SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jul-2019

Day Change Summary
	Previous	Current
	02-Jul-2019	03-Jul-2019	Change	Change %	Previous Week
Open	295.43	297.18	1.75	0.6%	294.23
High	296.49	298.82	2.33	0.8%	294.58
Low	294.68	297.02	2.34	0.8%	290.35
Close	296.43	298.80	2.37	0.8%	293.00
Range	1.81	1.80	-0.01	-0.6%	4.24
ATR	2.66	2.64	-0.02	-0.7%	0.00
Volume	61,504,500	40,898,800	-20,605,700	-33.5%	280,902,300

Daily Pivots for day following 03-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	303.61	303.01	299.79
R3	301.81	301.21	299.30
R2	300.01	300.01	299.13
R1	299.41	299.41	298.97	299.71
PP	298.21	298.21	298.21	298.37
S1	297.61	297.61	298.64	297.91
S2	296.41	296.41	298.47
S3	294.61	295.81	298.31
S4	292.81	294.01	297.81

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	298.82	290.89	7.93	2.7%	1.78	0.6%	100%	True	False	56,243,360
10	298.82	290.35	8.48	2.8%	2.00	0.7%	100%	True	False	66,229,240
20	298.82	282.57	16.25	5.4%	2.07	0.7%	100%	True	False	63,855,805
40	298.82	273.09	25.73	8.6%	2.59	0.9%	100%	True	False	72,931,307
60	298.82	273.09	25.73	8.6%	2.47	0.8%	100%	True	False	70,408,548
80	298.82	273.09	25.73	8.6%	2.41	0.8%	100%	True	False	71,055,015
100	298.82	270.03	28.79	9.6%	2.35	0.8%	100%	True	False	71,657,271
120	298.82	256.41	42.41	14.2%	2.42	0.8%	100%	True	False	73,824,497

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	0.37
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	306.47
2.618	303.53
1.618	301.73
1.000	300.62
0.618	299.93
HIGH	298.82
0.618	298.13
0.500	297.92
0.382	297.71
LOW	297.02
0.618	295.91
1.000	295.22
1.618	294.11
2.618	292.31
4.250	289.37

Fisher Pivots for day following 03-Jul-2019
Pivot	1 day	3 day
R1	298.51	298.06
PP	298.21	297.32
S1	297.92	296.58

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

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