| Trading Metrics calculated at close of trading on 04-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-May-2021 | 
                    04-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,181.50 | 
                        4,184.25 | 
                        2.75 | 
                        0.1% | 
                        4,170.75 | 
                     
                    
                        | High | 
                        4,202.50 | 
                        4,185.50 | 
                        -17.00 | 
                        -0.4% | 
                        4,211.00 | 
                     
                    
                        | Low | 
                        4,181.00 | 
                        4,120.50 | 
                        -60.50 | 
                        -1.4% | 
                        4,163.75 | 
                     
                    
                        | Close | 
                        4,185.75 | 
                        4,158.25 | 
                        -27.50 | 
                        -0.7% | 
                        4,174.50 | 
                     
                    
                        | Range | 
                        21.50 | 
                        65.00 | 
                        43.50 | 
                        202.3% | 
                        47.25 | 
                     
                    
                        | ATR | 
                        41.25 | 
                        42.97 | 
                        1.71 | 
                        4.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,256,240 | 
                        2,003,587 | 
                        747,347 | 
                        59.5% | 
                        6,940,131 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,349.75 | 
                4,319.00 | 
                4,194.00 | 
                 | 
             
            
                | R3 | 
                4,284.75 | 
                4,254.00 | 
                4,176.00 | 
                 | 
             
            
                | R2 | 
                4,219.75 | 
                4,219.75 | 
                4,170.25 | 
                 | 
             
            
                | R1 | 
                4,189.00 | 
                4,189.00 | 
                4,164.25 | 
                4,172.00 | 
             
            
                | PP | 
                4,154.75 | 
                4,154.75 | 
                4,154.75 | 
                4,146.25 | 
             
            
                | S1 | 
                4,124.00 | 
                4,124.00 | 
                4,152.25 | 
                4,107.00 | 
             
            
                | S2 | 
                4,089.75 | 
                4,089.75 | 
                4,146.25 | 
                 | 
             
            
                | S3 | 
                4,024.75 | 
                4,059.00 | 
                4,140.50 | 
                 | 
             
            
                | S4 | 
                3,959.75 | 
                3,994.00 | 
                4,122.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Apr-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,324.75 | 
                4,297.00 | 
                4,200.50 | 
                 | 
             
            
                | R3 | 
                4,277.50 | 
                4,249.75 | 
                4,187.50 | 
                 | 
             
            
                | R2 | 
                4,230.25 | 
                4,230.25 | 
                4,183.25 | 
                 | 
             
            
                | R1 | 
                4,202.50 | 
                4,202.50 | 
                4,178.75 | 
                4,216.50 | 
             
            
                | PP | 
                4,183.00 | 
                4,183.00 | 
                4,183.00 | 
                4,190.00 | 
             
            
                | S1 | 
                4,155.25 | 
                4,155.25 | 
                4,170.25 | 
                4,169.00 | 
             
            
                | S2 | 
                4,135.75 | 
                4,135.75 | 
                4,165.75 | 
                 | 
             
            
                | S3 | 
                4,088.50 | 
                4,108.00 | 
                4,161.50 | 
                 | 
             
            
                | S4 | 
                4,041.25 | 
                4,060.75 | 
                4,148.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,211.00 | 
                4,120.50 | 
                90.50 | 
                2.2% | 
                37.00 | 
                0.9% | 
                42% | 
                False | 
                True | 
                1,637,639 | 
                 
                
                | 10 | 
                4,211.00 | 
                4,113.00 | 
                98.00 | 
                2.4% | 
                40.25 | 
                1.0% | 
                46% | 
                False | 
                False | 
                1,515,988 | 
                 
                
                | 20 | 
                4,211.00 | 
                4,056.50 | 
                154.50 | 
                3.7% | 
                37.25 | 
                0.9% | 
                66% | 
                False | 
                False | 
                1,397,104 | 
                 
                
                | 40 | 
                4,211.00 | 
                3,816.50 | 
                394.50 | 
                9.5% | 
                44.25 | 
                1.1% | 
                87% | 
                False | 
                False | 
                1,470,420 | 
                 
                
                | 60 | 
                4,211.00 | 
                3,710.50 | 
                500.50 | 
                12.0% | 
                51.25 | 
                1.2% | 
                89% | 
                False | 
                False | 
                985,340 | 
                 
                
                | 80 | 
                4,211.00 | 
                3,647.50 | 
                563.50 | 
                13.6% | 
                53.50 | 
                1.3% | 
                91% | 
                False | 
                False | 
                739,824 | 
                 
                
                | 100 | 
                4,211.00 | 
                3,586.50 | 
                624.50 | 
                15.0% | 
                53.00 | 
                1.3% | 
                92% | 
                False | 
                False | 
                592,052 | 
                 
                
                | 120 | 
                4,211.00 | 
                3,488.25 | 
                722.75 | 
                17.4% | 
                51.25 | 
                1.2% | 
                93% | 
                False | 
                False | 
                493,403 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,461.75 | 
         
        
            | 
2.618             | 
            4,355.75 | 
         
        
            | 
1.618             | 
            4,290.75 | 
         
        
            | 
1.000             | 
            4,250.50 | 
         
        
            | 
0.618             | 
            4,225.75 | 
         
        
            | 
HIGH             | 
            4,185.50 | 
         
        
            | 
0.618             | 
            4,160.75 | 
         
        
            | 
0.500             | 
            4,153.00 | 
         
        
            | 
0.382             | 
            4,145.25 | 
         
        
            | 
LOW             | 
            4,120.50 | 
         
        
            | 
0.618             | 
            4,080.25 | 
         
        
            | 
1.000             | 
            4,055.50 | 
         
        
            | 
1.618             | 
            4,015.25 | 
         
        
            | 
2.618             | 
            3,950.25 | 
         
        
            | 
4.250             | 
            3,844.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,156.50 | 
                                4,161.50 | 
                             
                            
                                | PP | 
                                4,154.75 | 
                                4,160.50 | 
                             
                            
                                | S1 | 
                                4,153.00 | 
                                4,159.25 | 
                             
             
         |