SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jul-2018

Day Change Summary
	Previous	Current
	02-Jul-2018	03-Jul-2018	Change	Change %	Previous Week
Open	269.51	272.87	3.36	1.2%	273.44
High	272.04	272.98	0.94	0.3%	273.87
Low	269.24	270.42	1.18	0.4%	268.49
Close	271.86	270.90	-0.96	-0.4%	271.28
Range	2.80	2.56	-0.24	-8.6%	5.38
ATR	2.65	2.64	-0.01	-0.2%	0.00
Volume	63,554,700	42,187,000	-21,367,700	-33.6%	485,890,888

Daily Pivots for day following 03-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	279.11	277.57	272.31
R3	276.55	275.01	271.60
R2	273.99	273.99	271.37
R1	272.45	272.45	271.13	271.94
PP	271.43	271.43	271.43	271.18
S1	269.89	269.89	270.67	269.38
S2	268.87	268.87	270.43
S3	266.31	267.33	270.20
S4	263.75	264.77	269.49

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	287.34	284.68	274.24
R3	281.96	279.31	272.76
R2	276.59	276.59	272.27
R1	273.93	273.93	271.77	272.57
PP	271.21	271.21	271.21	270.53
S1	268.56	268.56	270.79	267.20
S2	265.84	265.84	270.29
S3	260.46	263.18	269.80
S4	255.09	257.81	268.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	273.87	268.49	5.38	2.0%	3.16	1.2%	45%	False	False	77,019,058
10	276.72	268.49	8.23	3.0%	2.68	1.0%	29%	False	False	77,309,138
20	279.48	268.49	10.99	4.1%	2.20	0.8%	22%	False	False	76,940,644
40	279.48	265.15	14.33	5.3%	2.10	0.8%	40%	False	False	71,739,432
60	279.48	259.05	20.43	7.5%	2.41	0.9%	58%	False	False	75,265,386
80	280.41	254.67	25.74	9.5%	2.99	1.1%	63%	False	False	86,120,671
100	280.41	252.92	27.49	10.1%	3.26	1.2%	65%	False	False	92,466,120
120	286.63	252.92	33.71	12.4%	3.37	1.2%	53%	False	False	100,370,659

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	True
Stretch	0.54
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	283.86
2.618	279.68
1.618	277.12
1.000	275.54
0.618	274.56
HIGH	272.98
0.618	272.00
0.500	271.70
0.382	271.40
LOW	270.42
0.618	268.84
1.000	267.86
1.618	266.28
2.618	263.72
4.250	259.54

Fisher Pivots for day following 03-Jul-2018
Pivot	1 day	3 day
R1	271.70	271.45
PP	271.43	271.27
S1	271.17	271.08

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

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