SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Jun-2021

Day Change Summary
	Previous	Current
	17-Jun-2021	18-Jun-2021	Change	Change %	Previous Week
Open	421.67	417.09	-4.58	-1.1%	424.43
High	423.02	417.83	-5.19	-1.2%	425.46
Low	419.32	414.70	-4.62	-1.1%	414.70
Close	421.97	414.92	-7.05	-1.7%	414.92
Range	3.70	3.13	-0.57	-15.5%	10.76
ATR	3.43	3.70	0.27	8.0%	0.00
Volume	90,949,600	118,676,304	27,726,704	30.5%	383,878,804

Daily Pivots for day following 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	425.20	423.19	416.64
R3	422.07	420.06	415.78
R2	418.94	418.94	415.49
R1	416.93	416.93	415.21	416.37
PP	415.82	415.82	415.82	415.54
S1	413.80	413.80	414.63	413.25
S2	412.69	412.69	414.35
S3	409.56	410.68	414.06
S4	406.43	407.55	413.20

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	450.64	443.54	420.84
R3	439.88	432.78	417.88
R2	429.12	429.12	416.89
R1	422.02	422.02	415.91	420.19
PP	418.36	418.36	418.36	417.45
S1	411.26	411.26	413.93	409.43
S2	407.60	407.60	412.95
S3	396.84	400.50	411.96
S4	386.08	389.74	409.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	425.46	414.70	10.76	2.6%	3.19	0.8%	2%	False	True	76,775,760
10	425.46	414.70	10.76	2.6%	2.70	0.7%	2%	False	True	62,759,520
20	425.46	414.45	11.01	2.7%	2.77	0.7%	4%	False	False	59,435,455
40	425.46	404.00	21.46	5.2%	3.45	0.8%	51%	False	False	69,610,372
60	425.46	383.90	41.56	10.0%	3.40	0.8%	75%	False	False	73,035,955
80	425.46	371.88	53.58	12.9%	4.10	1.0%	80%	False	False	81,947,101
100	425.46	368.27	57.19	13.8%	4.21	1.0%	82%	False	False	79,090,311
120	425.46	364.82	60.64	14.6%	4.15	1.0%	83%	False	False	76,559,771

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	0.53
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	431.12
2.618	426.02
1.618	422.89
1.000	420.96
0.618	419.76
HIGH	417.83
0.618	416.63
0.500	416.26
0.382	415.89
LOW	414.70
0.618	412.77
1.000	411.57
1.618	409.64
2.618	406.51
4.250	401.41

Fisher Pivots for day following 18-Jun-2021
Pivot	1 day	3 day
R1	416.26	419.79
PP	415.82	418.16
S1	415.37	416.54

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

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