| Trading Metrics calculated at close of trading on 26-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-May-2021 | 
                    26-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,045.0 | 
                        4,046.0 | 
                        1.0 | 
                        0.0% | 
                        4,020.0 | 
                     
                    
                        | High | 
                        4,059.0 | 
                        4,053.0 | 
                        -6.0 | 
                        -0.1% | 
                        4,034.0 | 
                     
                    
                        | Low | 
                        4,031.0 | 
                        4,018.0 | 
                        -13.0 | 
                        -0.3% | 
                        3,882.0 | 
                     
                    
                        | Close | 
                        4,036.0 | 
                        4,028.0 | 
                        -8.0 | 
                        -0.2% | 
                        4,017.0 | 
                     
                    
                        | Range | 
                        28.0 | 
                        35.0 | 
                        7.0 | 
                        25.0% | 
                        152.0 | 
                     
                    
                        | ATR | 
                        58.8 | 
                        57.1 | 
                        -1.7 | 
                        -2.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        678,304 | 
                        650,116 | 
                        -28,188 | 
                        -4.2% | 
                        4,431,394 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,138.0 | 
                4,118.0 | 
                4,047.3 | 
                 | 
             
            
                | R3 | 
                4,103.0 | 
                4,083.0 | 
                4,037.6 | 
                 | 
             
            
                | R2 | 
                4,068.0 | 
                4,068.0 | 
                4,034.4 | 
                 | 
             
            
                | R1 | 
                4,048.0 | 
                4,048.0 | 
                4,031.2 | 
                4,040.5 | 
             
            
                | PP | 
                4,033.0 | 
                4,033.0 | 
                4,033.0 | 
                4,029.3 | 
             
            
                | S1 | 
                4,013.0 | 
                4,013.0 | 
                4,024.8 | 
                4,005.5 | 
             
            
                | S2 | 
                3,998.0 | 
                3,998.0 | 
                4,021.6 | 
                 | 
             
            
                | S3 | 
                3,963.0 | 
                3,978.0 | 
                4,018.4 | 
                 | 
             
            
                | S4 | 
                3,928.0 | 
                3,943.0 | 
                4,008.8 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3,927.0 | 
                132.0 | 
                3.3% | 
                41.6 | 
                1.0% | 
                77% | 
                False | 
                False | 
                695,570 | 
                 
                
                | 10 | 
                4,059.0 | 
                3,844.0 | 
                215.0 | 
                5.3% | 
                60.3 | 
                1.5% | 
                86% | 
                False | 
                False | 
                799,674 | 
                 
                
                | 20 | 
                4,059.0 | 
                3,844.0 | 
                215.0 | 
                5.3% | 
                60.2 | 
                1.5% | 
                86% | 
                False | 
                False | 
                836,915 | 
                 
                
                | 40 | 
                4,059.0 | 
                3,835.0 | 
                224.0 | 
                5.6% | 
                47.9 | 
                1.2% | 
                86% | 
                False | 
                False | 
                752,320 | 
                 
                
                | 60 | 
                4,059.0 | 
                3,587.0 | 
                472.0 | 
                11.7% | 
                47.5 | 
                1.2% | 
                93% | 
                False | 
                False | 
                690,244 | 
                 
                
                | 80 | 
                4,059.0 | 
                3,360.0 | 
                699.0 | 
                17.4% | 
                47.9 | 
                1.2% | 
                96% | 
                False | 
                False | 
                520,618 | 
                 
                
                | 100 | 
                4,059.0 | 
                3,360.0 | 
                699.0 | 
                17.4% | 
                46.5 | 
                1.2% | 
                96% | 
                False | 
                False | 
                417,032 | 
                 
                
                | 120 | 
                4,059.0 | 
                3,335.0 | 
                724.0 | 
                18.0% | 
                43.1 | 
                1.1% | 
                96% | 
                False | 
                False | 
                347,729 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,201.8 | 
         
        
            | 
2.618             | 
            4,144.6 | 
         
        
            | 
1.618             | 
            4,109.6 | 
         
        
            | 
1.000             | 
            4,088.0 | 
         
        
            | 
0.618             | 
            4,074.6 | 
         
        
            | 
HIGH             | 
            4,053.0 | 
         
        
            | 
0.618             | 
            4,039.6 | 
         
        
            | 
0.500             | 
            4,035.5 | 
         
        
            | 
0.382             | 
            4,031.4 | 
         
        
            | 
LOW             | 
            4,018.0 | 
         
        
            | 
0.618             | 
            3,996.4 | 
         
        
            | 
1.000             | 
            3,983.0 | 
         
        
            | 
1.618             | 
            3,961.4 | 
         
        
            | 
2.618             | 
            3,926.4 | 
         
        
            | 
4.250             | 
            3,869.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,035.5 | 
                                4,038.5 | 
                             
                            
                                | PP | 
                                4,033.0 | 
                                4,035.0 | 
                             
                            
                                | S1 | 
                                4,030.5 | 
                                4,031.5 | 
                             
             
         |