SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jun-2021

Day Change Summary
	Previous	Current
	16-Jun-2021	17-Jun-2021	Change	Change %	Previous Week
Open	424.63	421.67	-2.96	-0.7%	422.59
High	424.87	423.02	-1.85	-0.4%	424.63
Low	419.92	419.32	-0.60	-0.1%	420.32
Close	422.11	421.97	-0.14	0.0%	424.31
Range	4.95	3.70	-1.25	-25.3%	4.31
ATR	3.40	3.43	0.02	0.6%	0.00
Volume	80,386,000	90,949,600	10,563,600	13.1%	243,716,400

Daily Pivots for day following 17-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	432.54	430.95	424.01
R3	428.84	427.25	422.99
R2	425.14	425.14	422.65
R1	423.55	423.55	422.31	424.35
PP	421.44	421.44	421.44	421.83
S1	419.85	419.85	421.63	420.65
S2	417.74	417.74	421.29
S3	414.04	416.15	420.95
S4	410.34	412.45	419.94

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	419.32	6.14	1.5%	2.89	0.7%	43%	False	True	62,154,660
10	425.46	418.84	6.62	1.6%	2.79	0.7%	47%	False	False	56,485,760
20	425.46	411.67	13.79	3.3%	2.86	0.7%	75%	False	False	57,402,750
40	425.46	404.00	21.46	5.1%	3.51	0.8%	84%	False	False	69,083,032
60	425.46	383.90	41.56	9.8%	3.44	0.8%	92%	False	False	72,684,493
80	425.46	371.88	53.58	12.7%	4.15	1.0%	93%	False	False	81,369,071
100	425.46	368.27	57.19	13.6%	4.20	1.0%	94%	False	False	78,330,200
120	425.46	364.82	60.64	14.4%	4.13	1.0%	94%	False	False	75,791,283

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.65
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	438.75
2.618	432.71
1.618	429.01
1.000	426.72
0.618	425.31
HIGH	423.02
0.618	421.61
0.500	421.17
0.382	420.73
LOW	419.32
0.618	417.03
1.000	415.62
1.618	413.33
2.618	409.63
4.250	403.60

Fisher Pivots for day following 17-Jun-2021
Pivot	1 day	3 day
R1	421.70	422.39
PP	421.44	422.25
S1	421.17	422.11

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

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