SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jun-2021

Day Change Summary
	Previous	Current
	04-Jun-2021	07-Jun-2021	Change	Change %	Previous Week
Open	420.75	422.59	1.84	0.4%	422.57
High	422.92	422.78	-0.14	0.0%	422.92
Low	418.84	421.19	2.35	0.6%	416.28
Close	422.60	422.19	-0.41	-0.1%	422.60
Range	4.08	1.59	-2.49	-61.0%	6.64
ATR	4.05	3.87	-0.18	-4.3%	0.00
Volume	55,938,700	51,555,000	-4,383,700	-7.8%	217,391,000

Daily Pivots for day following 07-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	426.82	426.10	423.06
R3	425.23	424.51	422.63
R2	423.64	423.64	422.48
R1	422.92	422.92	422.34	422.49
PP	422.05	422.05	422.05	421.84
S1	421.33	421.33	422.04	420.90
S2	420.46	420.46	421.90
S3	418.87	419.74	421.75
S4	417.28	418.15	421.32

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%	2.97	0.7%	89%	False	False	53,789,200
10	422.92	416.28	6.64	1.6%	2.62	0.6%	89%	False	False	53,609,030
20	422.92	404.00	18.92	4.5%	3.82	0.9%	96%	False	False	72,212,215
40	422.92	404.00	18.92	4.5%	3.56	0.8%	96%	False	False	71,257,080
60	422.92	383.90	39.02	9.2%	3.64	0.9%	98%	False	False	76,784,530
80	422.92	371.88	51.04	12.1%	4.26	1.0%	99%	False	False	82,088,736
100	422.92	368.27	54.65	12.9%	4.25	1.0%	99%	False	False	78,616,726
120	422.92	362.03	60.89	14.4%	4.27	1.0%	99%	False	False	76,841,133

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.69
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	429.54
2.618	426.94
1.618	425.35
1.000	424.37
0.618	423.76
HIGH	422.78
0.618	422.17
0.500	421.99
0.382	421.80
LOW	421.19
0.618	420.21
1.000	419.60
1.618	418.62
2.618	417.03
4.250	414.43

Fisher Pivots for day following 07-Jun-2021
Pivot	1 day	3 day
R1	422.12	421.33
PP	422.05	420.46
S1	421.99	419.60

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

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