| Trading Metrics calculated at close of trading on 19-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-May-2021 | 
                    19-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,159.00 | 
                        4,114.00 | 
                        -45.00 | 
                        -1.1% | 
                        4,226.75 | 
                     
                    
                        | High | 
                        4,179.50 | 
                        4,123.00 | 
                        -56.50 | 
                        -1.4% | 
                        4,238.25 | 
                     
                    
                        | Low | 
                        4,111.50 | 
                        4,055.50 | 
                        -56.00 | 
                        -1.4% | 
                        4,029.25 | 
                     
                    
                        | Close | 
                        4,123.00 | 
                        4,111.50 | 
                        -11.50 | 
                        -0.3% | 
                        4,169.00 | 
                     
                    
                        | Range | 
                        68.00 | 
                        67.50 | 
                        -0.50 | 
                        -0.7% | 
                        209.00 | 
                     
                    
                        | ATR | 
                        55.51 | 
                        56.37 | 
                        0.86 | 
                        1.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,285,520 | 
                        2,313,119 | 
                        1,027,599 | 
                        79.9% | 
                        10,707,274 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,299.25 | 
                4,272.75 | 
                4,148.50 | 
                 | 
             
            
                | R3 | 
                4,231.75 | 
                4,205.25 | 
                4,130.00 | 
                 | 
             
            
                | R2 | 
                4,164.25 | 
                4,164.25 | 
                4,124.00 | 
                 | 
             
            
                | R1 | 
                4,137.75 | 
                4,137.75 | 
                4,117.75 | 
                4,117.25 | 
             
            
                | PP | 
                4,096.75 | 
                4,096.75 | 
                4,096.75 | 
                4,086.50 | 
             
            
                | S1 | 
                4,070.25 | 
                4,070.25 | 
                4,105.25 | 
                4,049.75 | 
             
            
                | S2 | 
                4,029.25 | 
                4,029.25 | 
                4,099.00 | 
                 | 
             
            
                | S3 | 
                3,961.75 | 
                4,002.75 | 
                4,093.00 | 
                 | 
             
            
                | S4 | 
                3,894.25 | 
                3,935.25 | 
                4,074.50 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4,179.50 | 
                4,029.25 | 
                150.25 | 
                3.7% | 
                69.75 | 
                1.7% | 
                55% | 
                False | 
                False | 
                1,794,724 | 
                 
                
                | 10 | 
                4,238.25 | 
                4,029.25 | 
                209.00 | 
                5.1% | 
                69.25 | 
                1.7% | 
                39% | 
                False | 
                False | 
                1,919,085 | 
                 
                
                | 20 | 
                4,238.25 | 
                4,029.25 | 
                209.00 | 
                5.1% | 
                53.50 | 
                1.3% | 
                39% | 
                False | 
                False | 
                1,713,175 | 
                 
                
                | 40 | 
                4,238.25 | 
                3,843.25 | 
                395.00 | 
                9.6% | 
                47.50 | 
                1.2% | 
                68% | 
                False | 
                False | 
                1,596,565 | 
                 
                
                | 60 | 
                4,238.25 | 
                3,710.50 | 
                527.75 | 
                12.8% | 
                55.25 | 
                1.3% | 
                76% | 
                False | 
                False | 
                1,327,879 | 
                 
                
                | 80 | 
                4,238.25 | 
                3,647.50 | 
                590.75 | 
                14.4% | 
                56.25 | 
                1.4% | 
                79% | 
                False | 
                False | 
                997,102 | 
                 
                
                | 100 | 
                4,238.25 | 
                3,642.75 | 
                595.50 | 
                14.5% | 
                55.00 | 
                1.3% | 
                79% | 
                False | 
                False | 
                798,069 | 
                 
                
                | 120 | 
                4,238.25 | 
                3,573.75 | 
                664.50 | 
                16.2% | 
                52.75 | 
                1.3% | 
                81% | 
                False | 
                False | 
                665,133 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,410.00 | 
         
        
            | 
2.618             | 
            4,299.75 | 
         
        
            | 
1.618             | 
            4,232.25 | 
         
        
            | 
1.000             | 
            4,190.50 | 
         
        
            | 
0.618             | 
            4,164.75 | 
         
        
            | 
HIGH             | 
            4,123.00 | 
         
        
            | 
0.618             | 
            4,097.25 | 
         
        
            | 
0.500             | 
            4,089.25 | 
         
        
            | 
0.382             | 
            4,081.25 | 
         
        
            | 
LOW             | 
            4,055.50 | 
         
        
            | 
0.618             | 
            4,013.75 | 
         
        
            | 
1.000             | 
            3,988.00 | 
         
        
            | 
1.618             | 
            3,946.25 | 
         
        
            | 
2.618             | 
            3,878.75 | 
         
        
            | 
4.250             | 
            3,768.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,104.00 | 
                                4,117.50 | 
                             
                            
                                | PP | 
                                4,096.75 | 
                                4,115.50 | 
                             
                            
                                | S1 | 
                                4,089.25 | 
                                4,113.50 | 
                             
             
         |