SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jul-2017

Day Change Summary
	Previous	Current
	11-Jul-2017	12-Jul-2017	Change	Change %	Previous Week
Open	242.16	243.30	1.14	0.5%	242.88
High	242.55	244.20	1.65	0.7%	243.38
Low	240.85	243.30	2.45	1.0%	240.34
Close	242.19	244.01	1.82	0.8%	242.11
Range	1.70	0.90	-0.80	-47.1%	3.04
ATR	1.65	1.68	0.03	1.5%	0.00
Volume	50,354,600	59,610,400	9,255,800	18.4%	217,668,900

Daily Pivots for day following 12-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	246.54	246.17	244.51
R3	245.64	245.27	244.26
R2	244.74	244.74	244.18
R1	244.37	244.37	244.09	244.56
PP	243.84	243.84	243.84	243.93
S1	243.47	243.47	243.93	243.66
S2	242.94	242.94	243.85
S3	242.04	242.57	243.76
S4	241.14	241.67	243.52

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	244.20	240.34	3.86	1.6%	1.41	0.6%	95%	True	False	54,143,140
10	244.20	239.96	4.24	1.7%	1.59	0.7%	96%	True	False	62,810,999
20	244.87	239.96	4.91	2.0%	1.46	0.6%	82%	False	False	64,291,025
40	245.01	235.43	9.58	3.9%	1.37	0.6%	90%	False	False	69,468,907
60	245.01	233.08	11.93	4.9%	1.32	0.5%	92%	False	False	69,804,826
80	245.01	231.61	13.40	5.5%	1.44	0.6%	93%	False	False	73,120,102
100	245.01	231.61	13.40	5.5%	1.39	0.6%	93%	False	False	74,416,310
120	245.01	225.27	19.74	8.1%	1.37	0.6%	95%	False	False	74,396,247

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	0.30
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	248.03
2.618	246.56
1.618	245.66
1.000	245.10
0.618	244.76
HIGH	244.20
0.618	243.86
0.500	243.75
0.382	243.64
LOW	243.30
0.618	242.74
1.000	242.40
1.618	241.84
2.618	240.94
4.250	239.48

Fisher Pivots for day following 12-Jul-2017
Pivot	1 day	3 day
R1	243.92	243.52
PP	243.84	243.02
S1	243.75	242.53

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

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