| Trading Metrics calculated at close of trading on 03-Jun-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Jun-2021 | 
                    03-Jun-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,068.0 | 
                        4,089.0 | 
                        21.0 | 
                        0.5% | 
                        4,023.0 | 
                     
                    
                        | High | 
                        4,090.0 | 
                        4,094.0 | 
                        4.0 | 
                        0.1% | 
                        4,074.0 | 
                     
                    
                        | Low | 
                        4,061.0 | 
                        4,050.0 | 
                        -11.0 | 
                        -0.3% | 
                        4,016.0 | 
                     
                    
                        | Close | 
                        4,084.0 | 
                        4,086.0 | 
                        2.0 | 
                        0.0% | 
                        4,066.0 | 
                     
                    
                        | Range | 
                        29.0 | 
                        44.0 | 
                        15.0 | 
                        51.7% | 
                        58.0 | 
                     
                    
                        | ATR | 
                        53.1 | 
                        52.4 | 
                        -0.6 | 
                        -1.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        671,996 | 
                        787,090 | 
                        115,094 | 
                        17.1% | 
                        3,173,986 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Jun-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,208.7 | 
                4,191.3 | 
                4,110.2 | 
                 | 
             
            
                | R3 | 
                4,164.7 | 
                4,147.3 | 
                4,098.1 | 
                 | 
             
            
                | R2 | 
                4,120.7 | 
                4,120.7 | 
                4,094.1 | 
                 | 
             
            
                | R1 | 
                4,103.3 | 
                4,103.3 | 
                4,090.0 | 
                4,090.0 | 
             
            
                | PP | 
                4,076.7 | 
                4,076.7 | 
                4,076.7 | 
                4,070.0 | 
             
            
                | S1 | 
                4,059.3 | 
                4,059.3 | 
                4,082.0 | 
                4,046.0 | 
             
            
                | S2 | 
                4,032.7 | 
                4,032.7 | 
                4,077.9 | 
                 | 
             
            
                | S3 | 
                3,988.7 | 
                4,015.3 | 
                4,073.9 | 
                 | 
             
            
                | S4 | 
                3,944.7 | 
                3,971.3 | 
                4,061.8 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                40.6 | 
                1.0% | 
                83% | 
                False | 
                False | 
                741,730 | 
                 
                
                | 10 | 
                4,100.0 | 
                3,927.0 | 
                173.0 | 
                4.2% | 
                41.1 | 
                1.0% | 
                92% | 
                False | 
                False | 
                718,650 | 
                 
                
                | 20 | 
                4,100.0 | 
                3,844.0 | 
                256.0 | 
                6.3% | 
                54.4 | 
                1.3% | 
                95% | 
                False | 
                False | 
                808,261 | 
                 
                
                | 40 | 
                4,100.0 | 
                3,844.0 | 
                256.0 | 
                6.3% | 
                48.6 | 
                1.2% | 
                95% | 
                False | 
                False | 
                748,392 | 
                 
                
                | 60 | 
                4,100.0 | 
                3,694.0 | 
                406.0 | 
                9.9% | 
                45.6 | 
                1.1% | 
                97% | 
                False | 
                False | 
                750,400 | 
                 
                
                | 80 | 
                4,100.0 | 
                3,559.0 | 
                541.0 | 
                13.2% | 
                46.4 | 
                1.1% | 
                97% | 
                False | 
                False | 
                566,240 | 
                 
                
                | 100 | 
                4,100.0 | 
                3,360.0 | 
                740.0 | 
                18.1% | 
                47.0 | 
                1.2% | 
                98% | 
                False | 
                False | 
                454,097 | 
                 
                
                | 120 | 
                4,100.0 | 
                3,335.0 | 
                765.0 | 
                18.7% | 
                44.8 | 
                1.1% | 
                98% | 
                False | 
                False | 
                378,630 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,281.0 | 
         
        
            | 
2.618             | 
            4,209.2 | 
         
        
            | 
1.618             | 
            4,165.2 | 
         
        
            | 
1.000             | 
            4,138.0 | 
         
        
            | 
0.618             | 
            4,121.2 | 
         
        
            | 
HIGH             | 
            4,094.0 | 
         
        
            | 
0.618             | 
            4,077.2 | 
         
        
            | 
0.500             | 
            4,072.0 | 
         
        
            | 
0.382             | 
            4,066.8 | 
         
        
            | 
LOW             | 
            4,050.0 | 
         
        
            | 
0.618             | 
            4,022.8 | 
         
        
            | 
1.000             | 
            4,006.0 | 
         
        
            | 
1.618             | 
            3,978.8 | 
         
        
            | 
2.618             | 
            3,934.8 | 
         
        
            | 
4.250             | 
            3,863.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Jun-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,081.3 | 
                                4,080.2 | 
                             
                            
                                | PP | 
                                4,076.7 | 
                                4,074.3 | 
                             
                            
                                | S1 | 
                                4,072.0 | 
                                4,068.5 | 
                             
             
         |