| Trading Metrics calculated at close of trading on 03-Jun-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Jun-2021 | 
                    03-Jun-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,198.50 | 
                        4,208.00 | 
                        9.50 | 
                        0.2% | 
                        4,151.50 | 
                     
                    
                        | High | 
                        4,215.00 | 
                        4,213.25 | 
                        -1.75 | 
                        0.0% | 
                        4,217.50 | 
                     
                    
                        | Low | 
                        4,190.75 | 
                        4,165.25 | 
                        -25.50 | 
                        -0.6% | 
                        4,142.50 | 
                     
                    
                        | Close | 
                        4,206.25 | 
                        4,191.25 | 
                        -15.00 | 
                        -0.4% | 
                        4,202.50 | 
                     
                    
                        | Range | 
                        24.25 | 
                        48.00 | 
                        23.75 | 
                        97.9% | 
                        75.00 | 
                     
                    
                        | ATR | 
                        47.18 | 
                        47.24 | 
                        0.06 | 
                        0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,059,938 | 
                        1,384,271 | 
                        324,333 | 
                        30.6% | 
                        5,610,109 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Jun-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,334.00 | 
                4,310.50 | 
                4,217.75 | 
                 | 
             
            
                | R3 | 
                4,286.00 | 
                4,262.50 | 
                4,204.50 | 
                 | 
             
            
                | R2 | 
                4,238.00 | 
                4,238.00 | 
                4,200.00 | 
                 | 
             
            
                | R1 | 
                4,214.50 | 
                4,214.50 | 
                4,195.75 | 
                4,202.25 | 
             
            
                | PP | 
                4,190.00 | 
                4,190.00 | 
                4,190.00 | 
                4,183.75 | 
             
            
                | S1 | 
                4,166.50 | 
                4,166.50 | 
                4,186.75 | 
                4,154.25 | 
             
            
                | S2 | 
                4,142.00 | 
                4,142.00 | 
                4,182.50 | 
                 | 
             
            
                | S3 | 
                4,094.00 | 
                4,118.50 | 
                4,178.00 | 
                 | 
             
            
                | S4 | 
                4,046.00 | 
                4,070.50 | 
                4,164.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4,165.25 | 
                64.75 | 
                1.5% | 
                32.50 | 
                0.8% | 
                40% | 
                False | 
                True | 
                1,220,262 | 
                 
                
                | 10 | 
                4,230.00 | 
                4,084.50 | 
                145.50 | 
                3.5% | 
                40.50 | 
                1.0% | 
                73% | 
                False | 
                False | 
                1,237,398 | 
                 
                
                | 20 | 
                4,238.25 | 
                4,029.25 | 
                209.00 | 
                5.0% | 
                55.00 | 
                1.3% | 
                78% | 
                False | 
                False | 
                1,578,241 | 
                 
                
                | 40 | 
                4,238.25 | 
                4,029.25 | 
                209.00 | 
                5.0% | 
                46.25 | 
                1.1% | 
                78% | 
                False | 
                False | 
                1,495,590 | 
                 
                
                | 60 | 
                4,238.25 | 
                3,843.25 | 
                395.00 | 
                9.4% | 
                47.00 | 
                1.1% | 
                88% | 
                False | 
                False | 
                1,528,950 | 
                 
                
                | 80 | 
                4,238.25 | 
                3,710.50 | 
                527.75 | 
                12.6% | 
                52.25 | 
                1.2% | 
                91% | 
                False | 
                False | 
                1,151,261 | 
                 
                
                | 100 | 
                4,238.25 | 
                3,647.50 | 
                590.75 | 
                14.1% | 
                53.50 | 
                1.3% | 
                92% | 
                False | 
                False | 
                921,678 | 
                 
                
                | 120 | 
                4,238.25 | 
                3,586.50 | 
                651.75 | 
                15.6% | 
                53.25 | 
                1.3% | 
                93% | 
                False | 
                False | 
                768,231 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,417.25 | 
         
        
            | 
2.618             | 
            4,339.00 | 
         
        
            | 
1.618             | 
            4,291.00 | 
         
        
            | 
1.000             | 
            4,261.25 | 
         
        
            | 
0.618             | 
            4,243.00 | 
         
        
            | 
HIGH             | 
            4,213.25 | 
         
        
            | 
0.618             | 
            4,195.00 | 
         
        
            | 
0.500             | 
            4,189.25 | 
         
        
            | 
0.382             | 
            4,183.50 | 
         
        
            | 
LOW             | 
            4,165.25 | 
         
        
            | 
0.618             | 
            4,135.50 | 
         
        
            | 
1.000             | 
            4,117.25 | 
         
        
            | 
1.618             | 
            4,087.50 | 
         
        
            | 
2.618             | 
            4,039.50 | 
         
        
            | 
4.250             | 
            3,961.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Jun-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,190.50 | 
                                4,197.50 | 
                             
                            
                                | PP | 
                                4,190.00 | 
                                4,195.50 | 
                             
                            
                                | S1 | 
                                4,189.25 | 
                                4,193.50 | 
                             
             
         |