SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jul-2018

Day Change Summary
	Previous	Current
	20-Jul-2018	23-Jul-2018	Change	Change %	Previous Week
Open	279.77	279.45	-0.32	-0.1%	279.64
High	280.48	280.43	-0.05	0.0%	281.18
Low	279.50	279.06	-0.44	-0.2%	278.41
Close	279.68	280.20	0.52	0.2%	279.68
Range	0.98	1.37	0.39	39.8%	2.77
ATR	2.12	2.07	-0.05	-2.5%	0.00
Volume	82,372,704	47,047,500	-35,325,204	-42.9%	288,894,604

Daily Pivots for day following 23-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	284.01	283.47	280.95
R3	282.64	282.10	280.58
R2	281.27	281.27	280.45
R1	280.73	280.73	280.33	281.00
PP	279.90	279.90	279.90	280.03
S1	279.36	279.36	280.07	279.63
S2	278.53	278.53	279.95
S3	277.16	277.99	279.82
S4	275.79	276.62	279.45

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	288.07	286.64	281.20
R3	285.30	283.87	280.44
R2	282.53	282.53	280.19
R1	281.10	281.10	279.93	281.82
PP	279.76	279.76	279.76	280.11
S1	278.33	278.33	279.43	279.05
S2	276.99	276.99	279.17
S3	274.22	275.56	278.92
S4	271.45	272.79	278.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	281.18	278.41	2.77	1.0%	1.45	0.5%	65%	False	False	57,548,220
10	281.18	276.52	4.66	1.7%	1.38	0.5%	79%	False	False	57,332,310
20	281.18	268.49	12.69	4.5%	2.13	0.8%	92%	False	False	66,946,279
40	281.18	267.76	13.42	4.8%	1.95	0.7%	93%	False	False	69,734,150
60	281.18	259.05	22.13	7.9%	2.13	0.8%	96%	False	False	69,991,944
80	281.18	254.67	26.51	9.5%	2.57	0.9%	96%	False	False	77,312,950
100	281.18	254.67	26.51	9.5%	2.87	1.0%	96%	False	False	83,969,952
120	283.30	252.92	30.38	10.8%	3.30	1.2%	90%	False	False	95,330,536

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	286.25
2.618	284.02
1.618	282.65
1.000	281.80
0.618	281.28
HIGH	280.43
0.618	279.91
0.500	279.75
0.382	279.58
LOW	279.06
0.618	278.21
1.000	277.69
1.618	276.84
2.618	275.47
4.250	273.24

Fisher Pivots for day following 23-Jul-2018
Pivot	1 day	3 day
R1	280.05	280.10
PP	279.90	280.00
S1	279.75	279.90

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

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