SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jul-2017

Day Change Summary
	Previous	Current
	12-Jul-2017	13-Jul-2017	Change	Change %	Previous Week
Open	243.30	244.02	0.72	0.3%	242.88
High	244.20	244.55	0.35	0.1%	243.38
Low	243.30	243.76	0.46	0.2%	240.34
Close	244.01	244.42	0.41	0.2%	242.11
Range	0.90	0.79	-0.11	-12.2%	3.04
ATR	1.68	1.61	-0.06	-3.8%	0.00
Volume	59,610,400	39,471,600	-20,138,800	-33.8%	217,668,900

Daily Pivots for day following 13-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	246.61	246.31	244.85
R3	245.82	245.52	244.64
R2	245.03	245.03	244.56
R1	244.73	244.73	244.49	244.88
PP	244.24	244.24	244.24	244.32
S1	243.94	243.94	244.35	244.09
S2	243.45	243.45	244.28
S3	242.66	243.15	244.20
S4	241.87	242.36	243.99

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	244.55	240.56	3.99	1.6%	1.23	0.5%	97%	True	False	48,814,400
10	244.55	239.96	4.59	1.9%	1.52	0.6%	97%	True	False	59,753,899
20	244.73	239.96	4.77	2.0%	1.42	0.6%	94%	False	False	62,334,489
40	245.01	235.43	9.58	3.9%	1.37	0.6%	94%	False	False	69,174,654
60	245.01	233.18	11.83	4.8%	1.31	0.5%	95%	False	False	69,075,589
80	245.01	231.61	13.40	5.5%	1.44	0.6%	96%	False	False	72,956,785
100	245.01	231.61	13.40	5.5%	1.39	0.6%	96%	False	False	74,038,985
120	245.01	225.27	19.74	8.1%	1.37	0.6%	97%	False	False	73,648,772

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 27 trading days

Fibonacci Retracements and Extensions
4.250	247.91
2.618	246.62
1.618	245.83
1.000	245.34
0.618	245.04
HIGH	244.55
0.618	244.25
0.500	244.16
0.382	244.06
LOW	243.76
0.618	243.27
1.000	242.97
1.618	242.48
2.618	241.69
4.250	240.40

Fisher Pivots for day following 13-Jul-2017
Pivot	1 day	3 day
R1	244.33	243.85
PP	244.24	243.27
S1	244.16	242.70

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

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