SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Jul-2018

Day Change Summary
	Previous	Current
	30-Jul-2018	31-Jul-2018	Change	Change %	Previous Week
Open	281.51	280.81	-0.70	-0.2%	279.45
High	281.69	282.02	0.33	0.1%	284.37
Low	279.36	280.38	1.02	0.4%	279.06
Close	279.95	281.33	1.38	0.5%	281.42
Range	2.33	1.64	-0.69	-29.6%	5.31
ATR	2.19	2.18	-0.01	-0.4%	0.00
Volume	63,742,500	68,570,400	4,827,900	7.6%	328,659,896

Daily Pivots for day following 31-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	286.16	285.39	282.23
R3	284.52	283.75	281.78
R2	282.88	282.88	281.63
R1	282.11	282.11	281.48	282.50
PP	281.24	281.24	281.24	281.44
S1	280.47	280.47	281.18	280.86
S2	279.60	279.60	281.03
S3	277.96	278.83	280.88
S4	276.32	277.19	280.43

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%	2.30	0.8%	39%	False	False	69,179,680
10	284.37	279.06	5.31	1.9%	1.82	0.6%	43%	False	False	64,935,100
20	284.37	270.42	13.95	5.0%	1.83	0.7%	78%	False	False	60,170,265
40	284.37	268.49	15.88	5.6%	1.99	0.7%	81%	False	False	68,779,154
60	284.37	265.15	19.22	6.8%	2.00	0.7%	84%	False	False	68,101,675
80	284.37	259.05	25.32	9.0%	2.29	0.8%	88%	False	False	72,282,304
100	284.37	254.67	29.70	10.6%	2.77	1.0%	90%	False	False	81,644,973
120	284.37	252.92	31.45	11.2%	3.09	1.1%	90%	False	False	88,785,665

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	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	288.99
2.618	286.31
1.618	284.67
1.000	283.66
0.618	283.03
HIGH	282.02
0.618	281.39
0.500	281.20
0.382	281.01
LOW	280.38
0.618	279.37
1.000	278.74
1.618	277.73
2.618	276.09
4.250	273.41

Fisher Pivots for day following 31-Jul-2018
Pivot	1 day	3 day
R1	281.29	281.59
PP	281.24	281.50
S1	281.20	281.42

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

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