SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Jun-2017

Day Change Summary
	Previous	Current
	05-Jun-2017	06-Jun-2017	Change	Change %	Previous Week
Open	243.97	243.34	-0.63	-0.3%	241.34
High	244.30	243.98	-0.32	-0.1%	244.35
Low	243.76	243.12	-0.64	-0.3%	240.64
Close	243.99	243.21	-0.78	-0.3%	244.17
Range	0.54	0.86	0.32	59.3%	3.71
ATR	1.33	1.30	-0.03	-2.5%	0.00
Volume	44,698,800	50,375,400	5,676,600	12.7%	284,625,896

Daily Pivots for day following 06-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	246.02	245.47	243.68
R3	245.16	244.61	243.45
R2	244.30	244.30	243.37
R1	243.75	243.75	243.29	243.60
PP	243.44	243.44	243.44	243.36
S1	242.89	242.89	243.13	242.74
S2	242.58	242.58	243.05
S3	241.72	242.03	242.97
S4	240.86	241.17	242.74

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%	1.13	0.5%	69%	False	False	68,899,659
10	244.35	239.51	4.84	2.0%	0.94	0.4%	76%	False	False	58,792,429
20	244.35	235.43	8.92	3.7%	1.17	0.5%	87%	False	False	68,912,819
40	244.35	232.51	11.84	4.9%	1.27	0.5%	90%	False	False	72,568,834
60	244.35	231.61	12.74	5.2%	1.41	0.6%	91%	False	False	75,763,777
80	244.35	230.62	13.73	5.6%	1.37	0.6%	92%	False	False	76,513,741
100	244.35	224.96	19.39	8.0%	1.34	0.6%	94%	False	False	75,606,766
120	244.35	222.73	21.62	8.9%	1.34	0.6%	95%	False	False	76,716,059

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	247.64
2.618	246.23
1.618	245.37
1.000	244.84
0.618	244.51
HIGH	243.98
0.618	243.65
0.500	243.55
0.382	243.45
LOW	243.12
0.618	242.59
1.000	242.26
1.618	241.73
2.618	240.87
4.250	239.47

Fisher Pivots for day following 06-Jun-2017
Pivot	1 day	3 day
R1	243.55	243.72
PP	243.44	243.55
S1	243.32	243.38

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

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