SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Jun-2020

Day Change Summary
	Previous	Current
	08-Jun-2020	09-Jun-2020	Change	Change %	Previous Week
Open	320.30	320.30	0.00	0.0%	303.62
High	323.41	323.28	-0.13	0.0%	321.28
Low	319.63	319.36	-0.27	-0.1%	303.06
Close	323.20	320.79	-2.41	-0.7%	319.34
Range	3.78	3.92	0.14	3.8%	18.22
ATR	6.04	5.89	-0.15	-2.5%	0.00
Volume	73,641,200	77,479,200	3,838,000	5.2%	449,933,320

Daily Pivots for day following 09-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	332.92	330.78	322.95
R3	328.99	326.85	321.87
R2	325.07	325.07	321.51
R1	322.93	322.93	321.15	324.00
PP	321.14	321.14	321.14	321.68
S1	319.01	319.01	320.43	320.08
S2	317.22	317.22	320.07
S3	313.30	315.08	319.71
S4	309.37	311.16	318.63

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	323.41	309.08	14.33	4.5%	3.80	1.2%	82%	False	False	94,001,363
10	323.41	296.87	26.54	8.3%	4.20	1.3%	90%	False	False	91,590,461
20	323.41	272.99	50.42	15.7%	4.94	1.5%	95%	False	False	96,109,751
40	323.41	272.02	51.39	16.0%	5.11	1.6%	95%	False	False	99,548,683
60	323.41	218.26	105.15	32.8%	7.57	2.4%	98%	False	False	142,754,376
80	339.08	218.26	120.82	37.7%	8.29	2.6%	85%	False	False	160,792,362
100	339.08	218.26	120.82	37.7%	7.18	2.2%	85%	False	False	141,784,526
120	339.08	218.26	120.82	37.7%	6.28	2.0%	85%	False	False	128,035,661

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	339.97
2.618	333.56
1.618	329.64
1.000	327.21
0.618	325.71
HIGH	323.28
0.618	321.79
0.500	321.32
0.382	320.86
LOW	319.36
0.618	316.93
1.000	315.44
1.618	313.01
2.618	309.08
4.250	302.68

Fisher Pivots for day following 09-Jun-2020
Pivot	1 day	3 day
R1	321.32	320.62
PP	321.14	320.45
S1	320.97	320.29

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

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