| Trading Metrics calculated at close of trading on 14-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-May-2021 | 
                    14-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,053.50 | 
                        4,112.50 | 
                        59.00 | 
                        1.5% | 
                        4,226.75 | 
                     
                    
                        | High | 
                        4,126.75 | 
                        4,178.25 | 
                        51.50 | 
                        1.2% | 
                        4,238.25 | 
                     
                    
                        | Low | 
                        4,029.25 | 
                        4,105.25 | 
                        76.00 | 
                        1.9% | 
                        4,029.25 | 
                     
                    
                        | Close | 
                        4,107.00 | 
                        4,169.00 | 
                        62.00 | 
                        1.5% | 
                        4,169.00 | 
                     
                    
                        | Range | 
                        97.50 | 
                        73.00 | 
                        -24.50 | 
                        -25.1% | 
                        209.00 | 
                     
                    
                        | ATR | 
                        54.15 | 
                        55.50 | 
                        1.35 | 
                        2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,381,081 | 
                        1,513,171 | 
                        -867,910 | 
                        -36.5% | 
                        10,707,274 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,369.75 | 
                4,342.50 | 
                4,209.25 | 
                 | 
             
            
                | R3 | 
                4,296.75 | 
                4,269.50 | 
                4,189.00 | 
                 | 
             
            
                | R2 | 
                4,223.75 | 
                4,223.75 | 
                4,182.50 | 
                 | 
             
            
                | R1 | 
                4,196.50 | 
                4,196.50 | 
                4,175.75 | 
                4,210.00 | 
             
            
                | PP | 
                4,150.75 | 
                4,150.75 | 
                4,150.75 | 
                4,157.75 | 
             
            
                | S1 | 
                4,123.50 | 
                4,123.50 | 
                4,162.25 | 
                4,137.00 | 
             
            
                | S2 | 
                4,077.75 | 
                4,077.75 | 
                4,155.50 | 
                 | 
             
            
                | S3 | 
                4,004.75 | 
                4,050.50 | 
                4,149.00 | 
                 | 
             
            
                | S4 | 
                3,931.75 | 
                3,977.50 | 
                4,128.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,772.50 | 
                4,679.75 | 
                4,284.00 | 
                 | 
             
            
                | R3 | 
                4,563.50 | 
                4,470.75 | 
                4,226.50 | 
                 | 
             
            
                | R2 | 
                4,354.50 | 
                4,354.50 | 
                4,207.25 | 
                 | 
             
            
                | R1 | 
                4,261.75 | 
                4,261.75 | 
                4,188.25 | 
                4,203.50 | 
             
            
                | PP | 
                4,145.50 | 
                4,145.50 | 
                4,145.50 | 
                4,116.50 | 
             
            
                | S1 | 
                4,052.75 | 
                4,052.75 | 
                4,149.75 | 
                3,994.50 | 
             
            
                | S2 | 
                3,936.50 | 
                3,936.50 | 
                4,130.75 | 
                 | 
             
            
                | S3 | 
                3,727.50 | 
                3,843.75 | 
                4,111.50 | 
                 | 
             
            
                | S4 | 
                3,518.50 | 
                3,634.75 | 
                4,054.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                5.0% | 
                83.50 | 
                2.0% | 
                67% | 
                False | 
                False | 
                2,141,454 | 
                 
                
                | 10 | 
                4,238.25 | 
                4,029.25 | 
                209.00 | 
                5.0% | 
                63.00 | 
                1.5% | 
                67% | 
                False | 
                False | 
                1,878,955 | 
                 
                
                | 20 | 
                4,238.25 | 
                4,029.25 | 
                209.00 | 
                5.0% | 
                51.75 | 
                1.2% | 
                67% | 
                False | 
                False | 
                1,700,457 | 
                 
                
                | 40 | 
                4,238.25 | 
                3,843.25 | 
                395.00 | 
                9.5% | 
                47.00 | 
                1.1% | 
                82% | 
                False | 
                False | 
                1,600,870 | 
                 
                
                | 60 | 
                4,238.25 | 
                3,710.50 | 
                527.75 | 
                12.7% | 
                55.25 | 
                1.3% | 
                87% | 
                False | 
                False | 
                1,243,712 | 
                 
                
                | 80 | 
                4,238.25 | 
                3,647.50 | 
                590.75 | 
                14.2% | 
                55.75 | 
                1.3% | 
                88% | 
                False | 
                False | 
                933,685 | 
                 
                
                | 100 | 
                4,238.25 | 
                3,586.50 | 
                651.75 | 
                15.6% | 
                55.25 | 
                1.3% | 
                89% | 
                False | 
                False | 
                747,301 | 
                 
                
                | 120 | 
                4,238.25 | 
                3,525.25 | 
                713.00 | 
                17.1% | 
                52.50 | 
                1.3% | 
                90% | 
                False | 
                False | 
                622,807 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,488.50 | 
         
        
            | 
2.618             | 
            4,369.25 | 
         
        
            | 
1.618             | 
            4,296.25 | 
         
        
            | 
1.000             | 
            4,251.25 | 
         
        
            | 
0.618             | 
            4,223.25 | 
         
        
            | 
HIGH             | 
            4,178.25 | 
         
        
            | 
0.618             | 
            4,150.25 | 
         
        
            | 
0.500             | 
            4,141.75 | 
         
        
            | 
0.382             | 
            4,133.25 | 
         
        
            | 
LOW             | 
            4,105.25 | 
         
        
            | 
0.618             | 
            4,060.25 | 
         
        
            | 
1.000             | 
            4,032.25 | 
         
        
            | 
1.618             | 
            3,987.25 | 
         
        
            | 
2.618             | 
            3,914.25 | 
         
        
            | 
4.250             | 
            3,795.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,160.00 | 
                                4,147.25 | 
                             
                            
                                | PP | 
                                4,150.75 | 
                                4,125.50 | 
                             
                            
                                | S1 | 
                                4,141.75 | 
                                4,103.75 | 
                             
             
         |