SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jun-2022

Day Change Summary
	Previous	Current
	16-Jun-2022	17-Jun-2022	Change	Change %	Previous Week
Open	370.51	365.51	-5.00	-1.3%	379.85
High	370.94	369.38	-1.56	-0.4%	383.90
Low	364.08	362.17	-1.91	-0.5%	362.17
Close	366.65	365.86	-0.79	-0.2%	365.86
Range	6.86	7.21	0.35	5.1%	21.73
ATR	10.31	10.09	-0.22	-2.2%	0.00
Volume	134,473,200	111,113,900	-23,359,300	-17.4%	645,270,500

Daily Pivots for day following 17-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	387.43	383.86	369.83
R3	380.22	376.65	367.84
R2	373.01	373.01	367.18
R1	369.44	369.44	366.52	371.23
PP	365.80	365.80	365.80	366.70
S1	362.23	362.23	365.20	364.02
S2	358.59	358.59	364.54
S3	351.38	355.02	363.88
S4	344.17	347.81	361.89

Weekly Pivots for week ending 17-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	435.83	422.58	377.81
R3	414.10	400.85	371.84
R2	392.37	392.37	369.84
R1	379.12	379.12	367.85	374.88
PP	370.64	370.64	370.64	368.53
S1	357.39	357.39	363.87	353.15
S2	348.91	348.91	361.88
S3	327.18	335.66	359.88
S4	305.45	313.93	353.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	383.90	362.17	21.73	5.9%	8.34	2.3%	17%	False	True	129,054,100
10	416.61	362.17	54.44	14.9%	7.81	2.1%	7%	False	True	104,558,500
20	417.44	362.17	55.27	15.1%	8.23	2.3%	7%	False	True	96,864,855
40	438.08	362.17	75.91	20.7%	9.32	2.5%	5%	False	True	110,780,440
60	462.07	362.17	99.90	27.3%	8.30	2.3%	4%	False	True	100,953,411
80	462.07	362.17	99.90	27.3%	8.38	2.3%	4%	False	True	105,266,851
100	462.07	362.17	99.90	27.3%	8.42	2.3%	4%	False	True	108,911,151
120	479.98	362.17	117.81	32.2%	8.22	2.2%	3%	False	True	107,887,699

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.96
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	400.02
2.618	388.26
1.618	381.05
1.000	376.59
0.618	373.84
HIGH	369.38
0.618	366.63
0.500	365.78
0.382	364.92
LOW	362.17
0.618	357.71
1.000	354.96
1.618	350.50
2.618	343.29
4.250	331.53

Fisher Pivots for day following 17-Jun-2022
Pivot	1 day	3 day
R1	365.83	373.04
PP	365.80	370.64
S1	365.78	368.25

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

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