| Trading Metrics calculated at close of trading on 24-May-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-May-2021 | 
                    24-May-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,152.50 | 
                        4,151.50 | 
                        -1.00 | 
                        0.0% | 
                        4,169.00 | 
                     
                    
                        | High | 
                        4,185.00 | 
                        4,206.25 | 
                        21.25 | 
                        0.5% | 
                        4,185.00 | 
                     
                    
                        | Low | 
                        4,147.00 | 
                        4,142.50 | 
                        -4.50 | 
                        -0.1% | 
                        4,055.50 | 
                     
                    
                        | Close | 
                        4,151.75 | 
                        4,193.75 | 
                        42.00 | 
                        1.0% | 
                        4,151.75 | 
                     
                    
                        | Range | 
                        38.00 | 
                        63.75 | 
                        25.75 | 
                        67.8% | 
                        129.50 | 
                     
                    
                        | ATR | 
                        56.94 | 
                        57.42 | 
                        0.49 | 
                        0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,466,725 | 
                        1,046,500 | 
                        -420,225 | 
                        -28.7% | 
                        8,032,693 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,372.00 | 
                4,346.75 | 
                4,228.75 | 
                 | 
             
            
                | R3 | 
                4,308.25 | 
                4,283.00 | 
                4,211.25 | 
                 | 
             
            
                | R2 | 
                4,244.50 | 
                4,244.50 | 
                4,205.50 | 
                 | 
             
            
                | R1 | 
                4,219.25 | 
                4,219.25 | 
                4,199.50 | 
                4,232.00 | 
             
            
                | PP | 
                4,180.75 | 
                4,180.75 | 
                4,180.75 | 
                4,187.25 | 
             
            
                | S1 | 
                4,155.50 | 
                4,155.50 | 
                4,188.00 | 
                4,168.00 | 
             
            
                | S2 | 
                4,117.00 | 
                4,117.00 | 
                4,182.00 | 
                 | 
             
            
                | S3 | 
                4,053.25 | 
                4,091.75 | 
                4,176.25 | 
                 | 
             
            
                | S4 | 
                3,989.50 | 
                4,028.00 | 
                4,158.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4,206.25 | 
                4,055.50 | 
                150.75 | 
                3.6% | 
                64.50 | 
                1.5% | 
                92% | 
                True | 
                False | 
                1,519,692 | 
                 
                
                | 10 | 
                4,206.25 | 
                4,029.25 | 
                177.00 | 
                4.2% | 
                71.50 | 
                1.7% | 
                93% | 
                True | 
                False | 
                1,812,425 | 
                 
                
                | 20 | 
                4,238.25 | 
                4,029.25 | 
                209.00 | 
                5.0% | 
                55.75 | 
                1.3% | 
                79% | 
                False | 
                False | 
                1,689,457 | 
                 
                
                | 40 | 
                4,238.25 | 
                3,928.75 | 
                309.50 | 
                7.4% | 
                47.50 | 
                1.1% | 
                86% | 
                False | 
                False | 
                1,538,385 | 
                 
                
                | 60 | 
                4,238.25 | 
                3,710.50 | 
                527.75 | 
                12.6% | 
                53.75 | 
                1.3% | 
                92% | 
                False | 
                False | 
                1,393,946 | 
                 
                
                | 80 | 
                4,238.25 | 
                3,647.50 | 
                590.75 | 
                14.1% | 
                55.00 | 
                1.3% | 
                92% | 
                False | 
                False | 
                1,046,985 | 
                 
                
                | 100 | 
                4,238.25 | 
                3,642.75 | 
                595.50 | 
                14.2% | 
                55.75 | 
                1.3% | 
                93% | 
                False | 
                False | 
                838,056 | 
                 
                
                | 120 | 
                4,238.25 | 
                3,586.50 | 
                651.75 | 
                15.5% | 
                53.25 | 
                1.3% | 
                93% | 
                False | 
                False | 
                698,463 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,477.25 | 
         
        
            | 
2.618             | 
            4,373.25 | 
         
        
            | 
1.618             | 
            4,309.50 | 
         
        
            | 
1.000             | 
            4,270.00 | 
         
        
            | 
0.618             | 
            4,245.75 | 
         
        
            | 
HIGH             | 
            4,206.25 | 
         
        
            | 
0.618             | 
            4,182.00 | 
         
        
            | 
0.500             | 
            4,174.50 | 
         
        
            | 
0.382             | 
            4,166.75 | 
         
        
            | 
LOW             | 
            4,142.50 | 
         
        
            | 
0.618             | 
            4,103.00 | 
         
        
            | 
1.000             | 
            4,078.75 | 
         
        
            | 
1.618             | 
            4,039.25 | 
         
        
            | 
2.618             | 
            3,975.50 | 
         
        
            | 
4.250             | 
            3,871.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-May-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,187.25 | 
                                4,177.50 | 
                             
                            
                                | PP | 
                                4,180.75 | 
                                4,161.50 | 
                             
                            
                                | S1 | 
                                4,174.50 | 
                                4,145.50 | 
                             
             
         |