SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jun-2020

Day Change Summary
	Previous	Current
	02-Jun-2020	03-Jun-2020	Change	Change %	Previous Week
Open	306.55	310.24	3.69	1.2%	301.93
High	308.13	313.22	5.09	1.7%	306.84
Low	305.10	309.94	4.84	1.6%	295.46
Close	308.08	312.18	4.10	1.3%	304.32
Range	3.03	3.28	0.25	8.3%	11.38
ATR	6.13	6.06	-0.07	-1.2%	0.00
Volume	74,267,104	92,567,504	18,300,400	24.6%	403,802,296

Daily Pivots for day following 03-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	321.62	320.18	313.98
R3	318.34	316.90	313.08
R2	315.06	315.06	312.78
R1	313.62	313.62	312.48	314.34
PP	311.78	311.78	311.78	312.14
S1	310.34	310.34	311.88	311.06
S2	308.50	308.50	311.58
S3	305.22	307.06	311.28
S4	301.94	303.78	310.38

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	313.22	299.47	13.75	4.4%	3.91	1.3%	92%	True	False	86,729,580
10	313.22	293.22	20.00	6.4%	4.17	1.3%	95%	True	False	85,553,040
20	313.22	272.99	40.23	12.9%	4.88	1.6%	97%	True	False	92,488,750
40	313.22	264.89	48.33	15.5%	5.54	1.8%	98%	True	False	106,620,780
60	313.22	218.26	94.96	30.4%	8.44	2.7%	99%	True	False	157,374,507
80	339.08	218.26	120.82	38.7%	8.22	2.6%	78%	False	False	158,517,233
100	339.08	218.26	120.82	38.7%	7.10	2.3%	78%	False	False	140,364,254
120	339.08	218.26	120.82	38.7%	6.24	2.0%	78%	False	False	127,511,081

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.09
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	327.16
2.618	321.81
1.618	318.53
1.000	316.50
0.618	315.25
HIGH	313.22
0.618	311.97
0.500	311.58
0.382	311.19
LOW	309.94
0.618	307.91
1.000	306.66
1.618	304.63
2.618	301.35
4.250	296.00

Fisher Pivots for day following 03-Jun-2020
Pivot	1 day	3 day
R1	311.98	310.83
PP	311.78	309.49
S1	311.58	308.14

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

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