SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jul-2019

Day Change Summary
	Previous	Current
	11-Jul-2019	12-Jul-2019	Change	Change %	Previous Week
Open	299.32	299.85	0.53	0.2%	297.01
High	299.58	300.73	1.15	0.4%	300.73
Low	298.20	299.51	1.31	0.4%	295.48
Close	299.31	300.65	1.34	0.4%	300.65
Range	1.38	1.22	-0.16	-11.6%	5.25
ATR	2.49	2.41	-0.08	-3.1%	0.00
Volume	50,889,400	40,354,400	-10,535,000	-20.7%	236,782,200

Daily Pivots for day following 12-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	303.96	303.52	301.32
R3	302.74	302.30	300.99
R2	301.52	301.52	300.87
R1	301.08	301.08	300.76	301.30
PP	300.30	300.30	300.30	300.41
S1	299.86	299.86	300.54	300.08
S2	299.08	299.08	300.43
S3	297.86	298.64	300.31
S4	296.64	297.42	299.98

Weekly Pivots for week ending 12-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	314.70	312.93	303.54
R3	309.45	307.68	302.09
R2	304.20	304.20	301.61
R1	302.43	302.43	301.13	303.32
PP	298.95	298.95	298.95	299.40
S1	297.18	297.18	300.17	298.07
S2	293.70	293.70	299.69
S3	288.45	291.93	299.21
S4	283.20	286.68	297.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	300.73	295.48	5.25	1.7%	1.71	0.6%	98%	True	False	47,356,440
10	300.73	292.01	8.72	2.9%	1.89	0.6%	99%	True	False	52,932,110
20	300.73	288.41	12.32	4.1%	1.93	0.6%	99%	True	False	60,319,570
40	300.73	273.09	27.64	9.2%	2.26	0.8%	100%	True	False	65,499,828
60	300.73	273.09	27.64	9.2%	2.51	0.8%	100%	True	False	69,460,968
80	300.73	273.09	27.64	9.2%	2.42	0.8%	100%	True	False	68,890,737
100	300.73	272.42	28.31	9.4%	2.35	0.8%	100%	True	False	70,091,741
120	300.73	260.66	40.07	13.3%	2.38	0.8%	100%	True	False	71,798,077

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.50
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	305.92
2.618	303.92
1.618	302.70
1.000	301.95
0.618	301.48
HIGH	300.73
0.618	300.26
0.500	300.12
0.382	299.98
LOW	299.51
0.618	298.76
1.000	298.29
1.618	297.54
2.618	296.32
4.250	294.33

Fisher Pivots for day following 12-Jul-2019
Pivot	1 day	3 day
R1	300.47	300.19
PP	300.30	299.72
S1	300.12	299.26

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

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