SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jun-2020

Day Change Summary
	Previous	Current
	11-Jun-2020	12-Jun-2020	Change	Change %	Previous Week
Open	311.46	308.24	-3.22	-1.0%	320.30
High	312.15	309.08	-3.07	-1.0%	323.41
Low	300.01	298.60	-1.41	-0.5%	298.60
Close	300.61	304.21	3.60	1.2%	304.21
Range	12.14	10.48	-1.66	-13.7%	24.81
ATR	6.71	6.98	0.27	4.0%	0.00
Volume	209,243,504	194,678,800	-14,564,704	-7.0%	650,043,408

Daily Pivots for day following 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	335.40	330.29	309.97
R3	324.92	319.81	307.09
R2	314.44	314.44	306.13
R1	309.33	309.33	305.17	306.65
PP	303.96	303.96	303.96	302.62
S1	298.85	298.85	303.25	296.17
S2	293.48	293.48	302.29
S3	283.00	288.37	301.33
S4	272.52	277.89	298.45

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	383.17	368.50	317.86
R3	358.36	343.69	311.03
R2	333.55	333.55	308.76
R1	318.88	318.88	306.48	313.81
PP	308.74	308.74	308.74	306.21
S1	294.07	294.07	301.94	289.00
S2	283.93	283.93	299.66
S3	259.12	269.26	297.39
S4	234.31	244.45	290.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	323.41	298.60	24.81	8.2%	6.90	2.3%	23%	False	True	130,008,681
10	323.41	298.60	24.81	8.2%	5.20	1.7%	23%	False	True	109,997,672
20	323.41	281.34	42.07	13.8%	4.87	1.6%	54%	False	False	102,927,421
40	323.41	272.02	51.39	16.9%	5.23	1.7%	63%	False	False	102,328,843
60	323.41	218.26	105.15	34.6%	7.03	2.3%	82%	False	False	136,287,968
80	338.64	218.26	120.38	39.6%	8.56	2.8%	71%	False	False	164,894,659
100	339.08	218.26	120.82	39.7%	7.41	2.4%	71%	False	False	144,497,369
120	339.08	218.26	120.82	39.7%	6.48	2.1%	71%	False	False	130,570,686

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.84
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	353.62
2.618	336.52
1.618	326.04
1.000	319.56
0.618	315.56
HIGH	309.08
0.618	305.08
0.500	303.84
0.382	302.60
LOW	298.60
0.618	292.12
1.000	288.12
1.618	281.64
2.618	271.16
4.250	254.06

Fisher Pivots for day following 12-Jun-2020
Pivot	1 day	3 day
R1	304.09	310.50
PP	303.96	308.40
S1	303.84	306.31

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

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