SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jun-2017

Day Change Summary
	Previous	Current
	26-Jun-2017	27-Jun-2017	Change	Change %	Previous Week
Open	243.90	243.04	-0.86	-0.4%	243.59
High	244.38	243.38	-1.00	-0.4%	244.73
Low	243.04	241.31	-1.73	-0.7%	242.41
Close	243.29	241.33	-1.96	-0.8%	243.13
Range	1.34	2.07	0.73	54.5%	2.32
ATR	1.42	1.47	0.05	3.3%	0.00
Volume	56,700,400	82,247,600	25,547,200	45.1%	289,142,400

Daily Pivots for day following 27-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	248.22	246.84	242.47
R3	246.15	244.77	241.90
R2	244.08	244.08	241.71
R1	242.70	242.70	241.52	242.36
PP	242.01	242.01	242.01	241.83
S1	240.63	240.63	241.14	240.29
S2	239.94	239.94	240.95
S3	237.87	238.56	240.76
S4	235.80	236.49	240.19

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	244.38	241.31	3.07	1.3%	1.30	0.5%	1%	False	True	61,212,060
10	244.87	241.31	3.56	1.5%	1.34	0.6%	1%	False	True	65,771,050
20	245.01	240.64	4.37	1.8%	1.32	0.5%	16%	False	False	70,036,750
40	245.01	235.43	9.58	4.0%	1.22	0.5%	62%	False	False	68,421,402
60	245.01	232.51	12.50	5.2%	1.34	0.6%	71%	False	False	72,555,141
80	245.01	231.61	13.40	5.6%	1.39	0.6%	73%	False	False	74,667,534
100	245.01	228.31	16.70	6.9%	1.35	0.6%	78%	False	False	74,911,416
120	245.01	224.96	20.05	8.3%	1.34	0.6%	82%	False	False	74,601,781

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	252.18
2.618	248.80
1.618	246.73
1.000	245.45
0.618	244.66
HIGH	243.38
0.618	242.59
0.500	242.35
0.382	242.10
LOW	241.31
0.618	240.03
1.000	239.24
1.618	237.96
2.618	235.89
4.250	232.51

Fisher Pivots for day following 27-Jun-2017
Pivot	1 day	3 day
R1	242.35	242.85
PP	242.01	242.34
S1	241.67	241.84

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

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