| Trading Metrics calculated at close of trading on 07-Jun-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Jun-2021 | 
                    07-Jun-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,190.75 | 
                        4,232.25 | 
                        41.50 | 
                        1.0% | 
                        4,206.50 | 
                     
                    
                        | High | 
                        4,232.00 | 
                        4,232.50 | 
                        0.50 | 
                        0.0% | 
                        4,232.00 | 
                     
                    
                        | Low | 
                        4,177.00 | 
                        4,214.00 | 
                        37.00 | 
                        0.9% | 
                        4,165.25 | 
                     
                    
                        | Close | 
                        4,228.25 | 
                        4,225.50 | 
                        -2.75 | 
                        -0.1% | 
                        4,228.25 | 
                     
                    
                        | Range | 
                        55.00 | 
                        18.50 | 
                        -36.50 | 
                        -66.4% | 
                        66.75 | 
                     
                    
                        | ATR | 
                        47.79 | 
                        45.70 | 
                        -2.09 | 
                        -4.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,051,573 | 
                        934,681 | 
                        -116,892 | 
                        -11.1% | 
                        4,862,126 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jun-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,279.50 | 
                4,271.00 | 
                4,235.75 | 
                 | 
             
            
                | R3 | 
                4,261.00 | 
                4,252.50 | 
                4,230.50 | 
                 | 
             
            
                | R2 | 
                4,242.50 | 
                4,242.50 | 
                4,229.00 | 
                 | 
             
            
                | R1 | 
                4,234.00 | 
                4,234.00 | 
                4,227.25 | 
                4,229.00 | 
             
            
                | PP | 
                4,224.00 | 
                4,224.00 | 
                4,224.00 | 
                4,221.50 | 
             
            
                | S1 | 
                4,215.50 | 
                4,215.50 | 
                4,223.75 | 
                4,210.50 | 
             
            
                | S2 | 
                4,205.50 | 
                4,205.50 | 
                4,222.00 | 
                 | 
             
            
                | S3 | 
                4,187.00 | 
                4,197.00 | 
                4,220.50 | 
                 | 
             
            
                | S4 | 
                4,168.50 | 
                4,178.50 | 
                4,215.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Jun-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,408.75 | 
                4,385.25 | 
                4,265.00 | 
                 | 
             
            
                | R3 | 
                4,342.00 | 
                4,318.50 | 
                4,246.50 | 
                 | 
             
            
                | R2 | 
                4,275.25 | 
                4,275.25 | 
                4,240.50 | 
                 | 
             
            
                | R1 | 
                4,251.75 | 
                4,251.75 | 
                4,234.25 | 
                4,263.50 | 
             
            
                | PP | 
                4,208.50 | 
                4,208.50 | 
                4,208.50 | 
                4,214.50 | 
             
            
                | S1 | 
                4,185.00 | 
                4,185.00 | 
                4,222.25 | 
                4,196.75 | 
             
            
                | S2 | 
                4,141.75 | 
                4,141.75 | 
                4,216.00 | 
                 | 
             
            
                | S3 | 
                4,075.00 | 
                4,118.25 | 
                4,210.00 | 
                 | 
             
            
                | S4 | 
                4,008.25 | 
                4,051.50 | 
                4,191.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,232.50 | 
                4,165.25 | 
                67.25 | 
                1.6% | 
                37.25 | 
                0.9% | 
                90% | 
                True | 
                False | 
                1,159,361 | 
                 
                
                | 10 | 
                4,232.50 | 
                4,142.50 | 
                90.00 | 
                2.1% | 
                35.75 | 
                0.8% | 
                92% | 
                True | 
                False | 
                1,140,691 | 
                 
                
                | 20 | 
                4,238.25 | 
                4,029.25 | 
                209.00 | 
                4.9% | 
                53.75 | 
                1.3% | 
                94% | 
                False | 
                False | 
                1,507,344 | 
                 
                
                | 40 | 
                4,238.25 | 
                4,029.25 | 
                209.00 | 
                4.9% | 
                46.50 | 
                1.1% | 
                94% | 
                False | 
                False | 
                1,493,273 | 
                 
                
                | 60 | 
                4,238.25 | 
                3,843.25 | 
                395.00 | 
                9.3% | 
                46.25 | 
                1.1% | 
                97% | 
                False | 
                False | 
                1,551,413 | 
                 
                
                | 80 | 
                4,238.25 | 
                3,710.50 | 
                527.75 | 
                12.5% | 
                52.50 | 
                1.2% | 
                98% | 
                False | 
                False | 
                1,176,046 | 
                 
                
                | 100 | 
                4,238.25 | 
                3,647.50 | 
                590.75 | 
                14.0% | 
                53.50 | 
                1.3% | 
                98% | 
                False | 
                False | 
                941,480 | 
                 
                
                | 120 | 
                4,238.25 | 
                3,586.50 | 
                651.75 | 
                15.4% | 
                53.00 | 
                1.3% | 
                98% | 
                False | 
                False | 
                784,778 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,311.00 | 
         
        
            | 
2.618             | 
            4,281.00 | 
         
        
            | 
1.618             | 
            4,262.50 | 
         
        
            | 
1.000             | 
            4,251.00 | 
         
        
            | 
0.618             | 
            4,244.00 | 
         
        
            | 
HIGH             | 
            4,232.50 | 
         
        
            | 
0.618             | 
            4,225.50 | 
         
        
            | 
0.500             | 
            4,223.25 | 
         
        
            | 
0.382             | 
            4,221.00 | 
         
        
            | 
LOW             | 
            4,214.00 | 
         
        
            | 
0.618             | 
            4,202.50 | 
         
        
            | 
1.000             | 
            4,195.50 | 
         
        
            | 
1.618             | 
            4,184.00 | 
         
        
            | 
2.618             | 
            4,165.50 | 
         
        
            | 
4.250             | 
            4,135.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jun-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,224.75 | 
                                4,216.50 | 
                             
                            
                                | PP | 
                                4,224.00 | 
                                4,207.75 | 
                             
                            
                                | S1 | 
                                4,223.25 | 
                                4,199.00 | 
                             
             
         |