SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jun-2021

Day Change Summary
	Previous	Current
	14-Jun-2021	15-Jun-2021	Change	Change %	Previous Week
Open	424.43	425.42	0.99	0.2%	422.59
High	425.37	425.46	0.09	0.0%	424.63
Low	423.10	423.54	0.44	0.1%	420.32
Close	425.26	424.48	-0.78	-0.2%	424.31
Range	2.27	1.92	-0.35	-15.4%	4.31
ATR	3.39	3.29	-0.11	-3.1%	0.00
Volume	42,358,400	51,508,500	9,150,100	21.6%	243,716,400

Daily Pivots for day following 15-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	430.25	429.29	425.54
R3	428.33	427.37	425.01
R2	426.41	426.41	424.83
R1	425.45	425.45	424.66	424.97
PP	424.49	424.49	424.49	424.26
S1	423.53	423.53	424.30	423.05
S2	422.57	422.57	424.13
S3	420.65	421.61	423.95
S4	418.73	419.69	423.42

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	436.02	434.47	426.68
R3	431.71	430.16	425.50
R2	427.40	427.40	425.10
R1	425.85	425.85	424.71	426.63
PP	423.09	423.09	423.09	423.47
S1	421.54	421.54	423.91	422.32
S2	418.78	418.78	423.52
S3	414.47	417.23	423.12
S4	410.16	412.92	421.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	425.46	421.41	4.05	1.0%	2.15	0.5%	76%	True	False	47,778,820
10	425.46	416.28	9.18	2.2%	2.49	0.6%	89%	True	False	50,075,770
20	425.46	405.33	20.13	4.7%	2.93	0.7%	95%	True	False	57,149,830
40	425.46	404.00	21.46	5.1%	3.53	0.8%	95%	True	False	68,515,760
60	425.46	383.90	41.56	9.8%	3.44	0.8%	98%	True	False	72,569,985
80	425.46	371.88	53.58	12.6%	4.19	1.0%	98%	True	False	81,411,103
100	425.46	368.27	57.19	13.5%	4.20	1.0%	98%	True	False	77,842,232
120	425.46	364.82	60.64	14.3%	4.10	1.0%	98%	True	False	75,151,735

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.73
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	433.62
2.618	430.49
1.618	428.57
1.000	427.38
0.618	426.65
HIGH	425.46
0.618	424.73
0.500	424.50
0.382	424.27
LOW	423.54
0.618	422.35
1.000	421.62
1.618	420.43
2.618	418.51
4.250	415.38

Fisher Pivots for day following 15-Jun-2021
Pivot	1 day	3 day
R1	424.50	424.37
PP	424.49	424.25
S1	424.49	424.14

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

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