| Trading Metrics calculated at close of trading on 10-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-May-2021 | 
                    10-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,197.50 | 
                        4,226.75 | 
                        29.25 | 
                        0.7% | 
                        4,181.50 | 
                     
                    
                        | High | 
                        4,232.25 | 
                        4,238.25 | 
                        6.00 | 
                        0.1% | 
                        4,232.25 | 
                     
                    
                        | Low | 
                        4,191.75 | 
                        4,172.00 | 
                        -19.75 | 
                        -0.5% | 
                        4,120.50 | 
                     
                    
                        | Close | 
                        4,225.25 | 
                        4,183.50 | 
                        -41.75 | 
                        -1.0% | 
                        4,225.25 | 
                     
                    
                        | Range | 
                        40.50 | 
                        66.25 | 
                        25.75 | 
                        63.6% | 
                        111.75 | 
                     
                    
                        | ATR | 
                        42.72 | 
                        44.40 | 
                        1.68 | 
                        3.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,652,592 | 
                        1,662,210 | 
                        9,618 | 
                        0.6% | 
                        8,082,281 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,396.75 | 
                4,356.25 | 
                4,220.00 | 
                 | 
             
            
                | R3 | 
                4,330.50 | 
                4,290.00 | 
                4,201.75 | 
                 | 
             
            
                | R2 | 
                4,264.25 | 
                4,264.25 | 
                4,195.75 | 
                 | 
             
            
                | R1 | 
                4,223.75 | 
                4,223.75 | 
                4,189.50 | 
                4,211.00 | 
             
            
                | PP | 
                4,198.00 | 
                4,198.00 | 
                4,198.00 | 
                4,191.50 | 
             
            
                | S1 | 
                4,157.50 | 
                4,157.50 | 
                4,177.50 | 
                4,144.50 | 
             
            
                | S2 | 
                4,131.75 | 
                4,131.75 | 
                4,171.25 | 
                 | 
             
            
                | S3 | 
                4,065.50 | 
                4,091.25 | 
                4,165.25 | 
                 | 
             
            
                | S4 | 
                3,999.25 | 
                4,025.00 | 
                4,147.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,528.00 | 
                4,488.25 | 
                4,286.75 | 
                 | 
             
            
                | R3 | 
                4,416.25 | 
                4,376.50 | 
                4,256.00 | 
                 | 
             
            
                | R2 | 
                4,304.50 | 
                4,304.50 | 
                4,245.75 | 
                 | 
             
            
                | R1 | 
                4,264.75 | 
                4,264.75 | 
                4,235.50 | 
                4,284.50 | 
             
            
                | PP | 
                4,192.75 | 
                4,192.75 | 
                4,192.75 | 
                4,202.50 | 
             
            
                | S1 | 
                4,153.00 | 
                4,153.00 | 
                4,215.00 | 
                4,173.00 | 
             
            
                | S2 | 
                4,081.00 | 
                4,081.00 | 
                4,204.75 | 
                 | 
             
            
                | S3 | 
                3,969.25 | 
                4,041.25 | 
                4,194.50 | 
                 | 
             
            
                | S4 | 
                3,857.50 | 
                3,929.50 | 
                4,163.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,238.25 | 
                4,120.50 | 
                117.75 | 
                2.8% | 
                51.00 | 
                1.2% | 
                54% | 
                True | 
                False | 
                1,697,650 | 
                 
                
                | 10 | 
                4,238.25 | 
                4,120.50 | 
                117.75 | 
                2.8% | 
                40.00 | 
                1.0% | 
                54% | 
                True | 
                False | 
                1,566,489 | 
                 
                
                | 20 | 
                4,238.25 | 
                4,101.25 | 
                137.00 | 
                3.3% | 
                41.50 | 
                1.0% | 
                60% | 
                True | 
                False | 
                1,507,849 | 
                 
                
                | 40 | 
                4,238.25 | 
                3,843.25 | 
                395.00 | 
                9.4% | 
                43.25 | 
                1.0% | 
                86% | 
                True | 
                False | 
                1,575,098 | 
                 
                
                | 60 | 
                4,238.25 | 
                3,710.50 | 
                527.75 | 
                12.6% | 
                52.50 | 
                1.3% | 
                90% | 
                True | 
                False | 
                1,093,297 | 
                 
                
                | 80 | 
                4,238.25 | 
                3,647.50 | 
                590.75 | 
                14.1% | 
                53.75 | 
                1.3% | 
                91% | 
                True | 
                False | 
                820,749 | 
                 
                
                | 100 | 
                4,238.25 | 
                3,586.50 | 
                651.75 | 
                15.6% | 
                53.00 | 
                1.3% | 
                92% | 
                True | 
                False | 
                656,884 | 
                 
                
                | 120 | 
                4,238.25 | 
                3,524.75 | 
                713.50 | 
                17.1% | 
                51.00 | 
                1.2% | 
                92% | 
                True | 
                False | 
                547,435 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,519.75 | 
         
        
            | 
2.618             | 
            4,411.75 | 
         
        
            | 
1.618             | 
            4,345.50 | 
         
        
            | 
1.000             | 
            4,304.50 | 
         
        
            | 
0.618             | 
            4,279.25 | 
         
        
            | 
HIGH             | 
            4,238.25 | 
         
        
            | 
0.618             | 
            4,213.00 | 
         
        
            | 
0.500             | 
            4,205.00 | 
         
        
            | 
0.382             | 
            4,197.25 | 
         
        
            | 
LOW             | 
            4,172.00 | 
         
        
            | 
0.618             | 
            4,131.00 | 
         
        
            | 
1.000             | 
            4,105.75 | 
         
        
            | 
1.618             | 
            4,064.75 | 
         
        
            | 
2.618             | 
            3,998.50 | 
         
        
            | 
4.250             | 
            3,890.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,205.00 | 
                                4,189.50 | 
                             
                            
                                | PP | 
                                4,198.00 | 
                                4,187.50 | 
                             
                            
                                | S1 | 
                                4,190.75 | 
                                4,185.50 | 
                             
             
         |