SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Jun-2020

Day Change Summary
	Previous	Current
	03-Jun-2020	04-Jun-2020	Change	Change %	Previous Week
Open	310.24	311.11	0.87	0.3%	301.93
High	313.22	313.00	-0.22	-0.1%	306.84
Low	309.94	309.08	-0.86	-0.3%	295.46
Close	312.18	311.36	-0.82	-0.3%	304.32
Range	3.28	3.92	0.64	19.5%	11.38
ATR	6.06	5.90	-0.15	-2.5%	0.00
Volume	92,567,504	75,794,304	-16,773,200	-18.1%	403,802,296

Daily Pivots for day following 04-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	322.91	321.05	313.52
R3	318.99	317.13	312.44
R2	315.07	315.07	312.08
R1	313.21	313.21	311.72	314.14
PP	311.15	311.15	311.15	311.61
S1	309.29	309.29	311.00	310.22
S2	307.23	307.23	310.64
S3	303.31	305.37	310.28
S4	299.39	301.45	309.20

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%	3.77	1.2%	86%	False	False	83,734,881
10	313.22	293.22	20.00	6.4%	4.33	1.4%	91%	False	False	84,546,311
20	313.22	272.99	40.23	12.9%	4.84	1.6%	95%	False	False	92,596,835
40	313.22	265.25	47.97	15.4%	5.38	1.7%	96%	False	False	103,479,960
60	313.22	218.26	94.96	30.5%	8.25	2.7%	98%	False	False	154,030,346
80	339.08	218.26	120.82	38.8%	8.22	2.6%	77%	False	False	158,938,787
100	339.08	218.26	120.82	38.8%	7.12	2.3%	77%	False	False	140,591,624
120	339.08	218.26	120.82	38.8%	6.26	2.0%	77%	False	False	127,696,688

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.25
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	329.66
2.618	323.26
1.618	319.34
1.000	316.92
0.618	315.42
HIGH	313.00
0.618	311.50
0.500	311.04
0.382	310.58
LOW	309.08
0.618	306.66
1.000	305.16
1.618	302.74
2.618	298.82
4.250	292.42

Fisher Pivots for day following 04-Jun-2020
Pivot	1 day	3 day
R1	311.25	310.63
PP	311.15	309.89
S1	311.04	309.16

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

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