| Trading Metrics calculated at close of trading on 07-Jun-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Jun-2021 | 
                    07-Jun-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,072.0 | 
                        4,090.0 | 
                        18.0 | 
                        0.4% | 
                        4,044.0 | 
                     
                    
                        | High | 
                        4,098.0 | 
                        4,106.0 | 
                        8.0 | 
                        0.2% | 
                        4,100.0 | 
                     
                    
                        | Low | 
                        4,066.0 | 
                        4,068.0 | 
                        2.0 | 
                        0.0% | 
                        4,037.0 | 
                     
                    
                        | Close | 
                        4,089.0 | 
                        4,099.0 | 
                        10.0 | 
                        0.2% | 
                        4,089.0 | 
                     
                    
                        | Range | 
                        32.0 | 
                        38.0 | 
                        6.0 | 
                        18.8% | 
                        63.0 | 
                     
                    
                        | ATR | 
                        51.0 | 
                        50.1 | 
                        -0.9 | 
                        -1.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        635,829 | 
                        605,484 | 
                        -30,345 | 
                        -4.8% | 
                        2,878,694 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jun-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,205.0 | 
                4,190.0 | 
                4,119.9 | 
                 | 
             
            
                | R3 | 
                4,167.0 | 
                4,152.0 | 
                4,109.5 | 
                 | 
             
            
                | R2 | 
                4,129.0 | 
                4,129.0 | 
                4,106.0 | 
                 | 
             
            
                | R1 | 
                4,114.0 | 
                4,114.0 | 
                4,102.5 | 
                4,121.5 | 
             
            
                | PP | 
                4,091.0 | 
                4,091.0 | 
                4,091.0 | 
                4,094.8 | 
             
            
                | S1 | 
                4,076.0 | 
                4,076.0 | 
                4,095.5 | 
                4,083.5 | 
             
            
                | S2 | 
                4,053.0 | 
                4,053.0 | 
                4,092.0 | 
                 | 
             
            
                | S3 | 
                4,015.0 | 
                4,038.0 | 
                4,088.6 | 
                 | 
             
            
                | S4 | 
                3,977.0 | 
                4,000.0 | 
                4,078.1 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4,106.0 | 
                4,037.0 | 
                69.0 | 
                1.7% | 
                41.2 | 
                1.0% | 
                90% | 
                True | 
                False | 
                696,835 | 
                 
                
                | 10 | 
                4,106.0 | 
                4,016.0 | 
                90.0 | 
                2.2% | 
                36.9 | 
                0.9% | 
                92% | 
                True | 
                False | 
                665,816 | 
                 
                
                | 20 | 
                4,106.0 | 
                3,844.0 | 
                262.0 | 
                6.4% | 
                53.5 | 
                1.3% | 
                97% | 
                True | 
                False | 
                788,916 | 
                 
                
                | 40 | 
                4,106.0 | 
                3,844.0 | 
                262.0 | 
                6.4% | 
                49.3 | 
                1.2% | 
                97% | 
                True | 
                False | 
                753,000 | 
                 
                
                | 60 | 
                4,106.0 | 
                3,727.0 | 
                379.0 | 
                9.2% | 
                45.2 | 
                1.1% | 
                98% | 
                True | 
                False | 
                767,470 | 
                 
                
                | 80 | 
                4,106.0 | 
                3,559.0 | 
                547.0 | 
                13.3% | 
                46.5 | 
                1.1% | 
                99% | 
                True | 
                False | 
                581,424 | 
                 
                
                | 100 | 
                4,106.0 | 
                3,360.0 | 
                746.0 | 
                18.2% | 
                47.2 | 
                1.2% | 
                99% | 
                True | 
                False | 
                466,508 | 
                 
                
                | 120 | 
                4,106.0 | 
                3,335.0 | 
                771.0 | 
                18.8% | 
                45.3 | 
                1.1% | 
                99% | 
                True | 
                False | 
                388,894 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,267.5 | 
         
        
            | 
2.618             | 
            4,205.5 | 
         
        
            | 
1.618             | 
            4,167.5 | 
         
        
            | 
1.000             | 
            4,144.0 | 
         
        
            | 
0.618             | 
            4,129.5 | 
         
        
            | 
HIGH             | 
            4,106.0 | 
         
        
            | 
0.618             | 
            4,091.5 | 
         
        
            | 
0.500             | 
            4,087.0 | 
         
        
            | 
0.382             | 
            4,082.5 | 
         
        
            | 
LOW             | 
            4,068.0 | 
         
        
            | 
0.618             | 
            4,044.5 | 
         
        
            | 
1.000             | 
            4,030.0 | 
         
        
            | 
1.618             | 
            4,006.5 | 
         
        
            | 
2.618             | 
            3,968.5 | 
         
        
            | 
4.250             | 
            3,906.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jun-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,095.0 | 
                                4,092.0 | 
                             
                            
                                | PP | 
                                4,091.0 | 
                                4,085.0 | 
                             
                            
                                | S1 | 
                                4,087.0 | 
                                4,078.0 | 
                             
             
         |