SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Jun-2020

Day Change Summary
	Previous	Current
	01-Jun-2020	02-Jun-2020	Change	Change %	Previous Week
Open	303.62	306.55	2.93	1.0%	301.93
High	306.21	308.13	1.93	0.6%	306.84
Low	303.06	305.10	2.04	0.7%	295.46
Close	305.55	308.08	2.53	0.8%	304.32
Range	3.15	3.03	-0.12	-3.7%	11.38
ATR	6.37	6.13	-0.24	-3.7%	0.00
Volume	56,779,800	74,267,104	17,487,304	30.8%	403,802,296

Daily Pivots for day following 02-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	316.19	315.17	309.75
R3	313.16	312.14	308.91
R2	310.13	310.13	308.64
R1	309.11	309.11	308.36	309.62
PP	307.10	307.10	307.10	307.36
S1	306.08	306.08	307.80	306.59
S2	304.07	304.07	307.52
S3	301.04	303.05	307.25
S4	298.01	300.02	306.41

Weekly Pivots for week ending 29-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	336.33	331.70	310.58
R3	324.96	320.33	307.45
R2	313.58	313.58	306.41
R1	308.95	308.95	305.36	311.27
PP	302.21	302.21	302.21	303.37
S1	297.58	297.58	303.28	299.89
S2	290.83	290.83	302.23
S3	279.46	286.20	301.19
S4	268.08	274.83	298.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	308.13	296.87	11.26	3.7%	4.59	1.5%	100%	True	False	89,179,560
10	308.13	291.95	16.18	5.3%	4.26	1.4%	100%	True	False	85,815,220
20	308.13	272.99	35.14	11.4%	4.99	1.6%	100%	True	False	91,838,870
40	308.13	248.17	59.96	19.5%	5.93	1.9%	100%	True	False	109,008,123
60	308.13	218.26	89.87	29.2%	8.56	2.8%	100%	True	False	160,988,671
80	339.08	218.26	120.82	39.2%	8.21	2.7%	74%	False	False	158,161,882
100	339.08	218.26	120.82	39.2%	7.08	2.3%	74%	False	False	139,924,275
120	339.08	218.26	120.82	39.2%	6.23	2.0%	74%	False	False	127,182,244

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.25
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	321.01
2.618	316.06
1.618	313.03
1.000	311.16
0.618	310.00
HIGH	308.13
0.618	306.97
0.500	306.62
0.382	306.26
LOW	305.10
0.618	303.23
1.000	302.07
1.618	300.20
2.618	297.17
4.250	292.22

Fisher Pivots for day following 02-Jun-2020
Pivot	1 day	3 day
R1	307.59	306.65
PP	307.10	305.23
S1	306.62	303.80

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

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