SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Aug-2018

Day Change Summary
	Previous	Current
	02-Aug-2018	03-Aug-2018	Change	Change %	Previous Week
Open	279.39	282.53	3.14	1.1%	281.51
High	282.58	283.66	1.08	0.4%	283.66
Low	279.16	282.33	3.17	1.1%	279.16
Close	282.39	283.60	1.21	0.4%	283.60
Range	3.42	1.33	-2.09	-61.1%	4.50
ATR	2.26	2.19	-0.07	-2.9%	0.00
Volume	63,426,300	53,935,300	-9,491,000	-15.0%	303,527,800

Daily Pivots for day following 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	287.19	286.72	284.33
R3	285.86	285.39	283.97
R2	284.53	284.53	283.84
R1	284.06	284.06	283.72	284.30
PP	283.20	283.20	283.20	283.31
S1	282.73	282.73	283.48	282.97
S2	281.87	281.87	283.36
S3	280.54	281.40	283.23
S4	279.21	280.07	282.87

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	295.64	294.12	286.08
R3	291.14	289.62	284.84
R2	286.64	286.64	284.43
R1	285.12	285.12	284.01	285.88
PP	282.14	282.14	282.14	282.52
S1	280.62	280.62	283.19	281.38
S2	277.64	277.64	282.78
S3	273.14	276.12	282.36
S4	268.64	271.62	281.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	283.66	279.16	4.50	1.6%	2.14	0.8%	99%	True	False	60,705,560
10	284.37	279.06	5.31	1.9%	2.16	0.8%	85%	False	False	63,218,769
20	284.37	276.50	7.87	2.8%	1.77	0.6%	90%	False	False	60,450,685
40	284.37	268.49	15.88	5.6%	2.01	0.7%	95%	False	False	68,388,612
60	284.37	267.76	16.61	5.9%	2.00	0.7%	95%	False	False	67,914,086
80	284.37	259.05	25.32	8.9%	2.25	0.8%	97%	False	False	70,645,531
100	284.37	254.67	29.70	10.5%	2.74	1.0%	97%	False	False	80,581,933
120	284.37	254.67	29.70	10.5%	2.93	1.0%	97%	False	False	84,597,866

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.30
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	289.31
2.618	287.14
1.618	285.81
1.000	284.99
0.618	284.48
HIGH	283.66
0.618	283.15
0.500	283.00
0.382	282.84
LOW	282.33
0.618	281.51
1.000	281.00
1.618	280.18
2.618	278.85
4.250	276.68

Fisher Pivots for day following 03-Aug-2018
Pivot	1 day	3 day
R1	283.40	282.87
PP	283.20	282.14
S1	283.00	281.41

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

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