SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Jun-2017

Day Change Summary
	Previous	Current
	19-Jun-2017	20-Jun-2017	Change	Change %	Previous Week
Open	243.59	244.25	0.66	0.3%	243.13
High	244.73	244.26	-0.47	-0.2%	244.87
Low	243.48	242.99	-0.49	-0.2%	241.63
Close	244.66	243.01	-1.65	-0.7%	242.64
Range	1.25	1.27	0.02	1.6%	3.24
ATR	1.51	1.52	0.01	0.7%	0.00
Volume	65,123,800	56,906,300	-8,217,500	-12.6%	375,795,100

Daily Pivots for day following 20-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	247.23	246.39	243.71
R3	245.96	245.12	243.36
R2	244.69	244.69	243.24
R1	243.85	243.85	243.13	243.64
PP	243.42	243.42	243.42	243.31
S1	242.58	242.58	242.89	242.37
S2	242.15	242.15	242.78
S3	240.88	241.31	242.66
S4	239.61	240.04	242.31

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%	1.37	0.6%	43%	False	False	70,330,040
10	245.01	241.63	3.38	1.4%	1.42	0.6%	41%	False	False	75,017,640
20	245.01	239.51	5.50	2.3%	1.18	0.5%	64%	False	False	66,905,035
40	245.01	235.43	9.58	3.9%	1.19	0.5%	79%	False	False	69,500,549
60	245.01	231.61	13.40	5.5%	1.37	0.6%	85%	False	False	73,676,793
80	245.01	231.61	13.40	5.5%	1.39	0.6%	85%	False	False	76,527,476
100	245.01	226.32	18.69	7.7%	1.36	0.6%	89%	False	False	75,491,855
120	245.01	222.73	22.28	9.2%	1.36	0.6%	91%	False	False	75,317,114

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.30
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	249.66
2.618	247.58
1.618	246.31
1.000	245.53
0.618	245.04
HIGH	244.26
0.618	243.77
0.500	243.63
0.382	243.48
LOW	242.99
0.618	242.21
1.000	241.72
1.618	240.94
2.618	239.67
4.250	237.59

Fisher Pivots for day following 20-Jun-2017
Pivot	1 day	3 day
R1	243.63	243.18
PP	243.42	243.12
S1	243.22	243.07

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

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