SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jun-2020

Day Change Summary
	Previous	Current
	16-Jun-2020	17-Jun-2020	Change	Change %	Previous Week
Open	315.48	314.07	-1.41	-0.4%	320.30
High	315.64	314.39	-1.25	-0.4%	323.41
Low	307.67	310.86	3.19	1.0%	298.60
Close	312.96	311.66	-1.30	-0.4%	304.21
Range	7.97	3.53	-4.44	-55.7%	24.81
ATR	7.40	7.12	-0.28	-3.7%	0.00
Volume	137,627,504	83,398,896	-54,228,608	-39.4%	650,043,408

Daily Pivots for day following 17-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	322.89	320.81	313.60
R3	319.36	317.28	312.63
R2	315.83	315.83	312.31
R1	313.75	313.75	311.98	313.03
PP	312.30	312.30	312.30	311.94
S1	310.22	310.22	311.34	309.50
S2	308.77	308.77	311.01
S3	305.24	306.69	310.69
S4	301.71	303.16	309.72

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	315.64	296.74	18.90	6.1%	9.13	2.9%	79%	False	False	152,146,281
10	323.41	296.74	26.67	8.6%	6.56	2.1%	56%	False	False	123,317,142
20	323.41	293.22	30.19	9.7%	5.36	1.7%	61%	False	False	104,435,091
40	323.41	272.99	50.42	16.2%	5.40	1.7%	77%	False	False	101,919,583
60	323.41	233.80	89.61	28.8%	6.71	2.2%	87%	False	False	126,193,022
80	324.61	218.26	106.35	34.1%	8.59	2.8%	88%	False	False	164,991,774
100	339.08	218.26	120.82	38.8%	7.54	2.4%	77%	False	False	146,180,899
120	339.08	218.26	120.82	38.8%	6.64	2.1%	77%	False	False	131,688,897

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.78
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	329.39
2.618	323.63
1.618	320.10
1.000	317.92
0.618	316.57
HIGH	314.39
0.618	313.04
0.500	312.63
0.382	312.21
LOW	310.86
0.618	308.68
1.000	307.33
1.618	305.15
2.618	301.62
4.250	295.86

Fisher Pivots for day following 17-Jun-2020
Pivot	1 day	3 day
R1	312.63	309.84
PP	312.30	308.01
S1	311.98	306.19

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

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