SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Jun-2017

Day Change Summary
	Previous	Current
	28-Jun-2017	29-Jun-2017	Change	Change %	Previous Week
Open	242.50	243.66	1.16	0.5%	243.59
High	243.71	243.72	0.01	0.0%	244.73
Low	242.23	239.96	-2.27	-0.9%	242.41
Close	243.49	241.35	-2.14	-0.9%	243.13
Range	1.48	3.76	2.28	154.1%	2.32
ATR	1.53	1.69	0.16	10.4%	0.00
Volume	70,042,600	106,949,696	36,907,096	52.7%	289,142,400

Daily Pivots for day following 29-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	252.96	250.91	243.42
R3	249.20	247.15	242.38
R2	245.44	245.44	242.04
R1	243.39	243.39	241.69	242.54
PP	241.68	241.68	241.68	241.25
S1	239.63	239.63	241.01	238.78
S2	237.92	237.92	240.66
S3	234.16	235.87	240.32
S4	230.40	232.11	239.28

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	239.96	4.42	1.8%	1.94	0.8%	31%	False	True	76,585,419
10	244.73	239.96	4.77	2.0%	1.55	0.6%	29%	False	True	68,963,569
20	245.01	239.96	5.05	2.1%	1.43	0.6%	28%	False	True	70,848,464
40	245.01	235.43	9.58	4.0%	1.31	0.5%	62%	False	False	69,583,374
60	245.01	232.51	12.50	5.2%	1.38	0.6%	71%	False	False	73,138,137
80	245.01	231.61	13.40	5.6%	1.43	0.6%	73%	False	False	75,373,748
100	245.01	228.31	16.70	6.9%	1.39	0.6%	78%	False	False	75,297,807
120	245.01	224.96	20.05	8.3%	1.36	0.6%	82%	False	False	74,827,226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 70 trading days

Fibonacci Retracements and Extensions
4.250	259.70
2.618	253.56
1.618	249.80
1.000	247.48
0.618	246.04
HIGH	243.72
0.618	242.28
0.500	241.84
0.382	241.40
LOW	239.96
0.618	237.64
1.000	236.20
1.618	233.88
2.618	230.12
4.250	223.98

Fisher Pivots for day following 29-Jun-2017
Pivot	1 day	3 day
R1	241.84	241.84
PP	241.68	241.68
S1	241.51	241.51

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

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