SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jun-2020

Day Change Summary
	Previous	Current
	10-Jun-2020	11-Jun-2020	Change	Change %	Previous Week
Open	321.42	311.46	-9.96	-3.1%	303.62
High	322.39	312.15	-10.24	-3.2%	321.28
Low	318.22	300.01	-18.21	-5.7%	303.06
Close	319.00	300.61	-18.39	-5.8%	319.34
Range	4.17	12.14	7.97	191.2%	18.22
ATR	5.77	6.71	0.94	16.4%	0.00
Volume	95,000,704	209,243,504	114,242,800	120.3%	449,933,320

Daily Pivots for day following 11-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	340.68	332.78	307.29
R3	328.54	320.64	303.95
R2	316.40	316.40	302.84
R1	308.50	308.50	301.72	306.38
PP	304.26	304.26	304.26	303.20
S1	296.36	296.36	299.50	294.24
S2	292.12	292.12	298.38
S3	279.98	284.22	297.27
S4	267.84	272.08	293.93

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	300.01	23.40	7.8%	5.63	1.9%	3%	False	True	121,177,843
10	323.41	299.47	23.94	8.0%	4.70	1.6%	5%	False	False	102,456,362
20	323.41	272.99	50.42	16.8%	4.96	1.6%	55%	False	False	99,292,371
40	323.41	272.02	51.39	17.1%	5.08	1.7%	56%	False	False	100,756,831
60	323.41	218.26	105.15	35.0%	7.20	2.4%	78%	False	False	138,503,272
80	339.08	218.26	120.82	40.2%	8.45	2.8%	68%	False	False	163,071,356
100	339.08	218.26	120.82	40.2%	7.32	2.4%	68%	False	False	143,328,005
120	339.08	218.26	120.82	40.2%	6.41	2.1%	68%	False	False	129,659,932

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.00
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	363.75
2.618	343.93
1.618	331.79
1.000	324.29
0.618	319.65
HIGH	312.15
0.618	307.51
0.500	306.08
0.382	304.65
LOW	300.01
0.618	292.51
1.000	287.87
1.618	280.37
2.618	268.23
4.250	248.42

Fisher Pivots for day following 11-Jun-2020
Pivot	1 day	3 day
R1	306.08	311.65
PP	304.26	307.97
S1	302.43	304.29

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

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