SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jun-2017

Day Change Summary
	Previous	Current
	15-Jun-2017	16-Jun-2017	Change	Change %	Previous Week
Open	242.68	242.77	0.09	0.0%	243.13
High	243.91	242.83	-1.08	-0.4%	244.87
Low	242.36	241.63	-0.73	-0.3%	241.63
Close	243.77	242.64	-1.13	-0.5%	242.64
Range	1.55	1.20	-0.35	-22.6%	3.24
ATR	1.42	1.47	0.05	3.6%	0.00
Volume	66,464,800	84,553,000	18,088,200	27.2%	375,795,100

Daily Pivots for day following 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	245.97	245.50	243.30
R3	244.77	244.30	242.97
R2	243.57	243.57	242.86
R1	243.10	243.10	242.75	242.74
PP	242.37	242.37	242.37	242.18
S1	241.90	241.90	242.53	241.54
S2	241.17	241.17	242.42
S3	239.97	240.70	242.31
S4	238.77	239.50	241.98

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	252.77	250.94	244.42
R3	249.53	247.70	243.53
R2	246.29	246.29	243.23
R1	244.46	244.46	242.94	243.76
PP	243.05	243.05	243.05	242.69
S1	241.22	241.22	242.34	240.52
S2	239.81	239.81	242.05
S3	236.57	237.98	241.75
S4	233.33	234.74	240.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	244.87	241.63	3.24	1.3%	1.28	0.5%	31%	False	True	75,159,020
10	245.01	241.63	3.38	1.4%	1.31	0.5%	30%	False	True	72,322,050
20	245.01	237.27	7.74	3.2%	1.19	0.5%	69%	False	False	69,604,624
40	245.01	234.13	10.88	4.5%	1.23	0.5%	78%	False	False	72,189,787
60	245.01	231.61	13.40	5.5%	1.39	0.6%	82%	False	False	75,191,541
80	245.01	231.61	13.40	5.5%	1.39	0.6%	82%	False	False	76,964,568
100	245.01	226.32	18.69	7.7%	1.35	0.6%	87%	False	False	75,715,638
120	245.01	222.73	22.28	9.2%	1.35	0.6%	89%	False	False	74,961,615

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	0.33
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	247.93
2.618	245.97
1.618	244.77
1.000	244.03
0.618	243.57
HIGH	242.83
0.618	242.37
0.500	242.23
0.382	242.09
LOW	241.63
0.618	240.89
1.000	240.43
1.618	239.69
2.618	238.49
4.250	236.53

Fisher Pivots for day following 16-Jun-2017
Pivot	1 day	3 day
R1	242.50	243.25
PP	242.37	243.05
S1	242.23	242.84

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

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