SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Jun-2020

Day Change Summary
	Previous	Current
	17-Jun-2020	18-Jun-2020	Change	Change %	Previous Week
Open	314.07	310.01	-4.06	-1.3%	320.30
High	314.39	312.30	-2.09	-0.7%	323.41
Low	310.86	309.51	-1.35	-0.4%	298.60
Close	311.66	311.78	0.12	0.0%	304.21
Range	3.53	2.79	-0.74	-21.0%	24.81
ATR	7.12	6.81	-0.31	-4.3%	0.00
Volume	83,398,896	80,828,600	-2,570,296	-3.1%	650,043,408

Daily Pivots for day following 18-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	319.57	318.46	313.31
R3	316.78	315.67	312.55
R2	313.99	313.99	312.29
R1	312.88	312.88	312.04	313.44
PP	311.20	311.20	311.20	311.47
S1	310.09	310.09	311.52	310.65
S2	308.41	308.41	311.27
S3	305.62	307.30	311.01
S4	302.83	304.51	310.25

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%	7.26	2.3%	80%	False	False	126,463,300
10	323.41	296.74	26.67	8.6%	6.44	2.1%	56%	False	False	123,820,572
20	323.41	293.22	30.19	9.7%	5.39	1.7%	61%	False	False	104,183,441
40	323.41	272.99	50.42	16.2%	5.37	1.7%	77%	False	False	101,602,186
60	323.41	239.75	83.66	26.8%	6.58	2.1%	86%	False	False	123,615,258
80	323.41	218.26	105.15	33.7%	8.46	2.7%	89%	False	False	163,265,718
100	339.08	218.26	120.82	38.8%	7.54	2.4%	77%	False	False	146,148,561
120	339.08	218.26	120.82	38.8%	6.65	2.1%	77%	False	False	132,103,934

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.64
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	324.16
2.618	319.60
1.618	316.81
1.000	315.09
0.618	314.02
HIGH	312.30
0.618	311.23
0.500	310.91
0.382	310.58
LOW	309.51
0.618	307.79
1.000	306.72
1.618	305.00
2.618	302.21
4.250	297.65

Fisher Pivots for day following 18-Jun-2020
Pivot	1 day	3 day
R1	311.49	311.74
PP	311.20	311.70
S1	310.91	311.66

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

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