SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Jun-2018

Day Change Summary
	Previous	Current
	20-Jun-2018	21-Jun-2018	Change	Change %	Previous Week
Open	276.27	275.96	-0.31	-0.1%	278.44
High	276.72	275.98	-0.74	-0.3%	279.48
Low	275.59	273.68	-1.91	-0.7%	275.35
Close	275.97	274.24	-1.73	-0.6%	277.13
Range	1.13	2.30	1.17	103.5%	4.13
ATR	2.28	2.28	0.00	0.1%	0.00
Volume	53,785,400	71,061,400	17,276,000	32.1%	407,431,204

Daily Pivots for day following 21-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	281.53	280.19	275.51
R3	279.23	277.89	274.87
R2	276.93	276.93	274.66
R1	275.59	275.59	274.45	275.11
PP	274.63	274.63	274.63	274.40
S1	273.29	273.29	274.03	272.81
S2	272.33	272.33	273.82
S3	270.03	270.99	273.61
S4	267.73	268.69	272.98

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	289.71	287.55	279.40
R3	285.58	283.42	278.27
R2	281.45	281.45	277.89
R1	279.29	279.29	277.51	278.31
PP	277.32	277.32	277.32	276.83
S1	275.16	275.16	276.75	274.18
S2	273.19	273.19	276.37
S3	269.06	271.03	275.99
S4	264.93	266.90	274.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	277.51	273.53	3.98	1.5%	1.91	0.7%	18%	False	False	79,067,461
10	279.48	273.53	5.95	2.2%	1.63	0.6%	12%	False	False	75,486,670
20	279.48	267.76	11.72	4.3%	1.83	0.7%	55%	False	False	73,493,610
40	279.48	259.05	20.43	7.4%	2.16	0.8%	74%	False	False	71,792,775
60	279.48	254.67	24.81	9.0%	2.76	1.0%	79%	False	False	82,265,845
80	280.41	254.67	25.74	9.4%	3.10	1.1%	76%	False	False	89,042,066
100	284.74	252.92	31.82	11.6%	3.55	1.3%	67%	False	False	101,759,232
120	286.63	252.92	33.71	12.3%	3.28	1.2%	63%	False	False	100,143,963

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	285.76
2.618	282.00
1.618	279.70
1.000	278.28
0.618	277.40
HIGH	275.98
0.618	275.10
0.500	274.83
0.382	274.56
LOW	273.68
0.618	272.26
1.000	271.38
1.618	269.96
2.618	267.66
4.250	263.91

Fisher Pivots for day following 21-Jun-2018
Pivot	1 day	3 day
R1	274.83	275.13
PP	274.63	274.83
S1	274.44	274.54

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

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