SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jul-2018

Day Change Summary
	Previous	Current
	03-Jul-2018	05-Jul-2018	Change	Change %	Previous Week
Open	272.87	272.17	-0.70	-0.3%	273.44
High	272.98	273.18	0.20	0.1%	273.87
Low	270.42	270.96	0.54	0.2%	268.49
Close	270.90	273.11	2.21	0.8%	271.28
Range	2.56	2.22	-0.34	-13.3%	5.38
ATR	2.64	2.62	-0.03	-1.0%	0.00
Volume	42,187,000	56,925,900	14,738,900	34.9%	485,890,888

Daily Pivots for day following 05-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	279.08	278.31	274.33
R3	276.86	276.09	273.72
R2	274.64	274.64	273.52
R1	273.87	273.87	273.31	274.26
PP	272.42	272.42	272.42	272.61
S1	271.65	271.65	272.91	272.04
S2	270.20	270.20	272.70
S3	267.98	269.43	272.50
S4	265.76	267.21	271.89

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	273.66	268.49	5.17	1.9%	2.67	1.0%	89%	False	False	67,382,118
10	275.98	268.49	7.49	2.7%	2.79	1.0%	62%	False	False	77,623,188
20	279.48	268.49	10.99	4.0%	2.19	0.8%	42%	False	False	76,650,329
40	279.48	267.09	12.39	4.5%	2.10	0.8%	49%	False	False	71,475,099
60	279.48	259.05	20.43	7.5%	2.39	0.9%	69%	False	False	74,454,589
80	280.41	254.67	25.74	9.4%	2.99	1.1%	72%	False	False	85,933,186
100	280.41	254.67	25.74	9.4%	3.18	1.2%	72%	False	False	90,199,726
120	286.63	252.92	33.71	12.3%	3.38	1.2%	60%	False	False	100,325,363

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	282.62
2.618	278.99
1.618	276.77
1.000	275.40
0.618	274.55
HIGH	273.18
0.618	272.33
0.500	272.07
0.382	271.81
LOW	270.96
0.618	269.59
1.000	268.74
1.618	267.37
2.618	265.15
4.250	261.53

Fisher Pivots for day following 05-Jul-2018
Pivot	1 day	3 day
R1	272.76	272.48
PP	272.42	271.84
S1	272.07	271.21

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

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