SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Jun-2018

Day Change Summary
	Previous	Current
	31-May-2018	01-Jun-2018	Change	Change %	Previous Week
Open	272.15	272.41	0.26	0.1%	270.31
High	272.49	273.94	1.45	0.5%	273.94
Low	270.26	272.33	2.08	0.8%	267.76
Close	270.94	273.60	2.66	1.0%	273.60
Range	2.24	1.61	-0.63	-28.0%	6.18
ATR	2.88	2.88	0.01	0.3%	0.00
Volume	93,519,904	71,258,400	-22,261,504	-23.8%	350,365,304

Daily Pivots for day following 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	278.12	277.47	274.49
R3	276.51	275.86	274.04
R2	274.90	274.90	273.90
R1	274.25	274.25	273.75	274.58
PP	273.29	273.29	273.29	273.45
S1	272.64	272.64	273.45	272.97
S2	271.68	271.68	273.30
S3	270.07	271.03	273.16
S4	268.46	269.42	272.71

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	290.31	288.13	277.00
R3	284.13	281.95	275.30
R2	277.95	277.95	274.73
R1	275.77	275.77	274.17	276.86
PP	271.77	271.77	271.77	272.31
S1	269.59	269.59	273.03	270.68
S2	265.59	265.59	272.47
S3	259.41	263.41	271.90
S4	253.23	257.23	270.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	273.94	267.76	6.18	2.3%	2.25	0.8%	94%	True	False	81,348,000
10	274.25	267.76	6.49	2.4%	2.18	0.8%	90%	False	False	72,283,790
20	274.25	261.15	13.10	4.8%	2.25	0.8%	95%	False	False	69,038,560
40	274.25	258.00	16.25	5.9%	2.75	1.0%	96%	False	False	79,138,857
60	280.41	254.67	25.74	9.4%	3.30	1.2%	74%	False	False	90,580,785
80	280.41	252.92	27.49	10.0%	3.69	1.3%	75%	False	False	100,313,807
100	286.63	252.92	33.71	12.3%	3.61	1.3%	61%	False	False	105,359,743
120	286.63	252.92	33.71	12.3%	3.21	1.2%	61%	False	False	101,332,156

Crabel Price Patterns
NR	True
NR4	True
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	0.41
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	280.78
2.618	278.15
1.618	276.54
1.000	275.55
0.618	274.93
HIGH	273.94
0.618	273.32
0.500	273.14
0.382	272.95
LOW	272.33
0.618	271.34
1.000	270.72
1.618	269.73
2.618	268.12
4.250	265.49

Fisher Pivots for day following 01-Jun-2018
Pivot	1 day	3 day
R1	273.45	273.10
PP	273.29	272.60
S1	273.14	272.10

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

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