SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Jun-2022

Day Change Summary
	Previous	Current
	01-Jun-2022	02-Jun-2022	Change	Change %	Previous Week
Open	415.17	409.42	-5.75	-1.4%	392.83
High	416.24	417.44	1.20	0.3%	415.38
Low	406.93	407.04	0.11	0.0%	386.96
Close	409.59	417.39	7.80	1.9%	415.26
Range	9.31	10.40	1.09	11.7%	28.42
ATR	10.01	10.04	0.03	0.3%	0.00
Volume	86,585,800	79,609,600	-6,976,200	-8.1%	426,273,400

Daily Pivots for day following 02-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	445.16	441.67	423.11
R3	434.76	431.27	420.25
R2	424.36	424.36	419.30
R1	420.87	420.87	418.34	422.62
PP	413.96	413.96	413.96	414.83
S1	410.47	410.47	416.44	412.22
S2	403.56	403.56	415.48
S3	393.16	400.07	414.53
S4	382.76	389.67	411.67

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	491.13	481.61	430.89
R3	462.71	453.19	423.08
R2	434.29	434.29	420.47
R1	424.77	424.77	417.87	429.53
PP	405.87	405.87	405.87	408.25
S1	396.35	396.35	412.65	401.11
S2	377.45	377.45	410.05
S3	349.03	367.93	407.44
S4	320.61	339.51	399.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	417.44	398.45	18.99	4.5%	8.48	2.0%	100%	True	False	85,813,860
10	417.44	380.54	36.90	8.8%	8.90	2.1%	100%	True	False	91,834,860
20	425.00	380.54	44.46	10.7%	9.54	2.3%	83%	False	False	109,104,220
40	450.69	380.54	70.15	16.8%	9.12	2.2%	53%	False	False	105,464,130
60	462.07	380.54	81.53	19.5%	8.27	2.0%	45%	False	False	100,746,002
80	462.07	380.54	81.53	19.5%	8.43	2.0%	45%	False	False	106,990,126
100	473.20	380.54	92.66	22.2%	8.65	2.1%	40%	False	False	111,863,649
120	479.98	380.54	99.44	23.8%	8.07	1.9%	37%	False	False	106,744,974

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.75
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	461.64
2.618	444.67
1.618	434.27
1.000	427.84
0.618	423.87
HIGH	417.44
0.618	413.47
0.500	412.24
0.382	411.01
LOW	407.04
0.618	400.61
1.000	396.64
1.618	390.21
2.618	379.81
4.250	362.84

Fisher Pivots for day following 02-Jun-2022
Pivot	1 day	3 day
R1	415.67	415.66
PP	413.96	413.92
S1	412.24	412.19

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

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