SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jun-2020

Day Change Summary
	Previous	Current
	19-Jun-2020	22-Jun-2020	Change	Change %	Previous Week
Open	314.17	307.99	-6.18	-2.0%	298.02
High	314.38	311.05	-3.33	-1.1%	315.64
Low	306.53	306.75	0.22	0.1%	296.74
Close	308.64	310.62	1.98	0.6%	308.64
Range	7.85	4.30	-3.55	-45.2%	18.90
ATR	6.89	6.70	-0.18	-2.7%	0.00
Volume	135,549,600	74,649,296	-60,900,304	-44.9%	573,187,304

Daily Pivots for day following 22-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	322.37	320.80	312.99
R3	318.07	316.50	311.80
R2	313.77	313.77	311.41
R1	312.20	312.20	311.01	312.99
PP	309.47	309.47	309.47	309.87
S1	307.90	307.90	310.23	308.69
S2	305.17	305.17	309.83
S3	300.87	303.60	309.44
S4	296.57	299.30	308.26

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	306.53	9.11	2.9%	5.29	1.7%	45%	False	False	102,410,779
10	323.28	296.74	26.54	8.5%	6.87	2.2%	52%	False	False	122,423,880
20	323.41	295.46	27.95	9.0%	5.67	1.8%	54%	False	False	107,580,781
40	323.41	272.99	50.42	16.2%	5.41	1.7%	75%	False	False	102,110,268
60	323.41	243.90	79.51	25.6%	6.28	2.0%	84%	False	False	117,834,190
80	323.41	218.26	105.15	33.9%	8.35	2.7%	88%	False	False	159,904,259
100	339.08	218.26	120.82	38.9%	7.60	2.4%	76%	False	False	147,071,803
120	339.08	218.26	120.82	38.9%	6.72	2.2%	76%	False	False	133,086,112

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.72
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	329.33
2.618	322.31
1.618	318.01
1.000	315.35
0.618	313.71
HIGH	311.05
0.618	309.41
0.500	308.90
0.382	308.39
LOW	306.75
0.618	304.09
1.000	302.45
1.618	299.79
2.618	295.49
4.250	288.48

Fisher Pivots for day following 22-Jun-2020
Pivot	1 day	3 day
R1	310.05	310.57
PP	309.47	310.51
S1	308.90	310.46

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

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