SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Jun-2020

Day Change Summary
	Previous	Current
	26-Jun-2020	29-Jun-2020	Change	Change %	Previous Week
Open	306.16	301.41	-4.75	-1.6%	307.99
High	306.39	304.61	-1.78	-0.6%	314.50
Low	299.42	298.93	-0.49	-0.2%	299.42
Close	300.05	304.46	4.41	1.5%	300.05
Range	6.97	5.68	-1.29	-18.5%	15.08
ATR	6.80	6.72	-0.08	-1.2%	0.00
Volume	127,961,000	79,773,200	-48,187,800	-37.7%	493,362,904

Daily Pivots for day following 29-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	319.71	317.76	307.58
R3	314.03	312.08	306.02
R2	308.35	308.35	305.50
R1	306.40	306.40	304.98	307.38
PP	302.67	302.67	302.67	303.15
S1	300.72	300.72	303.94	301.70
S2	296.99	296.99	303.42
S3	291.31	295.04	302.90
S4	285.63	289.36	301.34

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	298.93	15.57	5.1%	6.06	2.0%	36%	False	True	99,697,361
10	315.64	298.93	16.71	5.5%	5.67	1.9%	33%	False	True	101,054,070
20	323.41	296.74	26.67	8.8%	5.86	1.9%	29%	False	False	109,476,016
40	323.41	272.99	50.42	16.6%	5.47	1.8%	62%	False	False	100,822,596
60	323.41	245.22	78.19	25.7%	5.99	2.0%	76%	False	False	110,185,654
80	323.41	218.26	105.15	34.5%	7.96	2.6%	82%	False	False	150,040,507
100	339.08	218.26	120.82	39.7%	7.72	2.5%	71%	False	False	148,185,634
120	339.08	218.26	120.82	39.7%	6.88	2.3%	71%	False	False	134,800,957

Crabel Price Patterns
NR	True
NR4	True
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	0.90
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	328.75
2.618	319.48
1.618	313.80
1.000	310.29
0.618	308.12
HIGH	304.61
0.618	302.44
0.500	301.77
0.382	301.10
LOW	298.93
0.618	295.42
1.000	293.25
1.618	289.74
2.618	284.06
4.250	274.79

Fisher Pivots for day following 29-Jun-2020
Pivot	1 day	3 day
R1	303.56	304.07
PP	302.67	303.68
S1	301.77	303.29

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

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