SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jul-2017

Day Change Summary
	Previous	Current
	03-Jul-2017	05-Jul-2017	Change	Change %	Previous Week
Open	242.88	242.63	-0.25	-0.1%	243.90
High	243.38	243.01	-0.37	-0.2%	244.38
Low	242.21	241.70	-0.51	-0.2%	239.96
Close	242.21	242.77	0.56	0.2%	241.80
Range	1.17	1.31	0.14	12.0%	4.42
ATR	1.66	1.64	-0.03	-1.5%	0.00
Volume	39,153,800	54,427,600	15,273,800	39.0%	402,760,896

Daily Pivots for day following 05-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	246.42	245.91	243.49
R3	245.11	244.60	243.13
R2	243.80	243.80	243.01
R1	243.29	243.29	242.89	243.55
PP	242.49	242.49	242.49	242.62
S1	241.98	241.98	242.65	242.24
S2	241.18	241.18	242.53
S3	239.87	240.67	242.41
S4	238.56	239.36	242.05

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	255.31	252.97	244.23
R3	250.89	248.55	243.02
R2	246.47	246.47	242.61
R1	244.13	244.13	242.21	243.09
PP	242.05	242.05	242.05	241.53
S1	239.71	239.71	241.39	238.67
S2	237.63	237.63	240.99
S3	233.21	235.29	240.58
S4	228.79	230.87	239.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	243.72	239.96	3.76	1.5%	1.77	0.7%	75%	False	False	71,478,859
10	244.38	239.96	4.42	1.8%	1.54	0.6%	64%	False	False	66,345,459
20	245.01	239.96	5.05	2.1%	1.48	0.6%	56%	False	False	70,681,550
40	245.01	235.43	9.58	3.9%	1.33	0.5%	77%	False	False	69,797,184
60	245.01	232.51	12.50	5.1%	1.34	0.6%	82%	False	False	71,939,739
80	245.01	231.61	13.40	5.5%	1.42	0.6%	83%	False	False	74,493,220
100	245.01	230.62	14.39	5.9%	1.39	0.6%	84%	False	False	75,347,302
120	245.01	224.96	20.05	8.3%	1.36	0.6%	89%	False	False	74,785,897

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	0.34
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	248.58
2.618	246.44
1.618	245.13
1.000	244.32
0.618	243.82
HIGH	243.01
0.618	242.51
0.500	242.36
0.382	242.20
LOW	241.70
0.618	240.89
1.000	240.39
1.618	239.58
2.618	238.27
4.250	236.13

Fisher Pivots for day following 05-Jul-2017
Pivot	1 day	3 day
R1	242.63	242.67
PP	242.49	242.57
S1	242.36	242.48

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

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