SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Jul-2018

Day Change Summary
	Previous	Current
	29-Jun-2018	02-Jul-2018	Change	Change %	Previous Week
Open	272.12	269.51	-2.61	-1.0%	273.44
High	273.66	272.04	-1.62	-0.6%	273.87
Low	271.15	269.24	-1.91	-0.7%	268.49
Close	271.28	271.86	0.58	0.2%	271.28
Range	2.51	2.80	0.29	11.6%	5.38
ATR	2.64	2.65	0.01	0.4%	0.00
Volume	97,592,496	63,554,700	-34,037,796	-34.9%	485,890,888

Daily Pivots for day following 02-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	279.45	278.45	273.40
R3	276.65	275.65	272.63
R2	273.85	273.85	272.37
R1	272.85	272.85	272.12	273.35
PP	271.05	271.05	271.05	271.30
S1	270.05	270.05	271.60	270.55
S2	268.25	268.25	271.35
S3	265.45	267.25	271.09
S4	262.65	264.45	270.32

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	287.34	284.68	274.24
R3	281.96	279.31	272.76
R2	276.59	276.59	272.27
R1	273.93	273.93	271.77	272.57
PP	271.21	271.21	271.21	270.53
S1	268.56	268.56	270.79	267.20
S2	265.84	265.84	270.29
S3	260.46	263.18	269.80
S4	255.09	257.81	268.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	273.87	268.49	5.38	2.0%	3.01	1.1%	63%	False	False	82,318,298
10	276.72	268.49	8.23	3.0%	2.65	1.0%	41%	False	False	82,843,589
20	279.48	268.49	10.99	4.0%	2.14	0.8%	31%	False	False	77,388,044
40	279.48	265.15	14.33	5.3%	2.08	0.8%	47%	False	False	72,067,379
60	279.48	259.05	20.43	7.5%	2.45	0.9%	63%	False	False	76,319,651
80	280.41	254.67	25.74	9.5%	3.00	1.1%	67%	False	False	87,013,650
100	280.41	252.92	27.49	10.1%	3.34	1.2%	69%	False	False	94,508,745
120	286.63	252.92	33.71	12.4%	3.37	1.2%	56%	False	False	100,598,886

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	0.57
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	283.94
2.618	279.37
1.618	276.57
1.000	274.84
0.618	273.77
HIGH	272.04
0.618	270.97
0.500	270.64
0.382	270.31
LOW	269.24
0.618	267.51
1.000	266.44
1.618	264.71
2.618	261.91
4.250	257.34

Fisher Pivots for day following 02-Jul-2018
Pivot	1 day	3 day
R1	271.45	271.60
PP	271.05	271.34
S1	270.64	271.08

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

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