| Trading Metrics calculated at close of trading on 02-Jun-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Jun-2021 | 
                    02-Jun-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,044.0 | 
                        4,068.0 | 
                        24.0 | 
                        0.6% | 
                        4,023.0 | 
                     
                    
                        | High | 
                        4,100.0 | 
                        4,090.0 | 
                        -10.0 | 
                        -0.2% | 
                        4,074.0 | 
                     
                    
                        | Low | 
                        4,037.0 | 
                        4,061.0 | 
                        24.0 | 
                        0.6% | 
                        4,016.0 | 
                     
                    
                        | Close | 
                        4,070.0 | 
                        4,084.0 | 
                        14.0 | 
                        0.3% | 
                        4,066.0 | 
                     
                    
                        | Range | 
                        63.0 | 
                        29.0 | 
                        -34.0 | 
                        -54.0% | 
                        58.0 | 
                     
                    
                        | ATR | 
                        54.9 | 
                        53.1 | 
                        -1.9 | 
                        -3.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        783,779 | 
                        671,996 | 
                        -111,783 | 
                        -14.3% | 
                        3,173,986 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Jun-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,165.3 | 
                4,153.7 | 
                4,100.0 | 
                 | 
             
            
                | R3 | 
                4,136.3 | 
                4,124.7 | 
                4,092.0 | 
                 | 
             
            
                | R2 | 
                4,107.3 | 
                4,107.3 | 
                4,089.3 | 
                 | 
             
            
                | R1 | 
                4,095.7 | 
                4,095.7 | 
                4,086.7 | 
                4,101.5 | 
             
            
                | PP | 
                4,078.3 | 
                4,078.3 | 
                4,078.3 | 
                4,081.3 | 
             
            
                | S1 | 
                4,066.7 | 
                4,066.7 | 
                4,081.3 | 
                4,072.5 | 
             
            
                | S2 | 
                4,049.3 | 
                4,049.3 | 
                4,078.7 | 
                 | 
             
            
                | S3 | 
                4,020.3 | 
                4,037.7 | 
                4,076.0 | 
                 | 
             
            
                | S4 | 
                3,991.3 | 
                4,008.7 | 
                4,068.1 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                38.8 | 
                1.0% | 
                81% | 
                False | 
                False | 
                714,335 | 
                 
                
                | 10 | 
                4,100.0 | 
                3,882.0 | 
                218.0 | 
                5.3% | 
                46.8 | 
                1.1% | 
                93% | 
                False | 
                False | 
                770,824 | 
                 
                
                | 20 | 
                4,100.0 | 
                3,844.0 | 
                256.0 | 
                6.3% | 
                55.7 | 
                1.4% | 
                94% | 
                False | 
                False | 
                810,019 | 
                 
                
                | 40 | 
                4,100.0 | 
                3,844.0 | 
                256.0 | 
                6.3% | 
                48.0 | 
                1.2% | 
                94% | 
                False | 
                False | 
                748,163 | 
                 
                
                | 60 | 
                4,100.0 | 
                3,619.0 | 
                481.0 | 
                11.8% | 
                46.4 | 
                1.1% | 
                97% | 
                False | 
                False | 
                737,683 | 
                 
                
                | 80 | 
                4,100.0 | 
                3,559.0 | 
                541.0 | 
                13.2% | 
                46.1 | 
                1.1% | 
                97% | 
                False | 
                False | 
                556,889 | 
                 
                
                | 100 | 
                4,100.0 | 
                3,360.0 | 
                740.0 | 
                18.1% | 
                46.9 | 
                1.1% | 
                98% | 
                False | 
                False | 
                446,226 | 
                 
                
                | 120 | 
                4,100.0 | 
                3,335.0 | 
                765.0 | 
                18.7% | 
                44.4 | 
                1.1% | 
                98% | 
                False | 
                False | 
                372,075 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,213.3 | 
         
        
            | 
2.618             | 
            4,165.9 | 
         
        
            | 
1.618             | 
            4,136.9 | 
         
        
            | 
1.000             | 
            4,119.0 | 
         
        
            | 
0.618             | 
            4,107.9 | 
         
        
            | 
HIGH             | 
            4,090.0 | 
         
        
            | 
0.618             | 
            4,078.9 | 
         
        
            | 
0.500             | 
            4,075.5 | 
         
        
            | 
0.382             | 
            4,072.1 | 
         
        
            | 
LOW             | 
            4,061.0 | 
         
        
            | 
0.618             | 
            4,043.1 | 
         
        
            | 
1.000             | 
            4,032.0 | 
         
        
            | 
1.618             | 
            4,014.1 | 
         
        
            | 
2.618             | 
            3,985.1 | 
         
        
            | 
4.250             | 
            3,937.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Jun-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,081.2 | 
                                4,078.8 | 
                             
                            
                                | PP | 
                                4,078.3 | 
                                4,073.7 | 
                             
                            
                                | S1 | 
                                4,075.5 | 
                                4,068.5 | 
                             
             
         |