SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jul-2018

Day Change Summary
	Previous	Current
	11-Jul-2018	12-Jul-2018	Change	Change %	Previous Week
Open	277.15	278.28	1.13	0.4%	269.51
High	278.04	279.43	1.39	0.5%	275.84
Low	276.52	277.60	1.08	0.4%	269.24
Close	276.86	279.37	2.51	0.9%	275.42
Range	1.52	1.83	0.31	20.4%	6.60
ATR	2.53	2.53	0.00	0.1%	0.00
Volume	77,054,704	60,124,600	-16,930,104	-22.0%	229,161,200

Daily Pivots for day following 12-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	284.29	283.66	280.38
R3	282.46	281.83	279.87
R2	280.63	280.63	279.71
R1	280.00	280.00	279.54	280.32
PP	278.80	278.80	278.80	278.96
S1	278.17	278.17	279.20	278.49
S2	276.97	276.97	279.03
S3	275.14	276.34	278.87
S4	273.31	274.51	278.36

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	279.43	272.72	6.72	2.4%	1.77	0.6%	99%	True	False	61,238,020
10	279.43	268.49	10.94	3.9%	2.22	0.8%	99%	True	False	64,310,069
20	279.43	268.49	10.94	3.9%	2.27	0.8%	99%	True	False	74,189,775
40	279.48	267.76	11.72	4.2%	2.07	0.7%	99%	False	False	70,794,147
60	279.48	259.05	20.43	7.3%	2.34	0.8%	99%	False	False	73,337,809
80	279.48	254.67	24.81	8.9%	2.89	1.0%	100%	False	False	83,624,951
100	280.41	254.67	25.74	9.2%	3.05	1.1%	96%	False	False	87,088,473
120	286.63	252.92	33.71	12.1%	3.36	1.2%	78%	False	False	98,274,631

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.53
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	287.21
2.618	284.22
1.618	282.39
1.000	281.26
0.618	280.56
HIGH	279.43
0.618	278.73
0.500	278.52
0.382	278.30
LOW	277.60
0.618	276.47
1.000	275.77
1.618	274.64
2.618	272.81
4.250	269.82

Fisher Pivots for day following 12-Jul-2018
Pivot	1 day	3 day
R1	279.09	278.91
PP	278.80	278.44
S1	278.52	277.98

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

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