SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jun-2017

Day Change Summary
	Previous	Current
	27-Jun-2017	28-Jun-2017	Change	Change %	Previous Week
Open	243.04	242.50	-0.54	-0.2%	243.59
High	243.38	243.71	0.33	0.1%	244.73
Low	241.31	242.23	0.92	0.4%	242.41
Close	241.33	243.49	2.16	0.9%	243.13
Range	2.07	1.48	-0.59	-28.5%	2.32
ATR	1.47	1.53	0.07	4.4%	0.00
Volume	82,247,600	70,042,600	-12,205,000	-14.8%	289,142,400

Daily Pivots for day following 28-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	247.58	247.02	244.30
R3	246.10	245.54	243.90
R2	244.62	244.62	243.76
R1	244.06	244.06	243.63	244.34
PP	243.14	243.14	243.14	243.29
S1	242.58	242.58	243.35	242.86
S2	241.66	241.66	243.22
S3	240.18	241.10	243.08
S4	238.70	239.62	242.68

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%	1.36	0.6%	71%	False	False	64,025,080
10	244.73	241.31	3.42	1.4%	1.33	0.5%	64%	False	False	64,915,080
20	245.01	241.31	3.70	1.5%	1.33	0.5%	59%	False	False	68,949,080
40	245.01	235.43	9.58	3.9%	1.24	0.5%	84%	False	False	68,738,074
60	245.01	232.51	12.50	5.1%	1.33	0.5%	88%	False	False	72,296,744
80	245.01	231.61	13.40	5.5%	1.40	0.6%	89%	False	False	74,850,673
100	245.01	228.31	16.70	6.9%	1.36	0.6%	91%	False	False	74,806,211
120	245.01	224.96	20.05	8.2%	1.35	0.6%	92%	False	False	74,532,311

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	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	250.00
2.618	247.58
1.618	246.10
1.000	245.19
0.618	244.62
HIGH	243.71
0.618	243.14
0.500	242.97
0.382	242.80
LOW	242.23
0.618	241.32
1.000	240.75
1.618	239.84
2.618	238.36
4.250	235.94

Fisher Pivots for day following 28-Jun-2017
Pivot	1 day	3 day
R1	243.32	243.28
PP	243.14	243.06
S1	242.97	242.85

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

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