| Trading Metrics calculated at close of trading on 21-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-May-2021 | 
                    21-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,107.75 | 
                        4,152.50 | 
                        44.75 | 
                        1.1% | 
                        4,169.00 | 
                     
                    
                        | High | 
                        4,169.25 | 
                        4,185.00 | 
                        15.75 | 
                        0.4% | 
                        4,185.00 | 
                     
                    
                        | Low | 
                        4,084.50 | 
                        4,147.00 | 
                        62.50 | 
                        1.5% | 
                        4,055.50 | 
                     
                    
                        | Close | 
                        4,154.25 | 
                        4,151.75 | 
                        -2.50 | 
                        -0.1% | 
                        4,151.75 | 
                     
                    
                        | Range | 
                        84.75 | 
                        38.00 | 
                        -46.75 | 
                        -55.2% | 
                        129.50 | 
                     
                    
                        | ATR | 
                        58.39 | 
                        56.94 | 
                        -1.46 | 
                        -2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,486,599 | 
                        1,466,725 | 
                        -19,874 | 
                        -1.3% | 
                        8,032,693 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,275.25 | 
                4,251.50 | 
                4,172.75 | 
                 | 
             
            
                | R3 | 
                4,237.25 | 
                4,213.50 | 
                4,162.25 | 
                 | 
             
            
                | R2 | 
                4,199.25 | 
                4,199.25 | 
                4,158.75 | 
                 | 
             
            
                | R1 | 
                4,175.50 | 
                4,175.50 | 
                4,155.25 | 
                4,168.50 | 
             
            
                | PP | 
                4,161.25 | 
                4,161.25 | 
                4,161.25 | 
                4,157.75 | 
             
            
                | S1 | 
                4,137.50 | 
                4,137.50 | 
                4,148.25 | 
                4,130.50 | 
             
            
                | S2 | 
                4,123.25 | 
                4,123.25 | 
                4,144.75 | 
                 | 
             
            
                | S3 | 
                4,085.25 | 
                4,099.50 | 
                4,141.25 | 
                 | 
             
            
                | S4 | 
                4,047.25 | 
                4,061.50 | 
                4,130.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,519.25 | 
                4,465.00 | 
                4,223.00 | 
                 | 
             
            
                | R3 | 
                4,389.75 | 
                4,335.50 | 
                4,187.25 | 
                 | 
             
            
                | R2 | 
                4,260.25 | 
                4,260.25 | 
                4,175.50 | 
                 | 
             
            
                | R1 | 
                4,206.00 | 
                4,206.00 | 
                4,163.50 | 
                4,168.50 | 
             
            
                | PP | 
                4,130.75 | 
                4,130.75 | 
                4,130.75 | 
                4,112.00 | 
             
            
                | S1 | 
                4,076.50 | 
                4,076.50 | 
                4,140.00 | 
                4,039.00 | 
             
            
                | S2 | 
                4,001.25 | 
                4,001.25 | 
                4,128.00 | 
                 | 
             
            
                | S3 | 
                3,871.75 | 
                3,947.00 | 
                4,116.25 | 
                 | 
             
            
                | S4 | 
                3,742.25 | 
                3,817.50 | 
                4,080.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,185.00 | 
                4,055.50 | 
                129.50 | 
                3.1% | 
                60.00 | 
                1.4% | 
                74% | 
                True | 
                False | 
                1,606,538 | 
                 
                
                | 10 | 
                4,238.25 | 
                4,029.25 | 
                209.00 | 
                5.0% | 
                71.75 | 
                1.7% | 
                59% | 
                False | 
                False | 
                1,873,996 | 
                 
                
                | 20 | 
                4,238.25 | 
                4,029.25 | 
                209.00 | 
                5.0% | 
                53.75 | 
                1.3% | 
                59% | 
                False | 
                False | 
                1,688,118 | 
                 
                
                | 40 | 
                4,238.25 | 
                3,900.75 | 
                337.50 | 
                8.1% | 
                47.50 | 
                1.1% | 
                74% | 
                False | 
                False | 
                1,561,824 | 
                 
                
                | 60 | 
                4,238.25 | 
                3,710.50 | 
                527.75 | 
                12.7% | 
                54.00 | 
                1.3% | 
                84% | 
                False | 
                False | 
                1,376,702 | 
                 
                
                | 80 | 
                4,238.25 | 
                3,647.50 | 
                590.75 | 
                14.2% | 
                55.50 | 
                1.3% | 
                85% | 
                False | 
                False | 
                1,033,969 | 
                 
                
                | 100 | 
                4,238.25 | 
                3,642.75 | 
                595.50 | 
                14.3% | 
                55.50 | 
                1.3% | 
                85% | 
                False | 
                False | 
                827,596 | 
                 
                
                | 120 | 
                4,238.25 | 
                3,573.75 | 
                664.50 | 
                16.0% | 
                53.25 | 
                1.3% | 
                87% | 
                False | 
                False | 
                689,744 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,346.50 | 
         
        
            | 
2.618             | 
            4,284.50 | 
         
        
            | 
1.618             | 
            4,246.50 | 
         
        
            | 
1.000             | 
            4,223.00 | 
         
        
            | 
0.618             | 
            4,208.50 | 
         
        
            | 
HIGH             | 
            4,185.00 | 
         
        
            | 
0.618             | 
            4,170.50 | 
         
        
            | 
0.500             | 
            4,166.00 | 
         
        
            | 
0.382             | 
            4,161.50 | 
         
        
            | 
LOW             | 
            4,147.00 | 
         
        
            | 
0.618             | 
            4,123.50 | 
         
        
            | 
1.000             | 
            4,109.00 | 
         
        
            | 
1.618             | 
            4,085.50 | 
         
        
            | 
2.618             | 
            4,047.50 | 
         
        
            | 
4.250             | 
            3,985.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,166.00 | 
                                4,141.25 | 
                             
                            
                                | PP | 
                                4,161.25 | 
                                4,130.75 | 
                             
                            
                                | S1 | 
                                4,156.50 | 
                                4,120.25 | 
                             
             
         |