SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jun-2018

Day Change Summary
	Previous	Current
	04-Jun-2018	05-Jun-2018	Change	Change %	Previous Week
Open	274.53	275.05	0.52	0.2%	270.31
High	275.19	275.53	0.35	0.1%	273.94
Low	274.26	274.18	-0.08	0.0%	267.76
Close	274.90	275.10	0.20	0.1%	273.60
Range	0.93	1.35	0.43	45.9%	6.18
ATR	2.79	2.69	-0.10	-3.7%	0.00
Volume	45,385,100	51,135,000	5,749,900	12.7%	350,365,304

Daily Pivots for day following 05-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	278.99	278.39	275.84
R3	277.64	277.04	275.47
R2	276.29	276.29	275.35
R1	275.69	275.69	275.22	275.99
PP	274.94	274.94	274.94	275.09
S1	274.34	274.34	274.98	274.64
S2	273.59	273.59	274.85
S3	272.24	272.99	274.73
S4	270.89	271.64	274.36

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	275.53	270.26	5.28	1.9%	1.76	0.6%	92%	True	False	66,195,360
10	275.53	267.76	7.77	2.8%	2.04	0.7%	94%	True	False	69,696,430
20	275.53	265.15	10.38	3.8%	1.99	0.7%	96%	True	False	66,538,220
40	275.53	259.05	16.48	6.0%	2.51	0.9%	97%	True	False	74,427,757
60	280.41	254.67	25.74	9.4%	3.25	1.2%	79%	False	False	89,180,680
80	280.41	252.92	27.49	10.0%	3.53	1.3%	81%	False	False	96,347,489
100	286.63	252.92	33.71	12.3%	3.61	1.3%	66%	False	False	105,056,662
120	286.63	252.92	33.71	12.3%	3.21	1.2%	66%	False	False	100,806,146

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	281.27
2.618	279.06
1.618	277.71
1.000	276.88
0.618	276.36
HIGH	275.53
0.618	275.01
0.500	274.86
0.382	274.70
LOW	274.18
0.618	273.35
1.000	272.83
1.618	272.00
2.618	270.65
4.250	268.44

Fisher Pivots for day following 05-Jun-2018
Pivot	1 day	3 day
R1	275.02	274.71
PP	274.94	274.32
S1	274.86	273.93

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

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