SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Jul-2019

Day Change Summary
	Previous	Current
	30-Jul-2019	31-Jul-2019	Change	Change %	Previous Week
Open	299.91	300.99	1.08	0.4%	297.61
High	301.17	301.20	0.03	0.0%	302.23
Low	299.49	295.20	-4.29	-1.4%	297.04
Close	300.72	297.43	-3.29	-1.1%	302.01
Range	1.68	6.00	4.32	257.1%	5.19
ATR	2.17	2.44	0.27	12.6%	0.00
Volume	45,849,000	104,245,104	58,396,104	127.4%	236,036,500

Daily Pivots for day following 31-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	315.94	312.69	300.73
R3	309.94	306.69	299.08
R2	303.94	303.94	298.53
R1	300.69	300.69	297.98	299.32
PP	297.94	297.94	297.94	297.26
S1	294.69	294.69	296.88	293.32
S2	291.94	291.94	296.33
S3	285.94	288.69	295.78
S4	279.94	282.69	294.13

Weekly Pivots for week ending 26-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	316.00	314.19	304.86
R3	310.81	309.00	303.44
R2	305.62	305.62	302.96
R1	303.81	303.81	302.49	304.72
PP	300.43	300.43	300.43	300.88
S1	298.62	298.62	301.53	299.53
S2	295.24	295.24	301.06
S3	290.05	293.43	300.58
S4	284.86	288.24	299.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	302.23	295.20	7.03	2.4%	2.45	0.8%	32%	False	True	57,739,700
10	302.23	295.20	7.03	2.4%	2.35	0.8%	32%	False	True	54,703,980
20	302.23	295.20	7.03	2.4%	2.05	0.7%	32%	False	True	49,748,930
40	302.23	280.32	21.91	7.4%	2.08	0.7%	78%	False	False	57,559,140
60	302.23	273.09	29.14	9.8%	2.47	0.8%	84%	False	False	66,934,367
80	302.23	273.09	29.14	9.8%	2.36	0.8%	84%	False	False	65,401,987
100	302.23	273.09	29.14	9.8%	2.36	0.8%	84%	False	False	67,035,798
120	302.23	267.83	34.40	11.6%	2.31	0.8%	86%	False	False	68,296,631

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	326.70
2.618	316.91
1.618	310.91
1.000	307.20
0.618	304.91
HIGH	301.20
0.618	298.91
0.500	298.20
0.382	297.49
LOW	295.20
0.618	291.49
1.000	289.20
1.618	285.49
2.618	279.49
4.250	269.70

Fisher Pivots for day following 31-Jul-2019
Pivot	1 day	3 day
R1	298.20	298.57
PP	297.94	298.19
S1	297.69	297.81

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

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