SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jul-2019

Day Change Summary
	Previous	Current
	16-Jul-2019	17-Jul-2019	Change	Change %	Previous Week
Open	300.65	299.75	-0.90	-0.3%	297.01
High	300.88	299.93	-0.95	-0.3%	300.73
Low	299.44	297.74	-1.70	-0.6%	295.48
Close	299.71	297.74	-1.97	-0.7%	300.65
Range	1.44	2.19	0.75	52.1%	5.25
ATR	2.24	2.24	0.00	-0.2%	0.00
Volume	40,567,900	44,102,400	3,534,500	8.7%	236,782,200

Daily Pivots for day following 17-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	305.04	303.58	298.94
R3	302.85	301.39	298.34
R2	300.66	300.66	298.14
R1	299.20	299.20	297.94	298.84
PP	298.47	298.47	298.47	298.29
S1	297.01	297.01	297.54	296.65
S2	296.28	296.28	297.34
S3	294.09	294.82	297.14
S4	291.90	292.63	296.54

Weekly Pivots for week ending 12-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	314.70	312.93	303.54
R3	309.45	307.68	302.09
R2	304.20	304.20	301.61
R1	302.43	302.43	301.13	303.32
PP	298.95	298.95	298.95	299.40
S1	297.18	297.18	300.17	298.07
S2	293.70	293.70	299.69
S3	288.45	291.93	299.21
S4	283.20	286.68	297.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	301.13	297.74	3.39	1.1%	1.43	0.5%	0%	False	True	41,964,860
10	301.13	295.48	5.65	1.9%	1.76	0.6%	40%	False	False	44,793,880
20	301.13	290.35	10.79	3.6%	1.90	0.6%	69%	False	False	57,400,335
40	301.13	273.09	28.04	9.4%	2.15	0.7%	88%	False	False	62,464,835
60	301.13	273.09	28.04	9.4%	2.50	0.8%	88%	False	False	68,651,696
80	301.13	273.09	28.04	9.4%	2.32	0.8%	88%	False	False	66,787,760
100	301.13	272.42	28.71	9.6%	2.35	0.8%	88%	False	False	69,088,146
120	301.13	261.79	39.34	13.2%	2.33	0.8%	91%	False	False	70,613,202

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	309.24
2.618	305.66
1.618	303.47
1.000	302.12
0.618	301.28
HIGH	299.93
0.618	299.09
0.500	298.84
0.382	298.58
LOW	297.74
0.618	296.39
1.000	295.55
1.618	294.20
2.618	292.01
4.250	288.43

Fisher Pivots for day following 17-Jul-2019
Pivot	1 day	3 day
R1	298.84	299.44
PP	298.47	298.87
S1	298.11	298.31

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

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