SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Jul-2017

Day Change Summary
	Previous	Current
	28-Jul-2017	31-Jul-2017	Change	Change %	Previous Week
Open	246.65	247.37	0.72	0.3%	246.79
High	247.06	247.48	0.42	0.2%	248.00
Low	246.13	246.53	0.40	0.2%	245.68
Close	246.91	246.77	-0.14	-0.1%	246.91
Range	0.93	0.95	0.02	2.2%	2.32
ATR	1.34	1.32	-0.03	-2.1%	0.00
Volume	50,088,300	65,838,600	15,750,300	31.4%	269,967,896

Daily Pivots for day following 31-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	249.78	249.22	247.29
R3	248.83	248.27	247.03
R2	247.88	247.88	246.94
R1	247.32	247.32	246.86	247.13
PP	246.93	246.93	246.93	246.83
S1	246.37	246.37	246.68	246.18
S2	245.98	245.98	246.60
S3	245.03	245.42	246.51
S4	244.08	244.47	246.25

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%	1.10	0.4%	47%	False	False	57,836,859
10	248.00	244.67	3.33	1.3%	0.99	0.4%	63%	False	False	56,542,929
20	248.00	240.34	7.66	3.1%	1.12	0.5%	84%	False	False	53,149,624
40	248.00	239.96	8.04	3.3%	1.28	0.5%	85%	False	False	61,952,907
60	248.00	235.43	12.57	5.1%	1.25	0.5%	90%	False	False	64,528,089
80	248.00	232.51	15.49	6.3%	1.29	0.5%	92%	False	False	67,866,259
100	248.00	231.61	16.39	6.6%	1.37	0.6%	92%	False	False	71,015,442
120	248.00	228.31	19.69	8.0%	1.35	0.5%	94%	False	False	71,847,189

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	251.52
2.618	249.97
1.618	249.02
1.000	248.43
0.618	248.07
HIGH	247.48
0.618	247.12
0.500	247.01
0.382	246.89
LOW	246.53
0.618	245.94
1.000	245.58
1.618	244.99
2.618	244.04
4.250	242.49

Fisher Pivots for day following 31-Jul-2017
Pivot	1 day	3 day
R1	247.01	246.84
PP	246.93	246.82
S1	246.85	246.79

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

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