SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jun-2017

Day Change Summary
	Previous	Current
	02-Jun-2017	05-Jun-2017	Change	Change %	Previous Week
Open	243.42	243.97	0.55	0.2%	241.34
High	244.35	244.30	-0.05	0.0%	244.35
Low	243.08	243.76	0.68	0.3%	240.64
Close	244.17	243.99	-0.18	-0.1%	244.17
Range	1.27	0.54	-0.73	-57.5%	3.71
ATR	1.39	1.33	-0.06	-4.4%	0.00
Volume	88,666,096	44,698,800	-43,967,296	-49.6%	284,625,896

Daily Pivots for day following 05-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	245.64	245.35	244.29
R3	245.10	244.81	244.14
R2	244.56	244.56	244.09
R1	244.27	244.27	244.04	244.42
PP	244.02	244.02	244.02	244.09
S1	243.73	243.73	243.94	243.88
S2	243.48	243.48	243.89
S3	242.94	243.19	243.84
S4	242.40	242.65	243.69

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	254.18	252.89	246.21
R3	250.47	249.18	245.19
R2	246.76	246.76	244.85
R1	245.47	245.47	244.51	246.12
PP	243.05	243.05	243.05	243.38
S1	241.76	241.76	243.83	242.41
S2	239.34	239.34	243.49
S3	235.63	238.05	243.15
S4	231.92	234.34	242.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	244.35	240.64	3.71	1.5%	1.08	0.4%	90%	False	False	65,864,939
10	244.35	238.82	5.53	2.3%	0.94	0.4%	93%	False	False	59,855,949
20	244.35	235.43	8.92	3.7%	1.16	0.5%	96%	False	False	68,813,334
40	244.35	232.51	11.84	4.9%	1.29	0.5%	97%	False	False	73,168,689
60	244.35	231.61	12.74	5.2%	1.42	0.6%	97%	False	False	76,290,714
80	244.35	229.52	14.83	6.1%	1.37	0.6%	98%	False	False	76,708,488
100	244.35	224.96	19.39	7.9%	1.35	0.6%	98%	False	False	75,849,512
120	244.35	222.73	21.62	8.9%	1.34	0.6%	98%	False	False	77,146,399

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	246.60
2.618	245.71
1.618	245.17
1.000	244.84
0.618	244.63
HIGH	244.30
0.618	244.09
0.500	244.03
0.382	243.97
LOW	243.76
0.618	243.43
1.000	243.22
1.618	242.89
2.618	242.35
4.250	241.47

Fisher Pivots for day following 05-Jun-2017
Pivot	1 day	3 day
R1	244.03	243.66
PP	244.02	243.33
S1	244.00	243.00

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

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