SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Jun-2020

Day Change Summary
	Previous	Current
	18-Jun-2020	19-Jun-2020	Change	Change %	Previous Week
Open	310.01	314.17	4.16	1.3%	298.02
High	312.30	314.38	2.08	0.7%	315.64
Low	309.51	306.53	-2.98	-1.0%	296.74
Close	311.78	308.64	-3.14	-1.0%	308.64
Range	2.79	7.85	5.06	181.4%	18.90
ATR	6.81	6.89	0.07	1.1%	0.00
Volume	80,828,600	135,549,600	54,721,000	67.7%	573,187,304

Daily Pivots for day following 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	333.40	328.87	312.96
R3	325.55	321.02	310.80
R2	317.70	317.70	310.08
R1	313.17	313.17	309.36	311.51
PP	309.85	309.85	309.85	309.02
S1	305.32	305.32	307.92	303.66
S2	302.00	302.00	307.20
S3	294.15	297.47	306.48
S4	286.30	289.62	304.32

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	363.71	355.07	319.04
R3	344.81	336.17	313.84
R2	325.91	325.91	312.11
R1	317.27	317.27	310.37	321.59
PP	307.01	307.01	307.01	309.17
S1	298.37	298.37	306.91	302.69
S2	288.11	288.11	305.18
S3	269.21	279.47	303.44
S4	250.31	260.57	298.25

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%	6.74	2.2%	63%	False	False	114,637,460
10	323.41	296.74	26.67	8.6%	6.82	2.2%	45%	False	False	122,323,071
20	323.41	293.22	30.19	9.8%	5.58	1.8%	51%	False	False	107,046,226
40	323.41	272.99	50.42	16.3%	5.43	1.8%	71%	False	False	102,373,183
60	323.41	243.90	79.51	25.8%	6.43	2.1%	81%	False	False	120,883,915
80	323.41	218.26	105.15	34.1%	8.47	2.7%	86%	False	False	162,525,560
100	339.08	218.26	120.82	39.1%	7.58	2.5%	75%	False	False	146,865,718
120	339.08	218.26	120.82	39.1%	6.71	2.2%	75%	False	False	132,878,891

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	347.74
2.618	334.93
1.618	327.08
1.000	322.23
0.618	319.23
HIGH	314.38
0.618	311.38
0.500	310.46
0.382	309.53
LOW	306.53
0.618	301.68
1.000	298.68
1.618	293.83
2.618	285.98
4.250	273.17

Fisher Pivots for day following 19-Jun-2020
Pivot	1 day	3 day
R1	310.46	310.46
PP	309.85	309.85
S1	309.25	309.25

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

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