SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jul-2017

Day Change Summary
	Previous	Current
	27-Jul-2017	28-Jul-2017	Change	Change %	Previous Week
Open	247.96	246.65	-1.31	-0.5%	246.79
High	248.00	247.06	-0.94	-0.4%	248.00
Low	245.68	246.13	0.45	0.2%	245.68
Close	247.20	246.91	-0.29	-0.1%	246.91
Range	2.32	0.93	-1.39	-59.9%	2.32
ATR	1.36	1.34	-0.02	-1.5%	0.00
Volume	70,766,496	50,088,300	-20,678,196	-29.2%	269,967,896

Daily Pivots for day following 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	249.49	249.13	247.42
R3	248.56	248.20	247.17
R2	247.63	247.63	247.08
R1	247.27	247.27	247.00	247.45
PP	246.70	246.70	246.70	246.79
S1	246.34	246.34	246.82	246.52
S2	245.77	245.77	246.74
S3	244.84	245.41	246.65
S4	243.91	244.48	246.40

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	253.82	252.69	248.19
R3	251.50	250.37	247.55
R2	249.18	249.18	247.34
R1	248.05	248.05	247.12	248.62
PP	246.86	246.86	246.86	247.15
S1	245.73	245.73	246.70	246.30
S2	244.54	244.54	246.48
S3	242.22	243.41	246.27
S4	239.90	241.09	245.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	248.00	245.68	2.32	0.9%	1.05	0.4%	53%	False	False	53,993,579
10	248.00	244.67	3.33	1.3%	0.96	0.4%	67%	False	False	53,312,259
20	248.00	240.34	7.66	3.1%	1.13	0.5%	86%	False	False	54,198,724
40	248.00	239.96	8.04	3.3%	1.28	0.5%	86%	False	False	62,523,594
60	248.00	235.43	12.57	5.1%	1.25	0.5%	91%	False	False	64,455,158
80	248.00	232.51	15.49	6.3%	1.32	0.5%	93%	False	False	68,403,284
100	248.00	231.61	16.39	6.6%	1.37	0.6%	93%	False	False	71,138,743
120	248.00	228.31	19.69	8.0%	1.35	0.5%	94%	False	False	71,781,294

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	251.01
2.618	249.49
1.618	248.56
1.000	247.99
0.618	247.63
HIGH	247.06
0.618	246.70
0.500	246.60
0.382	246.49
LOW	246.13
0.618	245.56
1.000	245.20
1.618	244.63
2.618	243.70
4.250	242.18

Fisher Pivots for day following 28-Jul-2017
Pivot	1 day	3 day
R1	246.81	246.89
PP	246.70	246.86
S1	246.60	246.84

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

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