SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jul-2019

Day Change Summary
	Previous	Current
	10-Jul-2019	11-Jul-2019	Change	Change %	Previous Week
Open	298.37	299.32	0.95	0.3%	296.68
High	299.66	299.58	-0.08	0.0%	298.82
Low	297.78	298.20	0.42	0.1%	294.33
Close	298.61	299.31	0.70	0.2%	298.46
Range	1.88	1.38	-0.50	-26.6%	4.49
ATR	2.57	2.49	-0.09	-3.3%	0.00
Volume	58,595,500	50,889,400	-7,706,100	-13.2%	233,188,000

Daily Pivots for day following 11-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	303.17	302.62	300.07
R3	301.79	301.24	299.69
R2	300.41	300.41	299.56
R1	299.86	299.86	299.44	299.45
PP	299.03	299.03	299.03	298.82
S1	298.48	298.48	299.18	298.07
S2	297.65	297.65	299.06
S3	296.27	297.10	298.93
S4	294.89	295.72	298.55

Weekly Pivots for week ending 05-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	310.67	309.06	300.93
R3	306.18	304.57	299.69
R2	301.69	301.69	299.28
R1	300.08	300.08	298.87	300.89
PP	297.20	297.20	297.20	297.61
S1	295.59	295.59	298.05	296.40
S2	292.71	292.71	297.64
S3	288.22	291.10	297.23
S4	283.73	286.61	295.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	299.66	295.48	4.18	1.4%	1.99	0.7%	92%	False	False	49,621,020
10	299.66	290.89	8.77	2.9%	1.89	0.6%	96%	False	False	52,932,190
20	299.66	288.41	11.25	3.8%	1.93	0.6%	97%	False	False	60,749,105
40	299.66	273.09	26.57	8.9%	2.34	0.8%	99%	False	False	66,339,878
60	299.66	273.09	26.57	8.9%	2.52	0.8%	99%	False	False	69,657,613
80	299.66	273.09	26.57	8.9%	2.44	0.8%	99%	False	False	69,514,659
100	299.66	272.42	27.24	9.1%	2.36	0.8%	99%	False	False	70,279,405
120	299.66	260.66	39.00	13.0%	2.40	0.8%	99%	False	False	72,527,626

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.50
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	305.45
2.618	303.19
1.618	301.81
1.000	300.96
0.618	300.43
HIGH	299.58
0.618	299.05
0.500	298.89
0.382	298.73
LOW	298.20
0.618	297.35
1.000	296.82
1.618	295.97
2.618	294.59
4.250	292.34

Fisher Pivots for day following 11-Jul-2019
Pivot	1 day	3 day
R1	299.17	298.73
PP	299.03	298.15
S1	298.89	297.57

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

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