SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Jun-2021

Day Change Summary
	Previous	Current
	03-Jun-2021	04-Jun-2021	Change	Change %	Previous Week
Open	417.85	420.75	2.90	0.7%	422.57
High	419.99	422.92	2.93	0.7%	422.92
Low	416.28	418.84	2.56	0.6%	416.28
Close	418.77	422.60	3.83	0.9%	422.60
Range	3.71	4.08	0.37	9.9%	6.64
ATR	4.04	4.05	0.01	0.2%	0.00
Volume	58,138,700	55,938,700	-2,200,000	-3.8%	217,391,000

Daily Pivots for day following 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	433.69	432.22	424.84
R3	429.61	428.14	423.72
R2	425.53	425.53	423.35
R1	424.07	424.07	422.97	424.80
PP	421.45	421.45	421.45	421.82
S1	419.99	419.99	422.23	420.72
S2	417.38	417.38	421.85
S3	413.30	415.91	421.48
S4	409.22	411.83	420.36

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	440.52	438.20	426.25
R3	433.88	431.56	424.43
R2	427.24	427.24	423.82
R1	424.92	424.92	423.21	426.08
PP	420.60	420.60	420.60	421.18
S1	418.28	418.28	421.99	419.44
S2	413.96	413.96	421.38
S3	407.32	411.64	420.77
S4	400.68	405.00	418.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	422.92	416.28	6.64	1.6%	2.94	0.7%	95%	True	False	55,182,220
10	422.92	414.45	8.47	2.0%	2.84	0.7%	96%	True	False	56,111,390
20	422.92	404.00	18.92	4.5%	3.92	0.9%	98%	True	False	73,021,150
40	422.92	404.00	18.92	4.5%	3.61	0.9%	98%	True	False	71,495,817
60	422.92	383.90	39.02	9.2%	3.68	0.9%	99%	True	False	77,362,697
80	422.92	371.88	51.04	12.1%	4.30	1.0%	99%	True	False	82,183,727
100	422.92	368.27	54.65	12.9%	4.27	1.0%	99%	True	False	78,626,653
120	422.92	362.03	60.89	14.4%	4.28	1.0%	99%	True	False	76,892,330

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.80
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	440.25
2.618	433.60
1.618	429.52
1.000	427.00
0.618	425.44
HIGH	422.92
0.618	421.36
0.500	420.88
0.382	420.40
LOW	418.84
0.618	416.32
1.000	414.76
1.618	412.24
2.618	408.17
4.250	401.51

Fisher Pivots for day following 04-Jun-2021
Pivot	1 day	3 day
R1	422.03	421.60
PP	421.45	420.60
S1	420.88	419.60

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

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