SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Jun-2017

Day Change Summary
	Previous	Current
	07-Jun-2017	08-Jun-2017	Change	Change %	Previous Week
Open	243.60	243.77	0.17	0.1%	241.34
High	243.92	244.33	0.41	0.2%	244.35
Low	242.83	243.17	0.34	0.1%	240.64
Close	243.66	243.78	0.12	0.0%	244.17
Range	1.09	1.16	0.07	6.4%	3.71
ATR	1.28	1.27	-0.01	-0.7%	0.00
Volume	54,144,300	65,950,600	11,806,300	21.8%	284,625,896

Daily Pivots for day following 08-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	247.24	246.67	244.42
R3	246.08	245.51	244.10
R2	244.92	244.92	243.99
R1	244.35	244.35	243.89	244.64
PP	243.76	243.76	243.76	243.90
S1	243.19	243.19	243.67	243.48
S2	242.60	242.60	243.57
S3	241.44	242.03	243.46
S4	240.28	240.87	243.14

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	242.83	1.52	0.6%	0.98	0.4%	63%	False	False	60,767,039
10	244.35	240.64	3.71	1.5%	1.01	0.4%	85%	False	False	61,049,649
20	244.35	235.43	8.92	3.7%	1.19	0.5%	94%	False	False	69,634,719
40	244.35	232.51	11.84	4.9%	1.25	0.5%	95%	False	False	71,679,694
60	244.35	231.61	12.74	5.2%	1.42	0.6%	96%	False	False	75,813,067
80	244.35	231.61	12.74	5.2%	1.37	0.6%	96%	False	False	76,499,954
100	244.35	225.27	19.08	7.8%	1.34	0.5%	97%	False	False	75,459,406
120	244.35	222.73	21.62	8.9%	1.32	0.5%	97%	False	False	75,608,690

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.25
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	249.26
2.618	247.37
1.618	246.21
1.000	245.49
0.618	245.05
HIGH	244.33
0.618	243.89
0.500	243.75
0.382	243.61
LOW	243.17
0.618	242.45
1.000	242.01
1.618	241.29
2.618	240.13
4.250	238.24

Fisher Pivots for day following 08-Jun-2017
Pivot	1 day	3 day
R1	243.77	243.71
PP	243.76	243.65
S1	243.75	243.58

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

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