SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jul-2017

Day Change Summary
	Previous	Current
	10-Jul-2017	11-Jul-2017	Change	Change %	Previous Week
Open	241.95	242.16	0.21	0.1%	242.88
High	242.80	242.55	-0.25	-0.1%	243.38
Low	241.76	240.85	-0.91	-0.4%	240.34
Close	242.37	242.19	-0.18	-0.1%	242.11
Range	1.04	1.70	0.66	63.5%	3.04
ATR	1.65	1.65	0.00	0.2%	0.00
Volume	36,663,200	50,354,600	13,691,400	37.3%	217,668,900

Daily Pivots for day following 11-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	246.96	246.28	243.13
R3	245.26	244.58	242.66
R2	243.56	243.56	242.50
R1	242.88	242.88	242.35	243.22
PP	241.86	241.86	241.86	242.04
S1	241.18	241.18	242.03	241.52
S2	240.16	240.16	241.88
S3	238.46	239.48	241.72
S4	236.76	237.78	241.26

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	243.01	240.34	2.67	1.1%	1.49	0.6%	69%	False	False	53,106,580
10	243.72	239.96	3.76	1.6%	1.71	0.7%	59%	False	False	65,074,719
20	244.87	239.96	4.91	2.0%	1.47	0.6%	45%	False	False	64,313,850
40	245.01	235.43	9.58	4.0%	1.38	0.6%	71%	False	False	69,526,619
60	245.01	232.88	12.13	5.0%	1.34	0.6%	77%	False	False	69,951,407
80	245.01	231.61	13.40	5.5%	1.44	0.6%	79%	False	False	73,487,498
100	245.01	231.61	13.40	5.5%	1.40	0.6%	79%	False	False	74,667,430
120	245.01	225.27	19.74	8.2%	1.38	0.6%	86%	False	False	74,454,566

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 2 trading days

Fibonacci Retracements and Extensions
4.250	249.78
2.618	247.00
1.618	245.30
1.000	244.25
0.618	243.60
HIGH	242.55
0.618	241.90
0.500	241.70
0.382	241.50
LOW	240.85
0.618	239.80
1.000	239.15
1.618	238.10
2.618	236.40
4.250	233.63

Fisher Pivots for day following 11-Jul-2017
Pivot	1 day	3 day
R1	242.03	242.02
PP	241.86	241.85
S1	241.70	241.68

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

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