SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jun-2017

Day Change Summary
	Previous	Current
	29-Jun-2017	30-Jun-2017	Change	Change %	Previous Week
Open	243.66	242.28	-1.38	-0.6%	243.90
High	243.72	242.71	-1.01	-0.4%	244.38
Low	239.96	241.57	1.61	0.7%	239.96
Close	241.35	241.80	0.45	0.2%	241.80
Range	3.76	1.14	-2.62	-69.7%	4.42
ATR	1.69	1.67	-0.02	-1.4%	0.00
Volume	106,949,696	86,820,600	-20,129,096	-18.8%	402,760,896

Daily Pivots for day following 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	245.45	244.76	242.43
R3	244.31	243.62	242.11
R2	243.17	243.17	242.01
R1	242.48	242.48	241.90	242.26
PP	242.03	242.03	242.03	241.91
S1	241.34	241.34	241.70	241.12
S2	240.89	240.89	241.59
S3	239.75	240.20	241.49
S4	238.61	239.06	241.17

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	255.31	252.97	244.23
R3	250.89	248.55	243.02
R2	246.47	246.47	242.61
R1	244.13	244.13	242.21	243.09
PP	242.05	242.05	242.05	241.53
S1	239.71	239.71	241.39	238.67
S2	237.63	237.63	240.99
S3	233.21	235.29	240.58
S4	228.79	230.87	239.37

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%	1.96	0.8%	42%	False	False	80,552,179
10	244.73	239.96	4.77	2.0%	1.54	0.6%	39%	False	False	69,190,329
20	245.01	239.96	5.05	2.1%	1.43	0.6%	36%	False	False	70,756,190
40	245.01	235.43	9.58	4.0%	1.31	0.5%	66%	False	False	70,217,322
60	245.01	232.51	12.50	5.2%	1.35	0.6%	74%	False	False	72,771,804
80	245.01	231.61	13.40	5.5%	1.43	0.6%	76%	False	False	75,481,897
100	245.01	228.31	16.70	6.9%	1.39	0.6%	81%	False	False	75,586,702
120	245.01	224.96	20.05	8.3%	1.37	0.6%	84%	False	False	75,159,568

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	247.56
2.618	245.69
1.618	244.55
1.000	243.85
0.618	243.41
HIGH	242.71
0.618	242.27
0.500	242.14
0.382	242.01
LOW	241.57
0.618	240.87
1.000	240.43
1.618	239.73
2.618	238.59
4.250	236.73

Fisher Pivots for day following 30-Jun-2017
Pivot	1 day	3 day
R1	242.14	241.84
PP	242.03	241.83
S1	241.91	241.81

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

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