SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Jul-2019

Day Change Summary
	Previous	Current
	01-Jul-2019	02-Jul-2019	Change	Change %	Previous Week
Open	296.68	295.43	-1.25	-0.4%	294.23
High	296.92	296.49	-0.43	-0.1%	294.58
Low	294.33	294.68	0.35	0.1%	290.35
Close	295.66	296.43	0.77	0.3%	293.00
Range	2.59	1.81	-0.78	-30.1%	4.24
ATR	2.72	2.66	-0.07	-2.4%	0.00
Volume	79,107,400	61,504,500	-17,602,900	-22.3%	280,902,300

Daily Pivots for day following 02-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	301.30	300.67	297.43
R3	299.49	298.86	296.93
R2	297.68	297.68	296.76
R1	297.05	297.05	296.60	297.37
PP	295.87	295.87	295.87	296.02
S1	295.24	295.24	296.26	295.56
S2	294.06	294.06	296.10
S3	292.25	293.43	295.93
S4	290.44	291.62	295.43

Weekly Pivots for week ending 28-Jun-2019
	Classic	Woodie	Camarilla	DeMark
R4	305.35	303.41	295.33
R3	301.11	299.17	294.16
R2	296.88	296.88	293.78
R1	294.94	294.94	293.39	293.79
PP	292.64	292.64	292.64	292.07
S1	290.70	290.70	292.61	289.56
S2	288.41	288.41	292.22
S3	284.17	286.47	291.84
S4	279.94	282.23	290.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	296.92	290.35	6.58	2.2%	1.82	0.6%	93%	False	False	58,380,580
10	296.92	290.35	6.58	2.2%	2.04	0.7%	93%	False	False	70,006,790
20	296.92	280.32	16.60	5.6%	2.11	0.7%	97%	False	False	65,369,350
40	296.92	273.09	23.83	8.0%	2.67	0.9%	98%	False	False	75,527,085
60	296.92	273.09	23.83	8.0%	2.47	0.8%	98%	False	False	70,619,673
80	296.92	273.09	23.83	8.0%	2.43	0.8%	98%	False	False	71,357,515
100	296.92	267.83	29.09	9.8%	2.36	0.8%	98%	False	False	72,006,171
120	296.92	255.50	41.42	14.0%	2.43	0.8%	99%	False	False	74,290,539

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	304.18
2.618	301.23
1.618	299.42
1.000	298.30
0.618	297.61
HIGH	296.49
0.618	295.80
0.500	295.59
0.382	295.37
LOW	294.68
0.618	293.56
1.000	292.87
1.618	291.75
2.618	289.94
4.250	286.99

Fisher Pivots for day following 02-Jul-2019
Pivot	1 day	3 day
R1	296.15	295.78
PP	295.87	295.12
S1	295.59	294.47

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

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