SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jun-2019

Day Change Summary
	Previous	Current
	25-Jun-2019	26-Jun-2019	Change	Change %	Previous Week
Open	293.70	291.75	-1.95	-0.7%	289.52
High	293.73	292.31	-1.42	-0.5%	296.31
Low	290.64	290.35	-0.30	-0.1%	289.18
Close	290.76	290.47	-0.29	-0.1%	294.00
Range	3.09	1.97	-1.13	-36.4%	7.13
ATR	2.82	2.76	-0.06	-2.2%	0.00
Volume	82,028,600	51,584,900	-30,443,700	-37.1%	403,194,204

Daily Pivots for day following 26-Jun-2019
	Classic	Woodie	Camarilla	DeMark
R4	296.94	295.67	291.55
R3	294.97	293.70	291.01
R2	293.01	293.01	290.83
R1	291.74	291.74	290.65	291.39
PP	291.04	291.04	291.04	290.87
S1	289.77	289.77	290.29	289.43
S2	289.08	289.08	290.11
S3	287.11	287.81	289.93
S4	285.15	285.84	289.39

Weekly Pivots for week ending 21-Jun-2019
	Classic	Woodie	Camarilla	DeMark
R4	314.55	311.40	297.92
R3	307.42	304.28	295.96
R2	300.29	300.29	295.31
R1	297.15	297.15	294.65	298.72
PP	293.16	293.16	293.16	293.95
S1	290.02	290.02	293.35	291.59
S2	286.03	286.03	292.69
S3	278.90	282.89	292.04
S4	271.78	275.76	290.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	296.31	290.35	5.96	2.1%	2.22	0.8%	2%	False	True	76,215,120
10	296.31	288.41	7.90	2.7%	1.98	0.7%	26%	False	False	68,566,020
20	296.31	273.09	23.22	8.0%	2.34	0.8%	75%	False	False	69,505,755
40	296.31	273.09	23.22	8.0%	2.84	1.0%	75%	False	False	77,030,223
60	296.31	273.09	23.22	8.0%	2.44	0.8%	75%	False	False	70,213,251
80	296.31	272.42	23.89	8.2%	2.45	0.8%	76%	False	False	72,288,977
100	296.31	267.83	28.48	9.8%	2.38	0.8%	79%	False	False	72,544,262
120	296.31	247.17	49.14	16.9%	2.51	0.9%	88%	False	False	75,981,947

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	False
Stretch	0.46
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	300.66
2.618	297.45
1.618	295.49
1.000	294.28
0.618	293.52
HIGH	292.31
0.618	291.56
0.500	291.33
0.382	291.10
LOW	290.35
0.618	289.13
1.000	288.38
1.618	287.17
2.618	285.20
4.250	281.99

Fisher Pivots for day following 26-Jun-2019
Pivot	1 day	3 day
R1	291.33	292.46
PP	291.04	291.80
S1	290.76	291.13

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

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