| Trading Metrics calculated at close of trading on 01-Jun-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-May-2021 | 
                    01-Jun-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,052.0 | 
                        4,044.0 | 
                        -8.0 | 
                        -0.2% | 
                        4,023.0 | 
                     
                    
                        | High | 
                        4,074.0 | 
                        4,100.0 | 
                        26.0 | 
                        0.6% | 
                        4,074.0 | 
                     
                    
                        | Low | 
                        4,045.0 | 
                        4,037.0 | 
                        -8.0 | 
                        -0.2% | 
                        4,016.0 | 
                     
                    
                        | Close | 
                        4,066.0 | 
                        4,070.0 | 
                        4.0 | 
                        0.1% | 
                        4,066.0 | 
                     
                    
                        | Range | 
                        29.0 | 
                        63.0 | 
                        34.0 | 
                        117.2% | 
                        58.0 | 
                     
                    
                        | ATR | 
                        54.3 | 
                        54.9 | 
                        0.6 | 
                        1.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        710,983 | 
                        783,779 | 
                        72,796 | 
                        10.2% | 
                        3,173,986 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jun-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,258.0 | 
                4,227.0 | 
                4,104.7 | 
                 | 
             
            
                | R3 | 
                4,195.0 | 
                4,164.0 | 
                4,087.3 | 
                 | 
             
            
                | R2 | 
                4,132.0 | 
                4,132.0 | 
                4,081.6 | 
                 | 
             
            
                | R1 | 
                4,101.0 | 
                4,101.0 | 
                4,075.8 | 
                4,116.5 | 
             
            
                | PP | 
                4,069.0 | 
                4,069.0 | 
                4,069.0 | 
                4,076.8 | 
             
            
                | S1 | 
                4,038.0 | 
                4,038.0 | 
                4,064.2 | 
                4,053.5 | 
             
            
                | S2 | 
                4,006.0 | 
                4,006.0 | 
                4,058.5 | 
                 | 
             
            
                | S3 | 
                3,943.0 | 
                3,975.0 | 
                4,052.7 | 
                 | 
             
            
                | S4 | 
                3,880.0 | 
                3,912.0 | 
                4,035.4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,226.0 | 
                4,204.0 | 
                4,097.9 | 
                 | 
             
            
                | R3 | 
                4,168.0 | 
                4,146.0 | 
                4,082.0 | 
                 | 
             
            
                | R2 | 
                4,110.0 | 
                4,110.0 | 
                4,076.6 | 
                 | 
             
            
                | R1 | 
                4,088.0 | 
                4,088.0 | 
                4,071.3 | 
                4,099.0 | 
             
            
                | PP | 
                4,052.0 | 
                4,052.0 | 
                4,052.0 | 
                4,057.5 | 
             
            
                | S1 | 
                4,030.0 | 
                4,030.0 | 
                4,060.7 | 
                4,041.0 | 
             
            
                | S2 | 
                3,994.0 | 
                3,994.0 | 
                4,055.4 | 
                 | 
             
            
                | S3 | 
                3,936.0 | 
                3,972.0 | 
                4,050.1 | 
                 | 
             
            
                | S4 | 
                3,878.0 | 
                3,914.0 | 
                4,034.1 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,100.0 | 
                4,016.0 | 
                84.0 | 
                2.1% | 
                38.6 | 
                0.9% | 
                64% | 
                True | 
                False | 
                715,596 | 
                 
                
                | 10 | 
                4,100.0 | 
                3,882.0 | 
                218.0 | 
                5.4% | 
                49.5 | 
                1.2% | 
                86% | 
                True | 
                False | 
                775,854 | 
                 
                
                | 20 | 
                4,100.0 | 
                3,844.0 | 
                256.0 | 
                6.3% | 
                59.4 | 
                1.5% | 
                88% | 
                True | 
                False | 
                832,055 | 
                 
                
                | 40 | 
                4,100.0 | 
                3,844.0 | 
                256.0 | 
                6.3% | 
                48.2 | 
                1.2% | 
                88% | 
                True | 
                False | 
                750,812 | 
                 
                
                | 60 | 
                4,100.0 | 
                3,587.0 | 
                513.0 | 
                12.6% | 
                47.1 | 
                1.2% | 
                94% | 
                True | 
                False | 
                726,599 | 
                 
                
                | 80 | 
                4,100.0 | 
                3,559.0 | 
                541.0 | 
                13.3% | 
                46.0 | 
                1.1% | 
                94% | 
                True | 
                False | 
                548,591 | 
                 
                
                | 100 | 
                4,100.0 | 
                3,360.0 | 
                740.0 | 
                18.2% | 
                46.8 | 
                1.2% | 
                96% | 
                True | 
                False | 
                439,506 | 
                 
                
                | 120 | 
                4,100.0 | 
                3,335.0 | 
                765.0 | 
                18.8% | 
                44.2 | 
                1.1% | 
                96% | 
                True | 
                False | 
                366,475 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,367.8 | 
         
        
            | 
2.618             | 
            4,264.9 | 
         
        
            | 
1.618             | 
            4,201.9 | 
         
        
            | 
1.000             | 
            4,163.0 | 
         
        
            | 
0.618             | 
            4,138.9 | 
         
        
            | 
HIGH             | 
            4,100.0 | 
         
        
            | 
0.618             | 
            4,075.9 | 
         
        
            | 
0.500             | 
            4,068.5 | 
         
        
            | 
0.382             | 
            4,061.1 | 
         
        
            | 
LOW             | 
            4,037.0 | 
         
        
            | 
0.618             | 
            3,998.1 | 
         
        
            | 
1.000             | 
            3,974.0 | 
         
        
            | 
1.618             | 
            3,935.1 | 
         
        
            | 
2.618             | 
            3,872.1 | 
         
        
            | 
4.250             | 
            3,769.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jun-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,069.5 | 
                                4,066.0 | 
                             
                            
                                | PP | 
                                4,069.0 | 
                                4,062.0 | 
                             
                            
                                | S1 | 
                                4,068.5 | 
                                4,058.0 | 
                             
             
         |