| Trading Metrics calculated at close of trading on 06-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-May-2021 | 
                    06-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,158.25 | 
                        4,158.75 | 
                        0.50 | 
                        0.0% | 
                        4,170.75 | 
                     
                    
                        | High | 
                        4,180.00 | 
                        4,197.25 | 
                        17.25 | 
                        0.4% | 
                        4,211.00 | 
                     
                    
                        | Low | 
                        4,153.00 | 
                        4,140.50 | 
                        -12.50 | 
                        -0.3% | 
                        4,163.75 | 
                     
                    
                        | Close | 
                        4,160.00 | 
                        4,194.25 | 
                        34.25 | 
                        0.8% | 
                        4,174.50 | 
                     
                    
                        | Range | 
                        27.00 | 
                        56.75 | 
                        29.75 | 
                        110.2% | 
                        47.25 | 
                     
                    
                        | ATR | 
                        41.83 | 
                        42.89 | 
                        1.07 | 
                        2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,418,246 | 
                        1,751,616 | 
                        333,370 | 
                        23.5% | 
                        6,940,131 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,347.50 | 
                4,327.75 | 
                4,225.50 | 
                 | 
             
            
                | R3 | 
                4,290.75 | 
                4,271.00 | 
                4,209.75 | 
                 | 
             
            
                | R2 | 
                4,234.00 | 
                4,234.00 | 
                4,204.75 | 
                 | 
             
            
                | R1 | 
                4,214.25 | 
                4,214.25 | 
                4,199.50 | 
                4,224.00 | 
             
            
                | PP | 
                4,177.25 | 
                4,177.25 | 
                4,177.25 | 
                4,182.25 | 
             
            
                | S1 | 
                4,157.50 | 
                4,157.50 | 
                4,189.00 | 
                4,167.50 | 
             
            
                | S2 | 
                4,120.50 | 
                4,120.50 | 
                4,183.75 | 
                 | 
             
            
                | S3 | 
                4,063.75 | 
                4,100.75 | 
                4,178.75 | 
                 | 
             
            
                | S4 | 
                4,007.00 | 
                4,044.00 | 
                4,163.00 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4,202.50 | 
                4,120.50 | 
                82.00 | 
                2.0% | 
                41.00 | 
                1.0% | 
                90% | 
                False | 
                False | 
                1,665,624 | 
                 
                
                | 10 | 
                4,211.00 | 
                4,120.50 | 
                90.50 | 
                2.2% | 
                37.50 | 
                0.9% | 
                81% | 
                False | 
                False | 
                1,487,933 | 
                 
                
                | 20 | 
                4,211.00 | 
                4,081.00 | 
                130.00 | 
                3.1% | 
                39.00 | 
                0.9% | 
                87% | 
                False | 
                False | 
                1,451,101 | 
                 
                
                | 40 | 
                4,211.00 | 
                3,843.25 | 
                367.75 | 
                8.8% | 
                43.00 | 
                1.0% | 
                95% | 
                False | 
                False | 
                1,544,714 | 
                 
                
                | 60 | 
                4,211.00 | 
                3,710.50 | 
                500.50 | 
                11.9% | 
                52.00 | 
                1.2% | 
                97% | 
                False | 
                False | 
                1,038,097 | 
                 
                
                | 80 | 
                4,211.00 | 
                3,647.50 | 
                563.50 | 
                13.4% | 
                53.50 | 
                1.3% | 
                97% | 
                False | 
                False | 
                779,392 | 
                 
                
                | 100 | 
                4,211.00 | 
                3,586.50 | 
                624.50 | 
                14.9% | 
                53.00 | 
                1.3% | 
                97% | 
                False | 
                False | 
                623,741 | 
                 
                
                | 120 | 
                4,211.00 | 
                3,494.50 | 
                716.50 | 
                17.1% | 
                51.25 | 
                1.2% | 
                98% | 
                False | 
                False | 
                519,812 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,438.50 | 
         
        
            | 
2.618             | 
            4,345.75 | 
         
        
            | 
1.618             | 
            4,289.00 | 
         
        
            | 
1.000             | 
            4,254.00 | 
         
        
            | 
0.618             | 
            4,232.25 | 
         
        
            | 
HIGH             | 
            4,197.25 | 
         
        
            | 
0.618             | 
            4,175.50 | 
         
        
            | 
0.500             | 
            4,169.00 | 
         
        
            | 
0.382             | 
            4,162.25 | 
         
        
            | 
LOW             | 
            4,140.50 | 
         
        
            | 
0.618             | 
            4,105.50 | 
         
        
            | 
1.000             | 
            4,083.75 | 
         
        
            | 
1.618             | 
            4,048.75 | 
         
        
            | 
2.618             | 
            3,992.00 | 
         
        
            | 
4.250             | 
            3,899.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,185.75 | 
                                4,182.50 | 
                             
                            
                                | PP | 
                                4,177.25 | 
                                4,170.75 | 
                             
                            
                                | S1 | 
                                4,169.00 | 
                                4,159.00 | 
                             
             
         |