SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jun-2017

Day Change Summary
	Previous	Current
	14-Jun-2017	15-Jun-2017	Change	Change %	Previous Week
Open	244.86	242.68	-2.18	-0.9%	243.97
High	244.87	243.91	-0.96	-0.4%	245.01
Low	243.29	242.36	-0.93	-0.4%	241.95
Close	244.24	243.77	-0.47	-0.2%	243.41
Range	1.58	1.55	-0.03	-1.9%	3.06
ATR	1.38	1.42	0.04	2.6%	0.00
Volume	78,602,304	66,464,800	-12,137,504	-15.4%	347,425,404

Daily Pivots for day following 15-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	248.00	247.43	244.62
R3	246.45	245.88	244.20
R2	244.90	244.90	244.05
R1	244.33	244.33	243.91	244.62
PP	243.35	243.35	243.35	243.49
S1	242.78	242.78	243.63	243.07
S2	241.80	241.80	243.49
S3	240.25	241.23	243.34
S4	238.70	239.68	242.92

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%	1.65	0.7%	59%	False	False	84,699,680
10	245.01	241.95	3.06	1.3%	1.32	0.5%	59%	False	False	72,733,360
20	245.01	235.43	9.58	3.9%	1.25	0.5%	87%	False	False	70,729,354
40	245.01	233.78	11.23	4.6%	1.25	0.5%	89%	False	False	72,390,264
60	245.01	231.61	13.40	5.5%	1.40	0.6%	91%	False	False	75,408,478
80	245.01	231.61	13.40	5.5%	1.38	0.6%	91%	False	False	76,684,094
100	245.01	226.27	18.74	7.7%	1.36	0.6%	93%	False	False	75,825,660
120	245.01	222.73	22.28	9.1%	1.35	0.6%	94%	False	False	74,725,498

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	250.50
2.618	247.97
1.618	246.42
1.000	245.46
0.618	244.87
HIGH	243.91
0.618	243.32
0.500	243.14
0.382	242.95
LOW	242.36
0.618	241.40
1.000	240.81
1.618	239.85
2.618	238.30
4.250	235.77

Fisher Pivots for day following 15-Jun-2017
Pivot	1 day	3 day
R1	243.56	243.72
PP	243.35	243.67
S1	243.14	243.62

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

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