SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Jul-2021

Day Change Summary
	Previous	Current
	30-Jun-2021	01-Jul-2021	Change	Change %	Previous Week
Open	427.21	428.87	1.66	0.4%	416.80
High	428.78	430.60	1.82	0.4%	427.09
Low	427.18	428.80	1.62	0.4%	415.93
Close	428.06	430.43	2.37	0.6%	426.61
Range	1.60	1.80	0.20	12.5%	11.16
ATR	3.15	3.11	-0.04	-1.4%	0.00
Volume	64,827,800	53,441,000	-11,386,800	-17.6%	283,207,400

Daily Pivots for day following 01-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	435.34	434.69	431.42
R3	433.54	432.89	430.93
R2	431.74	431.74	430.76
R1	431.09	431.09	430.60	431.42
PP	429.94	429.94	429.94	430.11
S1	429.29	429.29	430.27	429.62
S2	428.14	428.14	430.10
S3	426.34	427.49	429.94
S4	424.54	425.69	429.44

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	456.70	452.82	432.75
R3	445.54	441.66	429.68
R2	434.38	434.38	428.66
R1	430.49	430.49	427.63	432.43
PP	423.21	423.21	423.21	424.18
S1	419.33	419.33	425.59	421.27
S2	412.05	412.05	424.56
S3	400.88	408.16	423.54
S4	389.72	397.00	420.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	430.60	425.55	5.05	1.2%	1.63	0.4%	97%	True	False	53,105,660
10	430.60	414.70	15.90	3.7%	2.28	0.5%	99%	True	False	60,928,250
20	430.60	414.70	15.90	3.7%	2.54	0.6%	99%	True	False	58,707,005
40	430.60	404.00	26.60	6.2%	3.26	0.8%	99%	True	False	66,323,642
60	430.60	404.00	26.60	6.2%	3.21	0.7%	99%	True	False	67,264,953
80	430.60	383.90	46.70	10.8%	3.39	0.8%	100%	True	False	73,373,282
100	430.60	371.88	58.72	13.6%	3.92	0.9%	100%	True	False	77,284,506
120	430.60	368.27	62.33	14.5%	3.97	0.9%	100%	True	False	75,267,028

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	438.25
2.618	435.31
1.618	433.51
1.000	432.40
0.618	431.71
HIGH	430.60
0.618	429.91
0.500	429.70
0.382	429.49
LOW	428.80
0.618	427.69
1.000	427.00
1.618	425.89
2.618	424.09
4.250	421.15

Fisher Pivots for day following 01-Jul-2021
Pivot	1 day	3 day
R1	430.19	429.91
PP	429.94	429.39
S1	429.70	428.87

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

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