SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jul-2018

Day Change Summary
	Previous	Current
	10-Jul-2018	11-Jul-2018	Change	Change %	Previous Week
Open	278.41	277.15	-1.26	-0.5%	269.51
High	279.01	278.04	-0.97	-0.3%	275.84
Low	278.08	276.52	-1.56	-0.6%	269.24
Close	278.90	276.86	-2.04	-0.7%	275.42
Range	0.93	1.52	0.59	63.4%	6.60
ATR	2.54	2.53	-0.01	-0.4%	0.00
Volume	51,966,800	77,054,704	25,087,904	48.3%	229,161,200

Daily Pivots for day following 11-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	281.70	280.80	277.70
R3	280.18	279.28	277.28
R2	278.66	278.66	277.14
R1	277.76	277.76	277.00	277.45
PP	277.14	277.14	277.14	276.99
S1	276.24	276.24	276.72	275.93
S2	275.62	275.62	276.58
S3	274.10	274.72	276.44
S4	272.58	273.20	276.02

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	279.01	270.96	8.05	2.9%	1.85	0.7%	73%	False	False	60,598,280
10	279.01	268.49	10.52	3.8%	2.51	0.9%	80%	False	False	68,808,669
20	279.48	268.49	10.99	4.0%	2.26	0.8%	76%	False	False	75,137,075
40	279.48	267.76	11.72	4.2%	2.07	0.7%	78%	False	False	71,466,934
60	279.48	259.05	20.43	7.4%	2.35	0.8%	87%	False	False	73,413,766
80	279.48	254.67	24.81	9.0%	2.94	1.1%	89%	False	False	84,238,498
100	280.41	254.67	25.74	9.3%	3.06	1.1%	86%	False	False	88,091,428
120	286.63	252.92	33.71	12.2%	3.35	1.2%	71%	False	False	98,947,926

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.62
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	284.50
2.618	282.02
1.618	280.50
1.000	279.56
0.618	278.98
HIGH	278.04
0.618	277.46
0.500	277.28
0.382	277.10
LOW	276.52
0.618	275.58
1.000	275.00
1.618	274.06
2.618	272.54
4.250	270.06

Fisher Pivots for day following 11-Jul-2018
Pivot	1 day	3 day
R1	277.28	277.76
PP	277.14	277.46
S1	277.00	277.16

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

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