SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jun-2019

Day Change Summary
	Previous	Current
	11-Jun-2019	12-Jun-2019	Change	Change %	Previous Week
Open	290.99	288.64	-2.35	-0.8%	275.31
High	291.40	289.26	-2.14	-0.7%	288.85
Low	288.18	287.82	-0.37	-0.1%	273.09
Close	288.90	288.39	-0.51	-0.2%	287.65
Range	3.22	1.45	-1.77	-55.1%	15.76
ATR	3.48	3.34	-0.15	-4.2%	0.00
Volume	58,641,300	47,096,300	-11,545,000	-19.7%	388,531,904

Daily Pivots for day following 12-Jun-2019
	Classic	Woodie	Camarilla	DeMark
R4	292.82	292.05	289.18
R3	291.38	290.61	288.79
R2	289.93	289.93	288.65
R1	289.16	289.16	288.52	288.83
PP	288.49	288.49	288.49	288.32
S1	287.72	287.72	288.26	287.38
S2	287.04	287.04	288.13
S3	285.60	286.27	287.99
S4	284.15	284.83	287.60

Weekly Pivots for week ending 07-Jun-2019
	Classic	Woodie	Camarilla	DeMark
R4	330.48	324.82	296.32
R3	314.72	309.06	291.98
R2	298.96	298.96	290.54
R1	293.30	293.30	289.09	296.13
PP	283.20	283.20	283.20	284.61
S1	277.54	277.54	286.21	280.37
S2	267.44	267.44	284.76
S3	251.68	261.78	283.32
S4	235.92	246.02	278.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	291.40	282.57	8.83	3.1%	2.54	0.9%	66%	False	False	62,047,820
10	291.40	273.09	18.31	6.3%	2.70	0.9%	84%	False	False	70,445,490
20	291.40	273.09	18.31	6.3%	2.75	1.0%	84%	False	False	71,930,650
40	294.95	273.09	21.86	7.6%	2.81	1.0%	70%	False	False	74,111,867
60	294.95	273.09	21.86	7.6%	2.61	0.9%	70%	False	False	72,436,510
80	294.95	272.42	22.53	7.8%	2.47	0.9%	71%	False	False	72,661,980
100	294.95	260.66	34.29	11.9%	2.49	0.9%	81%	False	False	74,883,330
120	294.95	233.76	61.19	21.2%	2.95	1.0%	89%	False	False	85,625,786

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.67
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	295.40
2.618	293.04
1.618	291.60
1.000	290.71
0.618	290.15
HIGH	289.26
0.618	288.71
0.500	288.54
0.382	288.37
LOW	287.82
0.618	286.92
1.000	286.37
1.618	285.48
2.618	284.03
4.250	281.67

Fisher Pivots for day following 12-Jun-2019
Pivot	1 day	3 day
R1	288.54	289.61
PP	288.49	289.20
S1	288.44	288.80

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

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