SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jun-2021

Day Change Summary
	Previous	Current
	22-Jun-2021	23-Jun-2021	Change	Change %	Previous Week
Open	420.85	423.19	2.34	0.6%	424.43
High	424.00	424.05	0.05	0.0%	425.46
Low	420.08	422.51	2.43	0.6%	414.70
Close	423.11	422.60	-0.51	-0.1%	414.92
Range	3.92	1.54	-2.38	-60.7%	10.76
ATR	3.88	3.71	-0.17	-4.3%	0.00
Volume	57,700,300	49,445,400	-8,254,900	-14.3%	383,878,804

Daily Pivots for day following 23-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	427.67	426.68	423.45
R3	426.13	425.14	423.02
R2	424.59	424.59	422.88
R1	423.60	423.60	422.74	423.33
PP	423.05	423.05	423.05	422.92
S1	422.06	422.06	422.46	421.79
S2	421.51	421.51	422.32
S3	419.97	420.52	422.18
S4	418.43	418.98	421.75

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	424.05	414.70	9.35	2.2%	3.48	0.8%	84%	True	False	77,918,720
10	425.46	414.70	10.76	2.5%	3.12	0.7%	73%	False	False	66,043,740
20	425.46	414.70	10.76	2.5%	2.79	0.7%	73%	False	False	59,163,510
40	425.46	404.00	21.46	5.1%	3.50	0.8%	87%	False	False	69,690,530
60	425.46	393.02	32.44	7.7%	3.30	0.8%	91%	False	False	70,391,328
80	425.46	371.88	53.58	12.7%	3.88	0.9%	95%	False	False	79,137,686
100	425.46	370.38	55.08	13.0%	4.09	1.0%	95%	False	False	77,446,846
120	425.46	364.82	60.64	14.3%	4.18	1.0%	95%	False	False	76,875,035

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.73
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	430.60
2.618	428.08
1.618	426.54
1.000	425.59
0.618	425.00
HIGH	424.05
0.618	423.46
0.500	423.28
0.382	423.10
LOW	422.51
0.618	421.56
1.000	420.97
1.618	420.02
2.618	418.48
4.250	415.97

Fisher Pivots for day following 23-Jun-2021
Pivot	1 day	3 day
R1	423.28	421.73
PP	423.05	420.86
S1	422.83	419.99

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

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