SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Jul-2017

Day Change Summary
	Previous	Current
	07-Jul-2017	10-Jul-2017	Change	Change %	Previous Week
Open	241.21	241.95	0.74	0.3%	242.88
High	242.28	242.80	0.52	0.2%	243.38
Low	240.56	241.76	1.20	0.5%	240.34
Close	242.11	242.37	0.26	0.1%	242.11
Range	1.72	1.04	-0.68	-39.5%	3.04
ATR	1.70	1.65	-0.05	-2.8%	0.00
Volume	57,972,200	36,663,200	-21,309,000	-36.8%	217,668,900

Daily Pivots for day following 10-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	245.43	244.94	242.94
R3	244.39	243.90	242.66
R2	243.35	243.35	242.56
R1	242.86	242.86	242.47	243.11
PP	242.31	242.31	242.31	242.43
S1	241.82	241.82	242.27	242.07
S2	241.27	241.27	242.18
S3	240.23	240.78	242.08
S4	239.19	239.74	241.80

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%	1.39	0.6%	67%	False	False	50,866,420
10	244.38	239.96	4.42	1.8%	1.67	0.7%	55%	False	False	65,709,299
20	244.87	239.96	4.91	2.0%	1.44	0.6%	49%	False	False	66,101,524
40	245.01	235.43	9.58	4.0%	1.35	0.6%	72%	False	False	69,615,572
60	245.01	232.51	12.50	5.2%	1.34	0.6%	79%	False	False	70,660,169
80	245.01	231.61	13.40	5.5%	1.43	0.6%	80%	False	False	73,837,364
100	245.01	231.61	13.40	5.5%	1.40	0.6%	80%	False	False	75,031,742
120	245.01	225.27	19.74	8.1%	1.37	0.6%	87%	False	False	74,491,555

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	247.22
2.618	245.52
1.618	244.48
1.000	243.84
0.618	243.44
HIGH	242.80
0.618	242.40
0.500	242.28
0.382	242.16
LOW	241.76
0.618	241.12
1.000	240.72
1.618	240.08
2.618	239.04
4.250	237.34

Fisher Pivots for day following 10-Jul-2017
Pivot	1 day	3 day
R1	242.34	242.10
PP	242.31	241.84
S1	242.28	241.57

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

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