SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Jun-2017

Day Change Summary
	Previous	Current
	20-Jun-2017	21-Jun-2017	Change	Change %	Previous Week
Open	244.25	243.42	-0.83	-0.3%	243.13
High	244.26	243.59	-0.67	-0.3%	244.87
Low	242.99	242.41	-0.58	-0.2%	241.63
Close	243.01	242.95	-0.06	0.0%	242.64
Range	1.27	1.18	-0.09	-7.1%	3.24
ATR	1.52	1.50	-0.02	-1.6%	0.00
Volume	56,906,300	55,977,500	-928,800	-1.6%	375,795,100

Daily Pivots for day following 21-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	246.52	245.92	243.60
R3	245.34	244.74	243.27
R2	244.16	244.16	243.17
R1	243.56	243.56	243.06	243.27
PP	242.98	242.98	242.98	242.84
S1	242.38	242.38	242.84	242.09
S2	241.80	241.80	242.73
S3	240.62	241.20	242.63
S4	239.44	240.02	242.30

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	244.73	241.63	3.10	1.3%	1.29	0.5%	43%	False	False	65,805,080
10	245.01	241.63	3.38	1.4%	1.43	0.6%	39%	False	False	75,200,960
20	245.01	239.93	5.08	2.1%	1.20	0.5%	59%	False	False	67,286,830
40	245.01	235.43	9.58	3.9%	1.19	0.5%	78%	False	False	68,982,532
60	245.01	232.51	12.50	5.1%	1.35	0.6%	84%	False	False	73,152,178
80	245.01	231.61	13.40	5.5%	1.39	0.6%	85%	False	False	76,520,752
100	245.01	226.32	18.69	7.7%	1.36	0.6%	89%	False	False	75,454,519
120	245.01	222.73	22.28	9.2%	1.35	0.6%	91%	False	False	75,249,468

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.29
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	248.61
2.618	246.68
1.618	245.50
1.000	244.77
0.618	244.32
HIGH	243.59
0.618	243.14
0.500	243.00
0.382	242.86
LOW	242.41
0.618	241.68
1.000	241.23
1.618	240.50
2.618	239.32
4.250	237.40

Fisher Pivots for day following 21-Jun-2017
Pivot	1 day	3 day
R1	243.00	243.57
PP	242.98	243.36
S1	242.97	243.16

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

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