SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jul-2020

Day Change Summary
	Previous	Current
	10-Jul-2020	13-Jul-2020	Change	Change %	Previous Week
Open	314.31	320.13	5.82	1.9%	316.37
High	317.88	322.71	4.83	1.5%	317.88
Low	312.76	314.13	1.37	0.4%	310.68
Close	317.59	314.84	-2.75	-0.9%	317.59
Range	5.12	8.58	3.46	67.6%	7.20
ATR	5.95	6.13	0.19	3.2%	0.00
Volume	57,550,300	102,997,400	45,447,100	79.0%	340,166,600

Daily Pivots for day following 13-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	342.97	337.48	319.56
R3	334.39	328.90	317.20
R2	325.81	325.81	316.41
R1	320.32	320.32	315.63	318.78
PP	317.23	317.23	317.23	316.45
S1	311.74	311.74	314.05	310.20
S2	308.65	308.65	313.27
S3	300.07	303.16	312.48
S4	291.49	294.58	310.12

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	336.98	334.49	321.55
R3	329.78	327.29	319.57
R2	322.58	322.58	318.91
R1	320.09	320.09	318.25	321.34
PP	315.38	315.38	315.38	316.01
S1	312.89	312.89	316.93	314.14
S2	308.18	308.18	316.27
S3	300.98	305.69	315.61
S4	293.78	298.49	313.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	322.71	310.68	12.03	3.8%	5.57	1.8%	35%	True	False	76,290,040
10	322.71	298.93	23.78	7.6%	4.91	1.6%	67%	True	False	77,807,260
20	322.71	296.74	25.97	8.2%	5.58	1.8%	70%	True	False	92,231,140
40	323.41	281.34	42.07	13.4%	5.23	1.7%	80%	False	False	97,579,280
60	323.41	272.02	51.39	16.3%	5.35	1.7%	83%	False	False	98,962,942
80	323.41	218.26	105.15	33.4%	6.67	2.1%	92%	False	False	125,273,761
100	338.64	218.26	120.38	38.2%	7.96	2.5%	80%	False	False	150,361,955
120	339.08	218.26	120.82	38.4%	7.10	2.3%	80%	False	False	135,786,331

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	1.35
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	359.18
2.618	345.17
1.618	336.59
1.000	331.29
0.618	328.01
HIGH	322.71
0.618	319.43
0.500	318.42
0.382	317.41
LOW	314.13
0.618	308.83
1.000	305.55
1.618	300.25
2.618	291.67
4.250	277.67

Fisher Pivots for day following 13-Jul-2020
Pivot	1 day	3 day
R1	318.42	316.70
PP	317.23	316.08
S1	316.03	315.46

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

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