SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jun-2018

Day Change Summary
	Previous	Current
	25-Jun-2018	26-Jun-2018	Change	Change %	Previous Week
Open	273.44	271.64	-1.80	-0.7%	275.49
High	273.62	272.56	-1.06	-0.4%	276.72
Low	269.10	270.79	1.69	0.6%	273.53
Close	271.00	271.60	0.60	0.2%	274.74
Range	4.52	1.77	-2.75	-60.8%	3.19
ATR	2.47	2.42	-0.05	-2.0%	0.00
Volume	137,854,096	68,683,200	-69,170,896	-50.2%	331,907,804

Daily Pivots for day following 26-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	276.96	276.05	272.57
R3	275.19	274.28	272.09
R2	273.42	273.42	271.92
R1	272.51	272.51	271.76	272.08
PP	271.65	271.65	271.65	271.44
S1	270.74	270.74	271.44	270.31
S2	269.88	269.88	271.28
S3	268.11	268.97	271.11
S4	266.34	267.20	270.63

Weekly Pivots for week ending 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	284.57	282.84	276.49
R3	281.38	279.65	275.62
R2	278.19	278.19	275.32
R1	276.46	276.46	275.03	275.73
PP	275.00	275.00	275.00	274.63
S1	273.27	273.27	274.45	272.54
S2	271.81	271.81	274.16
S3	268.62	270.08	273.86
S4	265.43	266.89	272.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	276.72	269.10	7.62	2.8%	2.20	0.8%	33%	False	False	77,599,219
10	279.48	269.10	10.38	3.8%	2.01	0.7%	24%	False	False	81,465,480
20	279.48	269.10	10.38	3.8%	1.85	0.7%	24%	False	False	74,234,720
40	279.48	259.05	20.43	7.5%	2.15	0.8%	61%	False	False	73,197,312
60	279.48	256.60	22.88	8.4%	2.59	1.0%	66%	False	False	79,035,278
80	280.41	254.67	25.74	9.5%	2.99	1.1%	66%	False	False	86,858,358
100	280.41	252.92	27.49	10.1%	3.54	1.3%	68%	False	False	100,982,256
120	286.63	252.92	33.71	12.4%	3.30	1.2%	55%	False	False	100,064,095

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	280.08
2.618	277.19
1.618	275.42
1.000	274.33
0.618	273.65
HIGH	272.56
0.618	271.88
0.500	271.68
0.382	271.47
LOW	270.79
0.618	269.70
1.000	269.02
1.618	267.93
2.618	266.16
4.250	263.27

Fisher Pivots for day following 26-Jun-2018
Pivot	1 day	3 day
R1	271.68	272.44
PP	271.65	272.16
S1	271.63	271.88

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

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