SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jun-2018

Day Change Summary
	Previous	Current
	21-Jun-2018	22-Jun-2018	Change	Change %	Previous Week
Open	275.96	275.66	-0.30	-0.1%	275.49
High	275.98	275.79	-0.20	-0.1%	276.72
Low	273.68	274.49	0.81	0.3%	273.53
Close	274.24	274.74	0.50	0.2%	274.74
Range	2.30	1.30	-1.01	-43.7%	3.19
ATR	2.28	2.23	-0.05	-2.3%	0.00
Volume	71,061,400	56,612,000	-14,449,400	-20.3%	331,907,804

Daily Pivots for day following 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	278.89	278.11	275.45
R3	277.60	276.82	275.10
R2	276.30	276.30	274.98
R1	275.52	275.52	274.86	275.26
PP	275.01	275.01	275.01	274.88
S1	274.23	274.23	274.62	273.97
S2	273.71	273.71	274.50
S3	272.42	272.93	274.38
S4	271.12	271.64	274.03

Weekly Pivots for week ending 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	284.57	282.84	276.49
R3	281.38	279.65	275.62
R2	278.19	278.19	275.32
R1	276.46	276.46	275.03	275.73
PP	275.00	275.00	275.00	274.63
S1	273.27	273.27	274.45	272.54
S2	271.81	271.81	274.16
S3	268.62	270.08	273.86
S4	265.43	266.89	272.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	276.72	273.53	3.19	1.2%	1.74	0.6%	38%	False	False	66,381,560
10	279.48	273.53	5.95	2.2%	1.60	0.6%	20%	False	False	73,933,900
20	279.48	267.76	11.72	4.3%	1.77	0.6%	60%	False	False	72,522,020
40	279.48	259.05	20.43	7.4%	2.12	0.8%	77%	False	False	71,514,777
60	279.48	254.67	24.81	9.0%	2.71	1.0%	81%	False	False	80,768,506
80	280.41	254.67	25.74	9.4%	3.06	1.1%	78%	False	False	88,225,870
100	283.30	252.92	30.38	11.1%	3.53	1.3%	72%	False	False	101,007,388
120	286.63	252.92	33.71	12.3%	3.27	1.2%	65%	False	False	99,815,668

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	281.29
2.618	279.18
1.618	277.88
1.000	277.08
0.618	276.59
HIGH	275.79
0.618	275.29
0.500	275.14
0.382	274.98
LOW	274.49
0.618	273.69
1.000	273.20
1.618	272.39
2.618	271.10
4.250	268.99

Fisher Pivots for day following 22-Jun-2018
Pivot	1 day	3 day
R1	275.14	275.20
PP	275.01	275.05
S1	274.87	274.89

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These figures are updated between 7pm and 10pm EST after a trading day.

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