| Trading Metrics calculated at close of trading on 13-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-May-2021 | 
                    13-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,140.00 | 
                        4,053.50 | 
                        -86.50 | 
                        -2.1% | 
                        4,181.50 | 
                     
                    
                        | High | 
                        4,150.50 | 
                        4,126.75 | 
                        -23.75 | 
                        -0.6% | 
                        4,232.25 | 
                     
                    
                        | Low | 
                        4,051.00 | 
                        4,029.25 | 
                        -21.75 | 
                        -0.5% | 
                        4,120.50 | 
                     
                    
                        | Close | 
                        4,058.75 | 
                        4,107.00 | 
                        48.25 | 
                        1.2% | 
                        4,225.25 | 
                     
                    
                        | Range | 
                        99.50 | 
                        97.50 | 
                        -2.00 | 
                        -2.0% | 
                        111.75 | 
                     
                    
                        | ATR | 
                        50.81 | 
                        54.15 | 
                        3.33 | 
                        6.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,629,953 | 
                        2,381,081 | 
                        -248,872 | 
                        -9.5% | 
                        8,082,281 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,380.25 | 
                4,341.00 | 
                4,160.50 | 
                 | 
             
            
                | R3 | 
                4,282.75 | 
                4,243.50 | 
                4,133.75 | 
                 | 
             
            
                | R2 | 
                4,185.25 | 
                4,185.25 | 
                4,125.00 | 
                 | 
             
            
                | R1 | 
                4,146.00 | 
                4,146.00 | 
                4,116.00 | 
                4,165.50 | 
             
            
                | PP | 
                4,087.75 | 
                4,087.75 | 
                4,087.75 | 
                4,097.50 | 
             
            
                | S1 | 
                4,048.50 | 
                4,048.50 | 
                4,098.00 | 
                4,068.00 | 
             
            
                | S2 | 
                3,990.25 | 
                3,990.25 | 
                4,089.00 | 
                 | 
             
            
                | S3 | 
                3,892.75 | 
                3,951.00 | 
                4,080.25 | 
                 | 
             
            
                | S4 | 
                3,795.25 | 
                3,853.50 | 
                4,053.50 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4,029.25 | 
                209.00 | 
                5.1% | 
                77.00 | 
                1.9% | 
                37% | 
                False | 
                True | 
                2,169,339 | 
                 
                
                | 10 | 
                4,238.25 | 
                4,029.25 | 
                209.00 | 
                5.1% | 
                59.00 | 
                1.4% | 
                37% | 
                False | 
                True | 
                1,917,481 | 
                 
                
                | 20 | 
                4,238.25 | 
                4,029.25 | 
                209.00 | 
                5.1% | 
                49.50 | 
                1.2% | 
                37% | 
                False | 
                True | 
                1,690,002 | 
                 
                
                | 40 | 
                4,238.25 | 
                3,843.25 | 
                395.00 | 
                9.6% | 
                47.00 | 
                1.1% | 
                67% | 
                False | 
                False | 
                1,616,150 | 
                 
                
                | 60 | 
                4,238.25 | 
                3,710.50 | 
                527.75 | 
                12.9% | 
                55.00 | 
                1.3% | 
                75% | 
                False | 
                False | 
                1,218,628 | 
                 
                
                | 80 | 
                4,238.25 | 
                3,647.50 | 
                590.75 | 
                14.4% | 
                55.50 | 
                1.4% | 
                78% | 
                False | 
                False | 
                914,794 | 
                 
                
                | 100 | 
                4,238.25 | 
                3,586.50 | 
                651.75 | 
                15.9% | 
                55.00 | 
                1.3% | 
                80% | 
                False | 
                False | 
                732,182 | 
                 
                
                | 120 | 
                4,238.25 | 
                3,524.75 | 
                713.50 | 
                17.4% | 
                52.25 | 
                1.3% | 
                82% | 
                False | 
                False | 
                610,197 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,541.00 | 
         
        
            | 
2.618             | 
            4,382.00 | 
         
        
            | 
1.618             | 
            4,284.50 | 
         
        
            | 
1.000             | 
            4,224.25 | 
         
        
            | 
0.618             | 
            4,187.00 | 
         
        
            | 
HIGH             | 
            4,126.75 | 
         
        
            | 
0.618             | 
            4,089.50 | 
         
        
            | 
0.500             | 
            4,078.00 | 
         
        
            | 
0.382             | 
            4,066.50 | 
         
        
            | 
LOW             | 
            4,029.25 | 
         
        
            | 
0.618             | 
            3,969.00 | 
         
        
            | 
1.000             | 
            3,931.75 | 
         
        
            | 
1.618             | 
            3,871.50 | 
         
        
            | 
2.618             | 
            3,774.00 | 
         
        
            | 
4.250             | 
            3,615.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,097.25 | 
                                4,107.50 | 
                             
                            
                                | PP | 
                                4,087.75 | 
                                4,107.25 | 
                             
                            
                                | S1 | 
                                4,078.00 | 
                                4,107.00 | 
                             
             
         |