| Trading Metrics calculated at close of trading on 04-Jun-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Jun-2021 | 
                    04-Jun-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,089.0 | 
                        4,072.0 | 
                        -17.0 | 
                        -0.4% | 
                        4,044.0 | 
                     
                    
                        | High | 
                        4,094.0 | 
                        4,098.0 | 
                        4.0 | 
                        0.1% | 
                        4,100.0 | 
                     
                    
                        | Low | 
                        4,050.0 | 
                        4,066.0 | 
                        16.0 | 
                        0.4% | 
                        4,037.0 | 
                     
                    
                        | Close | 
                        4,086.0 | 
                        4,089.0 | 
                        3.0 | 
                        0.1% | 
                        4,089.0 | 
                     
                    
                        | Range | 
                        44.0 | 
                        32.0 | 
                        -12.0 | 
                        -27.3% | 
                        63.0 | 
                     
                    
                        | ATR | 
                        52.4 | 
                        51.0 | 
                        -1.5 | 
                        -2.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        787,090 | 
                        635,829 | 
                        -151,261 | 
                        -19.2% | 
                        2,878,694 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jun-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,180.3 | 
                4,166.7 | 
                4,106.6 | 
                 | 
             
            
                | R3 | 
                4,148.3 | 
                4,134.7 | 
                4,097.8 | 
                 | 
             
            
                | R2 | 
                4,116.3 | 
                4,116.3 | 
                4,094.9 | 
                 | 
             
            
                | R1 | 
                4,102.7 | 
                4,102.7 | 
                4,091.9 | 
                4,109.5 | 
             
            
                | PP | 
                4,084.3 | 
                4,084.3 | 
                4,084.3 | 
                4,087.8 | 
             
            
                | S1 | 
                4,070.7 | 
                4,070.7 | 
                4,086.1 | 
                4,077.5 | 
             
            
                | S2 | 
                4,052.3 | 
                4,052.3 | 
                4,083.1 | 
                 | 
             
            
                | S3 | 
                4,020.3 | 
                4,038.7 | 
                4,080.2 | 
                 | 
             
            
                | S4 | 
                3,988.3 | 
                4,006.7 | 
                4,071.4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Jun-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,264.3 | 
                4,239.7 | 
                4,123.7 | 
                 | 
             
            
                | R3 | 
                4,201.3 | 
                4,176.7 | 
                4,106.3 | 
                 | 
             
            
                | R2 | 
                4,138.3 | 
                4,138.3 | 
                4,100.6 | 
                 | 
             
            
                | R1 | 
                4,113.7 | 
                4,113.7 | 
                4,094.8 | 
                4,126.0 | 
             
            
                | PP | 
                4,075.3 | 
                4,075.3 | 
                4,075.3 | 
                4,081.5 | 
             
            
                | S1 | 
                4,050.7 | 
                4,050.7 | 
                4,083.2 | 
                4,063.0 | 
             
            
                | S2 | 
                4,012.3 | 
                4,012.3 | 
                4,077.5 | 
                 | 
             
            
                | S3 | 
                3,949.3 | 
                3,987.7 | 
                4,071.7 | 
                 | 
             
            
                | S4 | 
                3,886.3 | 
                3,924.7 | 
                4,054.4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                4,037.0 | 
                63.0 | 
                1.5% | 
                39.4 | 
                1.0% | 
                83% | 
                False | 
                False | 
                717,935 | 
                 
                
                | 10 | 
                4,100.0 | 
                3,991.0 | 
                109.0 | 
                2.7% | 
                36.7 | 
                0.9% | 
                90% | 
                False | 
                False | 
                691,170 | 
                 
                
                | 20 | 
                4,100.0 | 
                3,844.0 | 
                256.0 | 
                6.3% | 
                53.5 | 
                1.3% | 
                96% | 
                False | 
                False | 
                799,554 | 
                 
                
                | 40 | 
                4,100.0 | 
                3,844.0 | 
                256.0 | 
                6.3% | 
                48.9 | 
                1.2% | 
                96% | 
                False | 
                False | 
                750,650 | 
                 
                
                | 60 | 
                4,100.0 | 
                3,714.0 | 
                386.0 | 
                9.4% | 
                45.4 | 
                1.1% | 
                97% | 
                False | 
                False | 
                759,345 | 
                 
                
                | 80 | 
                4,100.0 | 
                3,559.0 | 
                541.0 | 
                13.2% | 
                46.7 | 
                1.1% | 
                98% | 
                False | 
                False | 
                574,052 | 
                 
                
                | 100 | 
                4,100.0 | 
                3,360.0 | 
                740.0 | 
                18.1% | 
                47.0 | 
                1.2% | 
                99% | 
                False | 
                False | 
                460,453 | 
                 
                
                | 120 | 
                4,100.0 | 
                3,335.0 | 
                765.0 | 
                18.7% | 
                45.1 | 
                1.1% | 
                99% | 
                False | 
                False | 
                383,928 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,234.0 | 
         
        
            | 
2.618             | 
            4,181.8 | 
         
        
            | 
1.618             | 
            4,149.8 | 
         
        
            | 
1.000             | 
            4,130.0 | 
         
        
            | 
0.618             | 
            4,117.8 | 
         
        
            | 
HIGH             | 
            4,098.0 | 
         
        
            | 
0.618             | 
            4,085.8 | 
         
        
            | 
0.500             | 
            4,082.0 | 
         
        
            | 
0.382             | 
            4,078.2 | 
         
        
            | 
LOW             | 
            4,066.0 | 
         
        
            | 
0.618             | 
            4,046.2 | 
         
        
            | 
1.000             | 
            4,034.0 | 
         
        
            | 
1.618             | 
            4,014.2 | 
         
        
            | 
2.618             | 
            3,982.2 | 
         
        
            | 
4.250             | 
            3,930.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jun-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,086.7 | 
                                4,084.0 | 
                             
                            
                                | PP | 
                                4,084.3 | 
                                4,079.0 | 
                             
                            
                                | S1 | 
                                4,082.0 | 
                                4,074.0 | 
                             
             
         |