4,031.0 | 
         
        
            | 
0.618             | 
            4,013.7 | 
         
        
            | 
1.000             | 
            4,003.0 | 
         
        
            | 
1.618             | 
            3,985.7 | 
         
        
            | 
2.618             | 
            3,957.7 | 
         
        
            | 
4.250             | 
            3,912.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,045.0 | 
                                4,032.3 | 
                             
                            
                                | PP | 
                                4,042.0 | 
                                4,028.7 | 
                             
                            
                                | S1 | 
                                4,039.0 | 
                                4,025.0 | 
                             
             
         |