| Trading Metrics calculated at close of trading on 01-Jun-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-May-2021 | 
                    01-Jun-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,211.25 | 
                        4,206.50 | 
                        -4.75 | 
                        -0.1% | 
                        4,151.50 | 
                     
                    
                        | High | 
                        4,217.50 | 
                        4,230.00 | 
                        12.50 | 
                        0.3% | 
                        4,217.50 | 
                     
                    
                        | Low | 
                        4,201.00 | 
                        4,190.00 | 
                        -11.00 | 
                        -0.3% | 
                        4,142.50 | 
                     
                    
                        | Close | 
                        4,202.50 | 
                        4,198.50 | 
                        -4.00 | 
                        -0.1% | 
                        4,202.50 | 
                     
                    
                        | Range | 
                        16.50 | 
                        40.00 | 
                        23.50 | 
                        142.4% | 
                        75.00 | 
                     
                    
                        | ATR | 
                        49.63 | 
                        48.94 | 
                        -0.69 | 
                        -1.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,110,833 | 
                        1,366,344 | 
                        255,511 | 
                        23.0% | 
                        5,610,109 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jun-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,326.25 | 
                4,302.25 | 
                4,220.50 | 
                 | 
             
            
                | R3 | 
                4,286.25 | 
                4,262.25 | 
                4,209.50 | 
                 | 
             
            
                | R2 | 
                4,246.25 | 
                4,246.25 | 
                4,205.75 | 
                 | 
             
            
                | R1 | 
                4,222.25 | 
                4,222.25 | 
                4,202.25 | 
                4,214.25 | 
             
            
                | PP | 
                4,206.25 | 
                4,206.25 | 
                4,206.25 | 
                4,202.00 | 
             
            
                | S1 | 
                4,182.25 | 
                4,182.25 | 
                4,194.75 | 
                4,174.25 | 
             
            
                | S2 | 
                4,166.25 | 
                4,166.25 | 
                4,191.25 | 
                 | 
             
            
                | S3 | 
                4,126.25 | 
                4,142.25 | 
                4,187.50 | 
                 | 
             
            
                | S4 | 
                4,086.25 | 
                4,102.25 | 
                4,176.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-May-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,412.50 | 
                4,382.50 | 
                4,243.75 | 
                 | 
             
            
                | R3 | 
                4,337.50 | 
                4,307.50 | 
                4,223.00 | 
                 | 
             
            
                | R2 | 
                4,262.50 | 
                4,262.50 | 
                4,216.25 | 
                 | 
             
            
                | R1 | 
                4,232.50 | 
                4,232.50 | 
                4,209.50 | 
                4,247.50 | 
             
            
                | PP | 
                4,187.50 | 
                4,187.50 | 
                4,187.50 | 
                4,195.00 | 
             
            
                | S1 | 
                4,157.50 | 
                4,157.50 | 
                4,195.50 | 
                4,172.50 | 
             
            
                | S2 | 
                4,112.50 | 
                4,112.50 | 
                4,188.75 | 
                 | 
             
            
                | S3 | 
                4,037.50 | 
                4,082.50 | 
                4,182.00 | 
                 | 
             
            
                | S4 | 
                3,962.50 | 
                4,007.50 | 
                4,161.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,230.00 | 
                4,177.75 | 
                52.25 | 
                1.2% | 
                29.50 | 
                0.7% | 
                40% | 
                True | 
                False | 
                1,185,990 | 
                 
                
                | 10 | 
                4,230.00 | 
                4,055.50 | 
                174.50 | 
                4.2% | 
                47.00 | 
                1.1% | 
                82% | 
                True | 
                False | 
                1,352,841 | 
                 
                
                | 20 | 
                4,238.25 | 
                4,029.25 | 
                209.00 | 
                5.0% | 
                56.00 | 
                1.3% | 
                81% | 
                False | 
                False | 
                1,627,123 | 
                 
                
                | 40 | 
                4,238.25 | 
                4,029.25 | 
                209.00 | 
                5.0% | 
                45.50 | 
                1.1% | 
                81% | 
                False | 
                False | 
                1,493,328 | 
                 
                
                | 60 | 
                4,238.25 | 
                3,786.50 | 
                451.75 | 
                10.8% | 
                48.50 | 
                1.2% | 
                91% | 
                False | 
                False | 
                1,490,039 | 
                 
                
                | 80 | 
                4,238.25 | 
                3,710.50 | 
                527.75 | 
                12.6% | 
                52.00 | 
                1.2% | 
                92% | 
                False | 
                False | 
                1,120,870 | 
                 
                
                | 100 | 
                4,238.25 | 
                3,647.50 | 
                590.75 | 
                14.1% | 
                54.00 | 
                1.3% | 
                93% | 
                False | 
                False | 
                897,284 | 
                 
                
                | 120 | 
                4,238.25 | 
                3,586.50 | 
                651.75 | 
                15.5% | 
                53.25 | 
                1.3% | 
                94% | 
                False | 
                False | 
                747,868 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,400.00 | 
         
        
            | 
2.618             | 
            4,334.75 | 
         
        
            | 
1.618             | 
            4,294.75 | 
         
        
            | 
1.000             | 
            4,270.00 | 
         
        
            | 
0.618             | 
            4,254.75 | 
         
        
            | 
HIGH             | 
            4,230.00 | 
         
        
            | 
0.618             | 
            4,214.75 | 
         
        
            | 
0.500             | 
            4,210.00 | 
         
        
            | 
0.382             | 
            4,205.25 | 
         
        
            | 
LOW             | 
            4,190.00 | 
         
        
            | 
0.618             | 
            4,165.25 | 
         
        
            | 
1.000             | 
            4,150.00 | 
         
        
            | 
1.618             | 
            4,125.25 | 
         
        
            | 
2.618             | 
            4,085.25 | 
         
        
            | 
4.250             | 
            4,020.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jun-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,210.00 | 
                                4,204.00 | 
                             
                            
                                | PP | 
                                4,206.25 | 
                                4,202.00 | 
                             
                            
                                | S1 | 
                                4,202.25 | 
                                4,200.25 | 
                             
             
         |