SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jun-2021

Day Change Summary
	Previous	Current
	15-Jun-2021	16-Jun-2021	Change	Change %	Previous Week
Open	425.42	424.63	-0.79	-0.2%	422.59
High	425.46	424.87	-0.59	-0.1%	424.63
Low	423.54	419.92	-3.62	-0.9%	420.32
Close	424.48	422.11	-2.37	-0.6%	424.31
Range	1.92	4.95	3.03	157.8%	4.31
ATR	3.29	3.40	0.12	3.6%	0.00
Volume	51,508,500	80,386,000	28,877,500	56.1%	243,716,400

Daily Pivots for day following 16-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	437.15	434.58	424.83
R3	432.20	429.63	423.47
R2	427.25	427.25	423.02
R1	424.68	424.68	422.56	423.49
PP	422.30	422.30	422.30	421.71
S1	419.73	419.73	421.66	418.54
S2	417.35	417.35	421.20
S3	412.40	414.78	420.75
S4	407.45	409.83	419.39

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	419.92	5.54	1.3%	2.77	0.7%	40%	False	True	54,168,760
10	425.46	416.28	9.18	2.2%	2.79	0.7%	64%	False	False	53,204,670
20	425.46	405.33	20.13	4.8%	2.96	0.7%	83%	False	False	58,178,620
40	425.46	404.00	21.46	5.1%	3.54	0.8%	84%	False	False	68,479,115
60	425.46	383.90	41.56	9.8%	3.46	0.8%	92%	False	False	72,680,108
80	425.46	371.88	53.58	12.7%	4.21	1.0%	94%	False	False	81,573,252
100	425.46	368.27	57.19	13.5%	4.23	1.0%	94%	False	False	78,124,723
120	425.46	364.82	60.64	14.4%	4.12	1.0%	94%	False	False	75,418,381

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	0.67
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	445.91
2.618	437.83
1.618	432.88
1.000	429.82
0.618	427.93
HIGH	424.87
0.618	422.98
0.500	422.40
0.382	421.81
LOW	419.92
0.618	416.86
1.000	414.97
1.618	411.91
2.618	406.96
4.250	398.88

Fisher Pivots for day following 16-Jun-2021
Pivot	1 day	3 day
R1	422.40	422.69
PP	422.30	422.50
S1	422.21	422.30

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

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