SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jun-2021

Day Change Summary
	Previous	Current
	02-Jun-2021	03-Jun-2021	Change	Change %	Previous Week
Open	420.37	417.85	-2.52	-0.6%	417.34
High	421.23	419.99	-1.24	-0.3%	421.25
Low	419.29	416.28	-3.01	-0.7%	417.08
Close	420.33	418.77	-1.56	-0.4%	420.04
Range	1.94	3.71	1.77	91.2%	4.17
ATR	4.04	4.04	0.00	0.0%	0.00
Volume	49,097,000	58,138,700	9,041,700	18.4%	267,144,300

Daily Pivots for day following 03-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	429.48	427.83	420.81
R3	425.77	424.12	419.79
R2	422.06	422.06	419.45
R1	420.41	420.41	419.11	421.24
PP	418.35	418.35	418.35	418.76
S1	416.70	416.70	418.43	417.53
S2	414.64	414.64	418.09
S3	410.93	412.99	417.75
S4	407.22	409.28	416.73

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	431.97	430.17	422.33
R3	427.80	426.00	421.19
R2	423.63	423.63	420.80
R1	421.83	421.83	420.42	422.73
PP	419.46	419.46	419.46	419.91
S1	417.66	417.66	419.66	418.56
S2	415.29	415.29	419.28
S3	411.12	413.49	418.89
S4	406.95	409.32	417.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	422.72	416.28	6.44	1.5%	2.47	0.6%	39%	False	True	55,336,000
10	422.72	411.67	11.05	2.6%	2.92	0.7%	64%	False	False	58,319,740
20	422.82	404.00	18.82	4.5%	3.99	1.0%	79%	False	False	73,940,280
40	422.82	404.00	18.82	4.5%	3.55	0.8%	79%	False	False	71,543,927
60	422.82	383.90	38.92	9.3%	3.67	0.9%	90%	False	False	78,262,042
80	422.82	371.88	50.94	12.2%	4.27	1.0%	92%	False	False	81,928,881
100	422.82	368.27	54.55	13.0%	4.26	1.0%	93%	False	False	78,579,033
120	422.82	362.03	60.79	14.5%	4.28	1.0%	93%	False	False	76,907,301

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.63
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	435.76
2.618	429.70
1.618	425.99
1.000	423.70
0.618	422.28
HIGH	419.99
0.618	418.57
0.500	418.14
0.382	417.70
LOW	416.28
0.618	413.99
1.000	412.57
1.618	410.28
2.618	406.57
4.250	400.51

Fisher Pivots for day following 03-Jun-2021
Pivot	1 day	3 day
R1	418.56	419.50
PP	418.35	419.26
S1	418.14	419.01

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

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