SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Jun-2020

Day Change Summary
	Previous	Current
	24-Jun-2020	25-Jun-2020	Change	Change %	Previous Week
Open	309.84	303.47	-6.37	-2.1%	298.02
High	310.51	307.64	-2.87	-0.9%	315.64
Low	302.10	301.28	-0.82	-0.3%	296.74
Close	304.09	307.35	3.26	1.1%	308.64
Range	8.41	6.36	-2.05	-24.4%	18.90
ATR	6.75	6.72	-0.03	-0.4%	0.00
Volume	132,813,504	89,467,904	-43,345,600	-32.6%	573,187,304

Daily Pivots for day following 25-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	324.50	322.29	310.85
R3	318.14	315.93	309.10
R2	311.78	311.78	308.52
R1	309.57	309.57	307.93	310.68
PP	305.42	305.42	305.42	305.98
S1	303.21	303.21	306.77	304.32
S2	299.06	299.06	306.18
S3	292.70	296.85	305.60
S4	286.34	290.49	303.85

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	301.28	13.22	4.3%	5.96	1.9%	46%	False	True	100,190,300
10	315.64	296.74	18.90	6.1%	6.61	2.2%	56%	False	False	113,326,800
20	323.41	296.74	26.67	8.7%	5.66	1.8%	40%	False	False	107,891,581
40	323.41	272.99	50.42	16.4%	5.50	1.8%	68%	False	False	101,831,283
60	323.41	243.90	79.51	25.9%	6.14	2.0%	80%	False	False	112,843,667
80	323.41	218.26	105.15	34.2%	8.02	2.6%	85%	False	False	151,981,082
100	339.08	218.26	120.82	39.3%	7.64	2.5%	74%	False	False	147,393,534
120	339.08	218.26	120.82	39.3%	6.81	2.2%	74%	False	False	133,891,185

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	0.84
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	334.67
2.618	324.29
1.618	317.93
1.000	314.00
0.618	311.57
HIGH	307.64
0.618	305.21
0.500	304.46
0.382	303.71
LOW	301.28
0.618	297.35
1.000	294.92
1.618	290.99
2.618	284.63
4.250	274.25

Fisher Pivots for day following 25-Jun-2020
Pivot	1 day	3 day
R1	306.39	307.89
PP	305.42	307.71
S1	304.46	307.53

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

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