SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jun-2021

Day Change Summary
	Previous	Current
	23-Jun-2021	24-Jun-2021	Change	Change %	Previous Week
Open	423.19	424.89	1.70	0.4%	424.43
High	424.05	425.55	1.50	0.4%	425.46
Low	422.51	424.62	2.11	0.5%	414.70
Close	422.60	425.10	2.50	0.6%	414.92
Range	1.54	0.93	-0.61	-39.6%	10.76
ATR	3.71	3.66	-0.05	-1.5%	0.00
Volume	49,445,400	45,110,200	-4,335,200	-8.8%	383,878,804

Daily Pivots for day following 24-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	427.88	427.42	425.61
R3	426.95	426.49	425.36
R2	426.02	426.02	425.27
R1	425.56	425.56	425.19	425.79
PP	425.09	425.09	425.09	425.21
S1	424.63	424.63	425.01	424.86
S2	424.16	424.16	424.93
S3	423.23	423.70	424.84
S4	422.30	422.77	424.59

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	425.55	414.70	10.85	2.6%	2.93	0.7%	96%	True	False	68,750,840
10	425.55	414.70	10.85	2.6%	2.91	0.7%	96%	True	False	65,452,750
20	425.55	414.70	10.85	2.6%	2.75	0.6%	96%	True	False	59,264,590
40	425.55	404.00	21.55	5.1%	3.47	0.8%	98%	True	False	69,537,315
60	425.55	395.31	30.24	7.1%	3.28	0.8%	99%	True	False	69,872,128
80	425.55	371.88	53.67	12.6%	3.84	0.9%	99%	True	False	78,706,622
100	425.55	371.88	53.67	12.6%	4.03	0.9%	99%	True	False	77,139,772
120	425.55	364.82	60.73	14.3%	4.16	1.0%	99%	True	False	76,596,614

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	0.61
Narrowest range in 377 trading days

Fibonacci Retracements and Extensions
4.250	429.50
2.618	427.98
1.618	427.05
1.000	426.48
0.618	426.12
HIGH	425.55
0.618	425.19
0.500	425.09
0.382	424.98
LOW	424.62
0.618	424.05
1.000	423.69
1.618	423.12
2.618	422.19
4.250	420.67

Fisher Pivots for day following 24-Jun-2021
Pivot	1 day	3 day
R1	425.10	424.34
PP	425.09	423.58
S1	425.09	422.82

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

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