SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jun-2017

Day Change Summary
	Previous	Current
	09-Jun-2017	12-Jun-2017	Change	Change %	Previous Week
Open	244.09	243.13	-0.96	-0.4%	243.97
High	245.01	243.42	-1.59	-0.6%	245.01
Low	241.95	242.38	0.43	0.2%	241.95
Close	243.41	243.36	-0.05	0.0%	243.41
Range	3.06	1.04	-2.02	-66.0%	3.06
ATR	1.40	1.38	-0.03	-1.8%	0.00
Volume	132,256,304	86,108,096	-46,148,208	-34.9%	347,425,404

Daily Pivots for day following 12-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	246.17	245.81	243.93
R3	245.13	244.77	243.65
R2	244.09	244.09	243.55
R1	243.73	243.73	243.46	243.91
PP	243.05	243.05	243.05	243.15
S1	242.69	242.69	243.26	242.87
S2	242.01	242.01	243.17
S3	240.97	241.65	243.07
S4	239.93	240.61	242.79

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%	1.44	0.6%	46%	False	False	77,766,940
10	245.01	240.64	4.37	1.8%	1.26	0.5%	62%	False	False	71,815,939
20	245.01	235.43	9.58	3.9%	1.28	0.5%	83%	False	False	74,739,389
40	245.01	232.88	12.13	5.0%	1.27	0.5%	86%	False	False	72,770,186
60	245.01	231.61	13.40	5.5%	1.43	0.6%	88%	False	False	76,545,381
80	245.01	231.61	13.40	5.5%	1.38	0.6%	88%	False	False	77,255,826
100	245.01	225.27	19.74	8.1%	1.36	0.6%	92%	False	False	76,482,709
120	245.01	222.73	22.28	9.2%	1.33	0.5%	93%	False	False	75,083,455

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.34
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	247.84
2.618	246.14
1.618	245.10
1.000	244.46
0.618	244.06
HIGH	243.42
0.618	243.02
0.500	242.90
0.382	242.78
LOW	242.38
0.618	241.74
1.000	241.34
1.618	240.70
2.618	239.66
4.250	237.96

Fisher Pivots for day following 12-Jun-2017
Pivot	1 day	3 day
R1	243.21	243.48
PP	243.05	243.44
S1	242.90	243.40

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

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