SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Jul-2018

Day Change Summary
	Previous	Current
	05-Jul-2018	06-Jul-2018	Change	Change %	Previous Week
Open	272.17	273.14	0.97	0.4%	269.51
High	273.18	275.84	2.66	1.0%	275.84
Low	270.96	272.72	1.76	0.6%	269.24
Close	273.11	275.42	2.31	0.8%	275.42
Range	2.22	3.13	0.91	40.8%	6.60
ATR	2.62	2.66	0.04	1.4%	0.00
Volume	56,925,900	66,493,600	9,567,700	16.8%	229,161,200

Daily Pivots for day following 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	284.03	282.85	277.14
R3	280.91	279.73	276.28
R2	277.78	277.78	275.99
R1	276.60	276.60	275.71	277.19
PP	274.66	274.66	274.66	274.95
S1	273.48	273.48	275.13	274.07
S2	271.53	271.53	274.85
S3	268.41	270.35	274.56
S4	265.28	267.23	273.70

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	293.30	290.96	279.05
R3	286.70	284.36	277.24
R2	280.10	280.10	276.63
R1	277.76	277.76	276.03	278.93
PP	273.50	273.50	273.50	274.09
S1	271.16	271.16	274.82	272.33
S2	266.90	266.90	274.21
S3	260.30	264.56	273.61
S4	253.70	257.96	271.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	275.84	269.24	6.60	2.4%	2.64	1.0%	94%	True	False	65,350,739
10	275.84	268.49	7.35	2.7%	2.87	1.0%	94%	True	False	77,166,408
20	279.48	268.49	10.99	4.0%	2.25	0.8%	63%	False	False	76,326,539
40	279.48	267.76	11.72	4.3%	2.11	0.8%	65%	False	False	71,645,787
60	279.48	259.05	20.43	7.4%	2.41	0.9%	80%	False	False	74,043,813
80	279.48	254.67	24.81	9.0%	2.98	1.1%	84%	False	False	85,614,745
100	280.41	254.67	25.74	9.3%	3.16	1.1%	81%	False	False	89,427,303
120	286.63	252.92	33.71	12.2%	3.39	1.2%	67%	False	False	100,122,676

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.63
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	289.12
2.618	284.02
1.618	280.90
1.000	278.97
0.618	277.77
HIGH	275.84
0.618	274.65
0.500	274.28
0.382	273.91
LOW	272.72
0.618	270.78
1.000	269.59
1.618	267.66
2.618	264.53
4.250	259.43

Fisher Pivots for day following 06-Jul-2018
Pivot	1 day	3 day
R1	275.04	274.66
PP	274.66	273.89
S1	274.28	273.13

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

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