SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jun-2020

Day Change Summary
	Previous	Current
	22-Jun-2020	23-Jun-2020	Change	Change %	Previous Week
Open	307.99	313.49	5.50	1.8%	298.02
High	311.05	314.50	3.45	1.1%	315.64
Low	306.75	311.61	4.86	1.6%	296.74
Close	310.62	312.05	1.43	0.5%	308.64
Range	4.30	2.89	-1.41	-32.8%	18.90
ATR	6.70	6.50	-0.20	-3.0%	0.00
Volume	74,649,296	68,471,200	-6,178,096	-8.3%	573,187,304

Daily Pivots for day following 23-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	321.39	319.61	313.64
R3	318.50	316.72	312.84
R2	315.61	315.61	312.58
R1	313.83	313.83	312.31	313.28
PP	312.72	312.72	312.72	312.44
S1	310.94	310.94	311.79	310.39
S2	309.83	309.83	311.52
S3	306.94	308.05	311.26
S4	304.05	305.16	310.46

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	314.50	306.53	7.97	2.6%	4.27	1.4%	69%	True	False	88,579,518
10	322.39	296.74	25.65	8.2%	6.77	2.2%	60%	False	False	121,523,080
20	323.41	296.74	26.67	8.5%	5.48	1.8%	57%	False	False	106,556,771
40	323.41	272.99	50.42	16.2%	5.39	1.7%	77%	False	False	101,874,633
60	323.41	243.90	79.51	25.5%	6.16	2.0%	86%	False	False	115,236,357
80	323.41	218.26	105.15	33.7%	8.23	2.6%	89%	False	False	155,938,099
100	339.08	218.26	120.82	38.7%	7.59	2.4%	78%	False	False	147,001,597
120	339.08	218.26	120.82	38.7%	6.73	2.2%	78%	False	False	133,180,814

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	0.72
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	326.78
2.618	322.07
1.618	319.18
1.000	317.39
0.618	316.29
HIGH	314.50
0.618	313.40
0.500	313.06
0.382	312.71
LOW	311.61
0.618	309.82
1.000	308.72
1.618	306.93
2.618	304.04
4.250	299.33

Fisher Pivots for day following 23-Jun-2020
Pivot	1 day	3 day
R1	313.06	311.54
PP	312.72	311.03
S1	312.39	310.52

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

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