SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jul-2017

Day Change Summary
	Previous	Current
	21-Jul-2017	24-Jul-2017	Change	Change %	Previous Week
Open	246.44	246.79	0.35	0.1%	245.47
High	246.91	246.98	0.07	0.0%	247.42
Low	246.18	246.28	0.10	0.0%	244.67
Close	246.88	246.82	-0.06	0.0%	246.88
Range	0.73	0.70	-0.03	-4.1%	2.75
ATR	1.42	1.37	-0.05	-3.6%	0.00
Volume	88,711,000	46,622,200	-42,088,800	-47.4%	263,154,700

Daily Pivots for day following 24-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	248.79	248.51	247.21
R3	248.09	247.81	247.01
R2	247.39	247.39	246.95
R1	247.11	247.11	246.88	247.25
PP	246.69	246.69	246.69	246.77
S1	246.41	246.41	246.76	246.55
S2	245.99	245.99	246.69
S3	245.29	245.71	246.63
S4	244.59	245.01	246.44

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	254.57	253.48	248.39
R3	251.82	250.73	247.64
R2	249.07	249.07	247.38
R1	247.98	247.98	247.13	248.53
PP	246.32	246.32	246.32	246.60
S1	245.23	245.23	246.63	245.78
S2	243.57	243.57	246.38
S3	240.82	242.48	246.12
S4	238.07	239.73	245.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	247.42	244.67	2.75	1.1%	0.88	0.4%	78%	False	False	55,249,000
10	247.42	240.85	6.57	2.7%	1.01	0.4%	91%	False	False	51,947,610
20	247.42	239.96	7.46	3.0%	1.34	0.5%	92%	False	False	58,828,454
40	247.42	239.96	7.46	3.0%	1.27	0.5%	92%	False	False	63,004,694
60	247.42	235.43	11.99	4.9%	1.24	0.5%	95%	False	False	65,081,541
80	247.42	232.51	14.91	6.0%	1.33	0.5%	96%	False	False	69,017,504
100	247.42	231.61	15.81	6.4%	1.37	0.6%	96%	False	False	71,632,440
120	247.42	226.82	20.60	8.3%	1.35	0.5%	97%	False	False	72,312,815

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	249.96
2.618	248.81
1.618	248.11
1.000	247.68
0.618	247.41
HIGH	246.98
0.618	246.71
0.500	246.63
0.382	246.55
LOW	246.28
0.618	245.85
1.000	245.58
1.618	245.15
2.618	244.45
4.250	243.31

Fisher Pivots for day following 24-Jul-2017
Pivot	1 day	3 day
R1	246.76	246.81
PP	246.69	246.81
S1	246.63	246.80

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

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