SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jul-2018

Day Change Summary
	Previous	Current
	27-Jul-2018	30-Jul-2018	Change	Change %	Previous Week
Open	283.71	281.51	-2.20	-0.8%	279.45
High	283.82	281.69	-2.13	-0.8%	284.37
Low	280.38	279.36	-1.02	-0.4%	279.06
Close	281.42	279.95	-1.47	-0.5%	281.42
Range	3.44	2.33	-1.11	-32.3%	5.31
ATR	2.18	2.19	0.01	0.5%	0.00
Volume	76,783,104	63,742,500	-13,040,604	-17.0%	328,659,896

Daily Pivots for day following 30-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	287.32	285.97	281.23
R3	284.99	283.64	280.59
R2	282.66	282.66	280.38
R1	281.31	281.31	280.16	280.82
PP	280.33	280.33	280.33	280.09
S1	278.98	278.98	279.74	278.49
S2	278.00	278.00	279.52
S3	275.67	276.65	279.31
S4	273.34	274.32	278.67

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	297.55	294.79	284.34
R3	292.24	289.48	282.88
R2	286.93	286.93	282.39
R1	284.17	284.17	281.91	285.55
PP	281.62	281.62	281.62	282.31
S1	278.86	278.86	280.93	280.24
S2	276.31	276.31	280.45
S3	271.00	273.55	279.96
S4	265.69	268.24	278.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	284.37	279.36	5.01	1.8%	2.36	0.8%	12%	False	True	69,070,979
10	284.37	278.41	5.96	2.1%	1.91	0.7%	26%	False	False	63,309,600
20	284.37	269.24	15.13	5.4%	1.89	0.7%	71%	False	False	59,919,480
40	284.37	268.49	15.88	5.7%	1.97	0.7%	72%	False	False	68,199,522
60	284.37	261.15	23.22	8.3%	2.06	0.7%	81%	False	False	68,479,201
80	284.37	258.00	26.37	9.4%	2.36	0.8%	83%	False	False	73,669,189
100	284.37	254.67	29.70	10.6%	2.77	1.0%	85%	False	False	81,628,280
120	284.37	252.92	31.45	11.2%	3.12	1.1%	86%	False	False	89,609,046

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	291.59
2.618	287.79
1.618	285.46
1.000	284.02
0.618	283.13
HIGH	281.69
0.618	280.80
0.500	280.53
0.382	280.25
LOW	279.36
0.618	277.92
1.000	277.03
1.618	275.59
2.618	273.26
4.250	269.46

Fisher Pivots for day following 30-Jul-2018
Pivot	1 day	3 day
R1	280.53	281.74
PP	280.33	281.14
S1	280.14	280.55

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

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