| Trading Metrics calculated at close of trading on 14-Jun-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jun-2021 | 
                    14-Jun-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,239.50 | 
                        4,248.00 | 
                        8.50 | 
                        0.2% | 
                        4,232.25 | 
                     
                    
                        | High | 
                        4,247.75 | 
                        4,257.50 | 
                        9.75 | 
                        0.2% | 
                        4,249.00 | 
                     
                    
                        | Low | 
                        4,230.75 | 
                        4,233.50 | 
                        2.75 | 
                        0.1% | 
                        4,205.75 | 
                     
                    
                        | Close | 
                        4,245.75 | 
                        4,254.75 | 
                        9.00 | 
                        0.2% | 
                        4,245.75 | 
                     
                    
                        | Range | 
                        17.00 | 
                        24.00 | 
                        7.00 | 
                        41.2% | 
                        43.25 | 
                     
                    
                        | ATR | 
                        40.86 | 
                        39.65 | 
                        -1.20 | 
                        -2.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,084,830 | 
                        1,116,773 | 
                        31,943 | 
                        2.9% | 
                        5,946,269 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jun-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,320.50 | 
                4,311.75 | 
                4,268.00 | 
                 | 
             
            
                | R3 | 
                4,296.50 | 
                4,287.75 | 
                4,261.25 | 
                 | 
             
            
                | R2 | 
                4,272.50 | 
                4,272.50 | 
                4,259.25 | 
                 | 
             
            
                | R1 | 
                4,263.75 | 
                4,263.75 | 
                4,257.00 | 
                4,268.00 | 
             
            
                | PP | 
                4,248.50 | 
                4,248.50 | 
                4,248.50 | 
                4,250.75 | 
             
            
                | S1 | 
                4,239.75 | 
                4,239.75 | 
                4,252.50 | 
                4,244.00 | 
             
            
                | S2 | 
                4,224.50 | 
                4,224.50 | 
                4,250.25 | 
                 | 
             
            
                | S3 | 
                4,200.50 | 
                4,215.75 | 
                4,248.25 | 
                 | 
             
            
                | S4 | 
                4,176.50 | 
                4,191.75 | 
                4,241.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Jun-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,363.25 | 
                4,347.75 | 
                4,269.50 | 
                 | 
             
            
                | R3 | 
                4,320.00 | 
                4,304.50 | 
                4,257.75 | 
                 | 
             
            
                | R2 | 
                4,276.75 | 
                4,276.75 | 
                4,253.75 | 
                 | 
             
            
                | R1 | 
                4,261.25 | 
                4,261.25 | 
                4,249.75 | 
                4,269.00 | 
             
            
                | PP | 
                4,233.50 | 
                4,233.50 | 
                4,233.50 | 
                4,237.50 | 
             
            
                | S1 | 
                4,218.00 | 
                4,218.00 | 
                4,241.75 | 
                4,225.75 | 
             
            
                | S2 | 
                4,190.25 | 
                4,190.25 | 
                4,237.75 | 
                 | 
             
            
                | S3 | 
                4,147.00 | 
                4,174.75 | 
                4,233.75 | 
                 | 
             
            
                | S4 | 
                4,103.75 | 
                4,131.50 | 
                4,222.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,257.50 | 
                4,205.75 | 
                51.75 | 
                1.2% | 
                26.50 | 
                0.6% | 
                95% | 
                True | 
                False | 
                1,225,672 | 
                 
                
                | 10 | 
                4,257.50 | 
                4,165.25 | 
                92.25 | 
                2.2% | 
                31.75 | 
                0.7% | 
                97% | 
                True | 
                False | 
                1,192,516 | 
                 
                
                | 20 | 
                4,257.50 | 
                4,055.50 | 
                202.00 | 
                4.7% | 
                39.50 | 
                0.9% | 
                99% | 
                True | 
                False | 
                1,278,398 | 
                 
                
                | 40 | 
                4,257.50 | 
                4,029.25 | 
                228.25 | 
                5.4% | 
                45.50 | 
                1.1% | 
                99% | 
                True | 
                False | 
                1,489,427 | 
                 
                
                | 60 | 
                4,257.50 | 
                3,843.25 | 
                414.25 | 
                9.7% | 
                44.50 | 
                1.0% | 
                99% | 
                True | 
                False | 
                1,493,379 | 
                 
                
                | 80 | 
                4,257.50 | 
                3,710.50 | 
                547.00 | 
                12.9% | 
                51.50 | 
                1.2% | 
                99% | 
                True | 
                False | 
                1,252,383 | 
                 
                
                | 100 | 
                4,257.50 | 
                3,647.50 | 
                610.00 | 
                14.3% | 
                52.50 | 
                1.2% | 
                100% | 
                True | 
                False | 
                1,002,628 | 
                 
                
                | 120 | 
                4,257.50 | 
                3,586.50 | 
                671.00 | 
                15.8% | 
                52.50 | 
                1.2% | 
                100% | 
                True | 
                False | 
                835,817 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,359.50 | 
         
        
            | 
2.618             | 
            4,320.25 | 
         
        
            | 
1.618             | 
            4,296.25 | 
         
        
            | 
1.000             | 
            4,281.50 | 
         
        
            | 
0.618             | 
            4,272.25 | 
         
        
            | 
HIGH             | 
            4,257.50 | 
         
        
            | 
0.618             | 
            4,248.25 | 
         
        
            | 
0.500             | 
            4,245.50 | 
         
        
            | 
0.382             | 
            4,242.75 | 
         
        
            | 
LOW             | 
            4,233.50 | 
         
        
            | 
0.618             | 
            4,218.75 | 
         
        
            | 
1.000             | 
            4,209.50 | 
         
        
            | 
1.618             | 
            4,194.75 | 
         
        
            | 
2.618             | 
            4,170.75 | 
         
        
            | 
4.250             | 
            4,131.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jun-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,251.75 | 
                                4,247.25 | 
                             
                            
                                | PP | 
                                4,248.50 | 
                                4,239.75 | 
                             
                            
                                | S1 | 
                                4,245.50 | 
                                4,232.25 | 
                             
             
         |