SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jun-2018

Day Change Summary
	Previous	Current
	26-Jun-2018	27-Jun-2018	Change	Change %	Previous Week
Open	271.64	272.26	0.62	0.2%	275.49
High	272.56	273.87	1.31	0.5%	276.72
Low	270.79	269.18	-1.61	-0.6%	273.53
Close	271.60	269.35	-2.25	-0.8%	274.74
Range	1.77	4.69	2.92	164.7%	3.19
ATR	2.42	2.58	0.16	6.7%	0.00
Volume	68,683,200	105,110,600	36,427,400	53.0%	331,907,804

Daily Pivots for day following 27-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	284.85	281.79	271.93
R3	280.17	277.10	270.64
R2	275.48	275.48	270.21
R1	272.42	272.42	269.78	271.61
PP	270.80	270.80	270.80	270.39
S1	267.73	267.73	268.92	266.92
S2	266.11	266.11	268.49
S3	261.43	263.05	268.06
S4	256.74	258.36	266.77

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	275.98	269.10	6.88	2.6%	2.91	1.1%	4%	False	False	87,864,259
10	279.33	269.10	10.23	3.8%	2.31	0.9%	2%	False	False	84,069,480
20	279.48	269.10	10.38	3.9%	1.95	0.7%	2%	False	False	76,006,330
40	279.48	259.05	20.43	7.6%	2.19	0.8%	50%	False	False	73,969,994
60	279.48	256.60	22.88	8.5%	2.59	1.0%	56%	False	False	78,787,841
80	280.41	254.67	25.74	9.6%	2.98	1.1%	57%	False	False	86,955,900
100	280.41	252.92	27.49	10.2%	3.54	1.3%	60%	False	False	100,301,615
120	286.63	252.92	33.71	12.5%	3.33	1.2%	49%	False	False	100,268,047

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.55
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	293.78
2.618	286.13
1.618	281.45
1.000	278.55
0.618	276.76
HIGH	273.87
0.618	272.08
0.500	271.52
0.382	270.97
LOW	269.18
0.618	266.28
1.000	264.50
1.618	261.60
2.618	256.91
4.250	249.27

Fisher Pivots for day following 27-Jun-2018
Pivot	1 day	3 day
R1	271.52	271.48
PP	270.80	270.77
S1	270.07	270.06

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

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