SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jun-2018

Day Change Summary
	Previous	Current
	06-Jun-2018	07-Jun-2018	Change	Change %	Previous Week
Open	275.79	277.95	2.16	0.8%	270.31
High	277.52	278.28	0.76	0.3%	273.94
Low	275.09	276.34	1.25	0.5%	267.76
Close	277.40	277.37	-0.03	0.0%	273.60
Range	2.43	1.94	-0.49	-20.2%	6.18
ATR	2.67	2.62	-0.05	-2.0%	0.00
Volume	62,732,200	72,969,400	10,237,200	16.3%	350,365,304

Daily Pivots for day following 07-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	283.15	282.20	278.44
R3	281.21	280.26	277.90
R2	279.27	279.27	277.73
R1	278.32	278.32	277.55	277.83
PP	277.33	277.33	277.33	277.08
S1	276.38	276.38	277.19	275.89
S2	275.39	275.39	277.01
S3	273.45	274.44	276.84
S4	271.51	272.50	276.30

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	278.28	272.33	5.95	2.1%	1.65	0.6%	85%	True	False	60,696,020
10	278.28	267.76	10.52	3.8%	2.03	0.7%	91%	True	False	71,500,550
20	278.28	267.76	10.52	3.8%	1.96	0.7%	91%	True	False	66,965,035
40	278.28	259.05	19.23	6.9%	2.49	0.9%	95%	True	False	72,902,450
60	278.28	254.67	23.61	8.5%	3.22	1.2%	96%	True	False	88,710,813
80	280.41	254.67	25.74	9.3%	3.38	1.2%	88%	False	False	92,702,493
100	286.63	252.92	33.71	12.2%	3.62	1.3%	73%	False	False	104,881,904
120	286.63	252.92	33.71	12.2%	3.23	1.2%	73%	False	False	100,369,483

Crabel Price Patterns
NR	True
NR4	False
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	True
Stretch	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	286.53
2.618	283.36
1.618	281.42
1.000	280.22
0.618	279.48
HIGH	278.28
0.618	277.54
0.500	277.31
0.382	277.08
LOW	276.34
0.618	275.14
1.000	274.40
1.618	273.20
2.618	271.26
4.250	268.10

Fisher Pivots for day following 07-Jun-2018
Pivot	1 day	3 day
R1	277.35	276.99
PP	277.33	276.61
S1	277.31	276.23

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

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