SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jun-2020

Day Change Summary
	Previous	Current
	25-Jun-2020	26-Jun-2020	Change	Change %	Previous Week
Open	303.47	306.16	2.69	0.9%	307.99
High	307.64	306.39	-1.25	-0.4%	314.50
Low	301.28	299.42	-1.86	-0.6%	299.42
Close	307.35	300.05	-7.30	-2.4%	300.05
Range	6.36	6.97	0.61	9.6%	15.08
ATR	6.72	6.80	0.09	1.3%	0.00
Volume	89,467,904	127,961,000	38,493,096	43.0%	493,362,904

Daily Pivots for day following 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	322.86	318.43	303.88
R3	315.89	311.46	301.97
R2	308.92	308.92	301.33
R1	304.49	304.49	300.69	303.22
PP	301.95	301.95	301.95	301.32
S1	297.52	297.52	299.41	296.25
S2	294.98	294.98	298.77
S3	288.01	290.55	298.13
S4	281.04	283.58	296.22

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	349.90	340.05	308.34
R3	334.82	324.97	304.20
R2	319.74	319.74	302.81
R1	309.89	309.89	301.43	307.28
PP	304.66	304.66	304.66	303.35
S1	294.81	294.81	298.67	292.20
S2	289.58	289.58	297.29
S3	274.50	279.73	295.90
S4	259.42	264.65	291.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	314.50	299.42	15.08	5.0%	5.79	1.9%	4%	False	True	98,672,580
10	315.64	296.74	18.90	6.3%	6.26	2.1%	18%	False	False	106,655,020
20	323.41	296.74	26.67	8.9%	5.73	1.9%	12%	False	False	108,326,346
40	323.41	272.99	50.42	16.8%	5.55	1.9%	54%	False	False	101,957,766
60	323.41	244.59	78.82	26.3%	6.03	2.0%	70%	False	False	111,817,107
80	323.41	218.26	105.15	35.0%	7.99	2.7%	78%	False	False	151,372,927
100	339.08	218.26	120.82	40.3%	7.69	2.6%	68%	False	False	148,047,413
120	339.08	218.26	120.82	40.3%	6.84	2.3%	68%	False	False	134,492,844

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.78
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	336.01
2.618	324.64
1.618	317.67
1.000	313.36
0.618	310.70
HIGH	306.39
0.618	303.73
0.500	302.91
0.382	302.08
LOW	299.42
0.618	295.11
1.000	292.45
1.618	288.14
2.618	281.17
4.250	269.80

Fisher Pivots for day following 26-Jun-2020
Pivot	1 day	3 day
R1	302.91	304.97
PP	301.95	303.33
S1	301.00	301.69

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

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