SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jul-2017

Day Change Summary
	Previous	Current
	06-Jul-2017	07-Jul-2017	Change	Change %	Previous Week
Open	241.89	241.21	-0.68	-0.3%	242.88
High	242.03	242.28	0.25	0.1%	243.38
Low	240.34	240.56	0.22	0.1%	240.34
Close	240.55	242.11	1.56	0.6%	242.11
Range	1.69	1.72	0.03	1.8%	3.04
ATR	1.69	1.70	0.00	0.2%	0.00
Volume	66,115,300	57,972,200	-8,143,100	-12.3%	217,668,900

Daily Pivots for day following 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	246.81	246.18	243.06
R3	245.09	244.46	242.58
R2	243.37	243.37	242.43
R1	242.74	242.74	242.27	243.06
PP	241.65	241.65	241.65	241.81
S1	241.02	241.02	241.95	241.34
S2	239.93	239.93	241.79
S3	238.21	239.30	241.64
S4	236.49	237.58	241.16

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	251.06	249.63	243.78
R3	248.02	246.59	242.95
R2	244.98	244.98	242.67
R1	243.55	243.55	242.39	242.75
PP	241.94	241.94	241.94	241.54
S1	240.51	240.51	241.83	239.71
S2	238.90	238.90	241.55
S3	235.86	237.47	241.27
S4	232.82	234.43	240.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	243.38	240.34	3.04	1.3%	1.41	0.6%	58%	False	False	60,897,900
10	244.38	239.96	4.42	1.8%	1.67	0.7%	49%	False	False	68,741,659
20	245.01	239.96	5.05	2.1%	1.54	0.6%	43%	False	False	70,881,180
40	245.01	235.43	9.58	4.0%	1.36	0.6%	70%	False	False	70,257,949
60	245.01	232.51	12.50	5.2%	1.34	0.6%	77%	False	False	71,413,523
80	245.01	231.61	13.40	5.5%	1.45	0.6%	78%	False	False	74,580,095
100	245.01	231.61	13.40	5.5%	1.40	0.6%	78%	False	False	75,376,199
120	245.01	225.27	19.74	8.2%	1.37	0.6%	85%	False	False	74,696,369

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	249.59
2.618	246.78
1.618	245.06
1.000	244.00
0.618	243.34
HIGH	242.28
0.618	241.62
0.500	241.42
0.382	241.22
LOW	240.56
0.618	239.50
1.000	238.84
1.618	237.78
2.618	236.06
4.250	233.25

Fisher Pivots for day following 07-Jul-2017
Pivot	1 day	3 day
R1	241.88	241.97
PP	241.65	241.82
S1	241.42	241.68

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

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