SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jul-2018

Day Change Summary
	Previous	Current
	23-Jul-2018	24-Jul-2018	Change	Change %	Previous Week
Open	279.45	281.79	2.34	0.8%	279.64
High	280.43	282.56	2.13	0.8%	281.18
Low	279.06	280.63	1.57	0.6%	278.41
Close	280.20	281.61	1.41	0.5%	279.68
Range	1.37	1.93	0.56	40.9%	2.77
ATR	2.07	2.09	0.02	1.0%	0.00
Volume	47,047,500	68,026,896	20,979,396	44.6%	288,894,604

Daily Pivots for day following 24-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	287.39	286.43	282.67
R3	285.46	284.50	282.14
R2	283.53	283.53	281.96
R1	282.57	282.57	281.79	282.09
PP	281.60	281.60	281.60	281.36
S1	280.64	280.64	281.43	280.16
S2	279.67	279.67	281.26
S3	277.74	278.71	281.08
S4	275.81	276.78	280.55

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	282.56	279.06	3.50	1.2%	1.34	0.5%	73%	True	False	60,690,520
10	282.56	276.52	6.04	2.1%	1.48	0.5%	84%	True	False	58,938,320
20	282.56	268.49	14.07	5.0%	2.00	0.7%	93%	True	False	63,454,919
40	282.56	267.76	14.80	5.3%	1.97	0.7%	94%	True	False	70,025,455
60	282.56	259.05	23.51	8.3%	2.13	0.8%	96%	True	False	70,174,833
80	282.56	254.67	27.89	9.9%	2.53	0.9%	97%	True	False	76,610,227
100	282.56	254.67	27.89	9.9%	2.82	1.0%	97%	True	False	82,881,671
120	283.06	252.92	30.14	10.7%	3.29	1.2%	95%	False	False	94,906,193

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	0.44
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	290.76
2.618	287.61
1.618	285.68
1.000	284.49
0.618	283.75
HIGH	282.56
0.618	281.82
0.500	281.60
0.382	281.37
LOW	280.63
0.618	279.44
1.000	278.70
1.618	277.51
2.618	275.58
4.250	272.43

Fisher Pivots for day following 24-Jul-2018
Pivot	1 day	3 day
R1	281.61	281.34
PP	281.60	281.08
S1	281.60	280.81

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

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