SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jun-2020

Day Change Summary
	Previous	Current
	04-Jun-2020	05-Jun-2020	Change	Change %	Previous Week
Open	311.11	317.23	6.12	2.0%	303.62
High	313.00	321.28	8.28	2.6%	321.28
Low	309.08	317.16	8.08	2.6%	303.06
Close	311.36	319.34	7.98	2.6%	319.34
Range	3.92	4.12	0.20	5.0%	18.22
ATR	5.90	6.19	0.29	4.9%	0.00
Volume	75,794,304	150,524,608	74,730,304	98.6%	449,933,320

Daily Pivots for day following 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	331.60	329.59	321.60
R3	327.49	325.47	320.47
R2	323.37	323.37	320.09
R1	321.36	321.36	319.72	322.37
PP	319.26	319.26	319.26	319.76
S1	317.24	317.24	318.96	318.25
S2	315.14	315.14	318.59
S3	311.03	313.13	318.21
S4	306.91	309.01	317.08

Weekly Pivots for week ending 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	369.20	362.49	329.36
R3	350.99	344.27	324.35
R2	332.77	332.77	322.68
R1	326.06	326.06	321.01	329.42
PP	314.56	314.56	314.56	316.24
S1	307.84	307.84	317.67	311.20
S2	296.34	296.34	316.00
S3	278.13	289.63	314.33
S4	259.91	271.41	309.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	321.28	303.06	18.22	5.7%	3.50	1.1%	89%	True	False	89,986,664
10	321.28	293.22	28.06	8.8%	4.34	1.4%	93%	True	False	91,769,381
20	321.28	272.99	48.29	15.1%	4.91	1.5%	96%	True	False	96,360,546
40	321.28	271.41	49.87	15.6%	5.22	1.6%	96%	True	False	103,398,715
60	321.28	218.26	103.02	32.3%	8.14	2.5%	98%	True	False	152,265,481
80	339.08	218.26	120.82	37.8%	8.24	2.6%	84%	False	False	160,134,539
100	339.08	218.26	120.82	37.8%	7.14	2.2%	84%	False	False	141,624,250
120	339.08	218.26	120.82	37.8%	6.26	2.0%	84%	False	False	128,146,178

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.17
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	338.76
2.618	332.05
1.618	327.93
1.000	325.39
0.618	323.82
HIGH	321.28
0.618	319.70
0.500	319.22
0.382	318.73
LOW	317.16
0.618	314.62
1.000	313.05
1.618	310.50
2.618	306.39
4.250	299.67

Fisher Pivots for day following 05-Jun-2020
Pivot	1 day	3 day
R1	319.30	317.95
PP	319.26	316.57
S1	319.22	315.18

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

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