| Trading Metrics calculated at close of trading on 27-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-May-2021 | 
                    27-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,046.0 | 
                        4,030.0 | 
                        -16.0 | 
                        -0.4% | 
                        4,020.0 | 
                     
                    
                        | High | 
                        4,053.0 | 
                        4,054.0 | 
                        1.0 | 
                        0.0% | 
                        4,034.0 | 
                     
                    
                        | Low | 
                        4,018.0 | 
                        4,016.0 | 
                        -2.0 | 
                        0.0% | 
                        3,882.0 | 
                     
                    
                        | Close | 
                        4,028.0 | 
                        4,038.0 | 
                        10.0 | 
                        0.2% | 
                        4,017.0 | 
                     
                    
                        | Range | 
                        35.0 | 
                        38.0 | 
                        3.0 | 
                        8.6% | 
                        152.0 | 
                     
                    
                        | ATR | 
                        57.1 | 
                        55.7 | 
                        -1.4 | 
                        -2.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        650,116 | 
                        754,802 | 
                        104,686 | 
                        16.1% | 
                        4,431,394 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,150.0 | 
                4,132.0 | 
                4,058.9 | 
                 | 
             
            
                | R3 | 
                4,112.0 | 
                4,094.0 | 
                4,048.5 | 
                 | 
             
            
                | R2 | 
                4,074.0 | 
                4,074.0 | 
                4,045.0 | 
                 | 
             
            
                | R1 | 
                4,056.0 | 
                4,056.0 | 
                4,041.5 | 
                4,065.0 | 
             
            
                | PP | 
                4,036.0 | 
                4,036.0 | 
                4,036.0 | 
                4,040.5 | 
             
            
                | S1 | 
                4,018.0 | 
                4,018.0 | 
                4,034.5 | 
                4,027.0 | 
             
            
                | S2 | 
                3,998.0 | 
                3,998.0 | 
                4,031.0 | 
                 | 
             
            
                | S3 | 
                3,960.0 | 
                3,980.0 | 
                4,027.6 | 
                 | 
             
            
                | S4 | 
                3,922.0 | 
                3,942.0 | 
                4,017.1 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3,991.0 | 
                68.0 | 
                1.7% | 
                34.0 | 
                0.8% | 
                69% | 
                False | 
                False | 
                664,406 | 
                 
                
                | 10 | 
                4,059.0 | 
                3,882.0 | 
                177.0 | 
                4.4% | 
                52.4 | 
                1.3% | 
                88% | 
                False | 
                False | 
                771,196 | 
                 
                
                | 20 | 
                4,059.0 | 
                3,844.0 | 
                215.0 | 
                5.3% | 
                59.6 | 
                1.5% | 
                90% | 
                False | 
                False | 
                834,666 | 
                 
                
                | 40 | 
                4,059.0 | 
                3,844.0 | 
                215.0 | 
                5.3% | 
                47.9 | 
                1.2% | 
                90% | 
                False | 
                False | 
                753,529 | 
                 
                
                | 60 | 
                4,059.0 | 
                3,587.0 | 
                472.0 | 
                11.7% | 
                47.4 | 
                1.2% | 
                96% | 
                False | 
                False | 
                702,537 | 
                 
                
                | 80 | 
                4,059.0 | 
                3,360.0 | 
                699.0 | 
                17.3% | 
                47.9 | 
                1.2% | 
                97% | 
                False | 
                False | 
                530,017 | 
                 
                
                | 100 | 
                4,059.0 | 
                3,360.0 | 
                699.0 | 
                17.3% | 
                46.5 | 
                1.2% | 
                97% | 
                False | 
                False | 
                424,580 | 
                 
                
                | 120 | 
                4,059.0 | 
                3,335.0 | 
                724.0 | 
                17.9% | 
                43.4 | 
                1.1% | 
                97% | 
                False | 
                False | 
                354,019 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,215.5 | 
         
        
            | 
2.618             | 
            4,153.5 | 
         
        
            | 
1.618             | 
            4,115.5 | 
         
        
            | 
1.000             | 
            4,092.0 | 
         
        
            | 
0.618             | 
            4,077.5 | 
         
        
            | 
HIGH             | 
            4,054.0 | 
         
        
            | 
0.618             | 
            4,039.5 | 
         
        
            | 
0.500             | 
            4,035.0 | 
         
        
            | 
0.382             | 
            4,030.5 | 
         
        
            | 
LOW             | 
            4,016.0 | 
         
        
            | 
0.618             | 
            3,992.5 | 
         
        
            | 
1.000             | 
            3,978.0 | 
         
        
            | 
1.618             | 
            3,954.5 | 
         
        
            | 
2.618             | 
            3,916.5 | 
         
        
            | 
4.250             | 
            3,854.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,037.0 | 
                                4,037.8 | 
                             
                            
                                | PP | 
                                4,036.0 | 
                                4,037.7 | 
                             
                            
                                | S1 | 
                                4,035.0 | 
                                4,037.5 | 
                             
             
         |