SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Jun-2018

Day Change Summary
	Previous	Current
	01-Jun-2018	04-Jun-2018	Change	Change %	Previous Week
Open	272.41	274.53	2.12	0.8%	270.31
High	273.94	275.19	1.25	0.5%	273.94
Low	272.33	274.26	1.93	0.7%	267.76
Close	273.60	274.90	1.30	0.5%	273.60
Range	1.61	0.93	-0.69	-42.5%	6.18
ATR	2.88	2.79	-0.09	-3.2%	0.00
Volume	71,258,400	45,385,100	-25,873,300	-36.3%	350,365,304

Daily Pivots for day following 04-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	277.56	277.15	275.41
R3	276.63	276.23	275.15
R2	275.71	275.71	275.07
R1	275.30	275.30	274.98	275.51
PP	274.78	274.78	274.78	274.88
S1	274.38	274.38	274.82	274.58
S2	273.86	273.86	274.73
S3	272.93	273.45	274.65
S4	272.01	272.53	274.39

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	275.19	267.76	7.43	2.7%	2.17	0.8%	96%	True	False	79,150,080
10	275.19	267.76	7.43	2.7%	2.16	0.8%	96%	True	False	70,385,510
20	275.19	265.15	10.04	3.7%	2.02	0.7%	97%	True	False	66,746,715
40	275.19	259.05	16.14	5.9%	2.60	0.9%	98%	True	False	75,785,454
60	280.41	254.67	25.74	9.4%	3.29	1.2%	79%	False	False	90,222,185
80	280.41	252.92	27.49	10.0%	3.64	1.3%	80%	False	False	98,788,920
100	286.63	252.92	33.71	12.3%	3.61	1.3%	65%	False	False	105,241,055
120	286.63	252.92	33.71	12.3%	3.21	1.2%	65%	False	False	101,072,333

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.40
Narrowest range in 107 trading days

Fibonacci Retracements and Extensions
4.250	279.12
2.618	277.61
1.618	276.68
1.000	276.11
0.618	275.76
HIGH	275.19
0.618	274.83
0.500	274.72
0.382	274.61
LOW	274.26
0.618	273.69
1.000	273.34
1.618	272.76
2.618	271.84
4.250	270.33

Fisher Pivots for day following 04-Jun-2018
Pivot	1 day	3 day
R1	274.84	274.17
PP	274.78	273.45
S1	274.72	272.72

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

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