SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jun-2017

Day Change Summary
	Previous	Current
	22-Jun-2017	23-Jun-2017	Change	Change %	Previous Week
Open	242.96	242.91	-0.05	0.0%	243.59
High	243.53	243.51	-0.02	0.0%	244.73
Low	242.64	242.47	-0.17	-0.1%	242.41
Close	242.84	243.13	0.29	0.1%	243.13
Range	0.89	1.04	0.15	16.9%	2.32
ATR	1.46	1.43	-0.03	-2.0%	0.00
Volume	44,148,000	66,986,800	22,838,800	51.7%	289,142,400

Daily Pivots for day following 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	246.16	245.68	243.70
R3	245.12	244.64	243.42
R2	244.08	244.08	243.32
R1	243.60	243.60	243.23	243.84
PP	243.04	243.04	243.04	243.16
S1	242.56	242.56	243.03	242.80
S2	242.00	242.00	242.94
S3	240.96	241.52	242.84
S4	239.92	240.48	242.56

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	250.38	249.08	244.41
R3	248.06	246.76	243.77
R2	245.74	245.74	243.56
R1	244.44	244.44	243.34	243.93
PP	243.42	243.42	243.42	243.17
S1	242.12	242.12	242.92	241.61
S2	241.10	241.10	242.70
S3	238.78	239.80	242.49
S4	236.46	237.48	241.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	244.73	242.41	2.32	1.0%	1.13	0.5%	31%	False	False	57,828,480
10	244.87	241.63	3.24	1.3%	1.20	0.5%	46%	False	False	66,493,750
20	245.01	240.64	4.37	1.8%	1.20	0.5%	57%	False	False	67,180,935
40	245.01	235.43	9.58	3.9%	1.19	0.5%	80%	False	False	68,208,084
60	245.01	232.51	12.50	5.1%	1.32	0.5%	85%	False	False	72,413,854
80	245.01	231.61	13.40	5.5%	1.38	0.6%	86%	False	False	74,833,437
100	245.01	226.82	18.19	7.5%	1.35	0.6%	90%	False	False	75,009,687
120	245.01	223.88	21.13	8.7%	1.34	0.6%	91%	False	False	74,861,472

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	0.21
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	247.93
2.618	246.23
1.618	245.19
1.000	244.55
0.618	244.15
HIGH	243.51
0.618	243.11
0.500	242.99
0.382	242.87
LOW	242.47
0.618	241.83
1.000	241.43
1.618	240.79
2.618	239.75
4.250	238.05

Fisher Pivots for day following 23-Jun-2017
Pivot	1 day	3 day
R1	243.08	243.09
PP	243.04	243.04
S1	242.99	243.00

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

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