SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jun-2022

Day Change Summary
	Previous	Current
	15-Jun-2022	16-Jun-2022	Change	Change %	Previous Week
Open	377.36	370.51	-6.85	-1.8%	414.78
High	383.90	370.94	-12.96	-3.4%	416.61
Low	372.12	364.08	-8.04	-2.2%	389.75
Close	379.20	366.65	-12.55	-3.3%	389.80
Range	11.78	6.86	-4.92	-41.8%	26.86
ATR	9.95	10.31	0.37	3.7%	0.00
Volume	125,666,800	134,473,200	8,806,400	7.0%	400,314,500

Daily Pivots for day following 16-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	387.80	384.09	370.42
R3	380.94	377.23	368.54
R2	374.08	374.08	367.91
R1	370.37	370.37	367.28	368.80
PP	367.22	367.22	367.22	366.44
S1	363.51	363.51	366.02	361.93
S2	360.36	360.36	365.39
S3	353.50	356.65	364.76
S4	346.64	349.79	362.88

Weekly Pivots for week ending 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	479.30	461.41	404.57
R3	452.44	434.55	397.19
R2	425.58	425.58	394.72
R1	407.69	407.69	392.26	403.20
PP	398.72	398.72	398.72	396.48
S1	380.83	380.83	387.34	376.35
S2	371.86	371.86	384.88
S3	345.00	353.97	382.41
S4	318.14	327.11	375.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	395.78	364.08	31.70	8.6%	8.11	2.2%	8%	False	True	133,410,080
10	416.61	364.08	52.53	14.3%	7.55	2.1%	5%	False	True	100,634,530
20	417.44	364.08	53.36	14.6%	8.22	2.2%	5%	False	True	96,234,695
40	450.01	364.08	85.93	23.4%	9.47	2.6%	3%	False	True	110,138,025
60	462.07	364.08	97.99	26.7%	8.26	2.3%	3%	False	True	100,425,281
80	462.07	364.08	97.99	26.7%	8.44	2.3%	3%	False	True	105,535,153
100	462.07	364.08	97.99	26.7%	8.47	2.3%	3%	False	True	109,479,985
120	479.98	364.08	115.90	31.6%	8.20	2.2%	2%	False	True	107,435,155

Crabel Price Patterns
NR	True
NR4	True
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	1.79
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	400.10
2.618	388.90
1.618	382.04
1.000	377.80
0.618	375.18
HIGH	370.94
0.618	368.32
0.500	367.51
0.382	366.70
LOW	364.08
0.618	359.84
1.000	357.22
1.618	352.98
2.618	346.12
4.250	334.92

Fisher Pivots for day following 16-Jun-2022
Pivot	1 day	3 day
R1	367.51	373.99
PP	367.22	371.54
S1	366.94	369.10

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

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