SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Jun-2017

Day Change Summary
	Previous	Current
	08-Jun-2017	09-Jun-2017	Change	Change %	Previous Week
Open	243.77	244.09	0.32	0.1%	243.97
High	244.33	245.01	0.68	0.3%	245.01
Low	243.17	241.95	-1.22	-0.5%	241.95
Close	243.78	243.41	-0.37	-0.2%	243.41
Range	1.16	3.06	1.90	163.8%	3.06
ATR	1.27	1.40	0.13	10.0%	0.00
Volume	65,950,600	132,256,304	66,305,704	100.5%	347,425,404

Daily Pivots for day following 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	252.64	251.08	245.09
R3	249.58	248.02	244.25
R2	246.52	246.52	243.97
R1	244.96	244.96	243.69	244.21
PP	243.46	243.46	243.46	243.08
S1	241.90	241.90	243.13	241.15
S2	240.40	240.40	242.85
S3	237.34	238.84	242.57
S4	234.28	235.78	241.73

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	252.64	251.08	245.09
R3	249.58	248.02	244.25
R2	246.52	246.52	243.97
R1	244.96	244.96	243.69	244.21
PP	243.46	243.46	243.46	243.08
S1	241.90	241.90	243.13	241.15
S2	240.40	240.40	242.85
S3	237.34	238.84	242.57
S4	234.28	235.78	241.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	245.01	241.95	3.06	1.3%	1.34	0.6%	48%	True	True	69,485,080
10	245.01	240.64	4.37	1.8%	1.20	0.5%	63%	True	False	67,868,120
20	245.01	235.43	9.58	3.9%	1.27	0.5%	83%	True	False	73,129,619
40	245.01	232.51	12.50	5.1%	1.29	0.5%	87%	True	False	72,939,492
60	245.01	231.61	13.40	5.5%	1.43	0.6%	88%	True	False	76,415,978
80	245.01	231.61	13.40	5.5%	1.39	0.6%	88%	True	False	77,264,297
100	245.01	225.27	19.74	8.1%	1.36	0.6%	92%	True	False	76,169,561
120	245.01	222.73	22.28	9.2%	1.33	0.5%	93%	True	False	75,669,389

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	0.32
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	258.02
2.618	253.02
1.618	249.96
1.000	248.07
0.618	246.90
HIGH	245.01
0.618	243.84
0.500	243.48
0.382	243.12
LOW	241.95
0.618	240.06
1.000	238.89
1.618	237.00
2.618	233.94
4.250	228.95

Fisher Pivots for day following 09-Jun-2017
Pivot	1 day	3 day
R1	243.48	243.48
PP	243.46	243.46
S1	243.43	243.43

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

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