SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jun-2023

Day Change Summary
	Previous	Current
	02-Jun-2023	05-Jun-2023	Change	Change %	Previous Week
Open	424.50	428.28	3.78	0.9%	422.03
High	428.74	429.62	0.88	0.2%	428.74
Low	423.95	426.37	2.42	0.6%	416.22
Close	427.92	427.10	-0.82	-0.2%	427.92
Range	4.79	3.25	-1.54	-32.2%	12.52
ATR	4.74	4.64	-0.11	-2.3%	0.00
Volume	91,426,100	65,460,100	-25,966,000	-28.4%	363,318,700

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	437.45	435.52	428.89
R3	434.20	432.27	427.99
R2	430.95	430.95	427.70
R1	429.02	429.02	427.40	428.36
PP	427.70	427.70	427.70	427.37
S1	425.77	425.77	426.80	425.11
S2	424.45	424.45	426.50
S3	421.20	422.52	426.21
S4	417.95	419.27	425.31

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	461.85	457.41	434.81
R3	449.33	444.89	431.36
R2	436.81	436.81	430.22
R1	432.37	432.37	429.07	434.59
PP	424.29	424.29	424.29	425.41
S1	419.85	419.85	426.77	422.07
S2	411.77	411.77	425.62
S3	399.25	407.33	424.48
S4	386.73	394.81	421.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	429.62	416.22	13.40	3.1%	4.20	1.0%	81%	True	False	85,755,760
10	429.62	409.88	19.74	4.6%	4.13	1.0%	87%	True	False	84,991,270
20	429.62	408.87	20.75	4.9%	3.84	0.9%	88%	True	False	79,310,650
40	429.62	403.74	25.88	6.1%	3.98	0.9%	90%	True	False	78,987,565
60	429.62	380.65	48.97	11.5%	4.51	1.1%	95%	True	False	88,273,903
80	429.62	380.65	48.97	11.5%	4.67	1.1%	95%	True	False	87,716,547
100	429.62	380.65	48.97	11.5%	4.90	1.1%	95%	True	False	86,368,556
120	429.62	374.77	54.85	12.8%	5.15	1.2%	95%	True	False	86,074,941

Crabel Price Patterns
NR	True
NR4	False
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	0.95
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	443.43
2.618	438.13
1.618	434.88
1.000	432.87
0.618	431.63
HIGH	429.62
0.618	428.38
0.500	428.00
0.382	427.61
LOW	426.37
0.618	424.36
1.000	423.12
1.618	421.11
2.618	417.86
4.250	412.56

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	428.00	425.80
PP	427.70	424.50
S1	427.40	423.21

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

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