SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jul-2019

Day Change Summary
	Previous	Current
	19-Jul-2019	22-Jul-2019	Change	Change %	Previous Week
Open	300.04	297.61	-2.43	-0.8%	301.13
High	300.07	298.50	-1.57	-0.5%	301.13
Low	296.96	297.04	0.08	0.0%	296.70
Close	297.17	297.90	0.73	0.2%	297.17
Range	3.11	1.46	-1.65	-53.1%	4.43
ATR	2.32	2.26	-0.06	-2.7%	0.00
Volume	71,081,200	43,687,400	-27,393,800	-38.5%	241,363,300

Daily Pivots for day following 22-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	302.19	301.51	298.70
R3	300.73	300.05	298.30
R2	299.27	299.27	298.17
R1	298.59	298.59	298.03	298.93
PP	297.81	297.81	297.81	297.99
S1	297.13	297.13	297.77	297.47
S2	296.35	296.35	297.63
S3	294.89	295.67	297.50
S4	293.43	294.21	297.10

Weekly Pivots for week ending 19-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	311.62	308.83	299.61
R3	307.19	304.40	298.39
R2	302.76	302.76	297.98
R1	299.97	299.97	297.58	299.15
PP	298.33	298.33	298.33	297.93
S1	295.54	295.54	296.76	294.72
S2	293.90	293.90	296.36
S3	289.47	291.11	295.95
S4	285.04	286.68	294.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	300.88	296.70	4.18	1.4%	2.15	0.7%	29%	False	False	50,228,100
10	301.13	295.48	5.65	1.9%	1.82	0.6%	43%	False	False	47,599,120
20	301.13	290.35	10.79	3.6%	1.90	0.6%	70%	False	False	51,796,160
40	301.13	273.09	28.04	9.4%	2.18	0.7%	88%	False	False	61,789,977
60	301.13	273.09	28.04	9.4%	2.52	0.8%	88%	False	False	68,752,695
80	301.13	273.09	28.04	9.4%	2.30	0.8%	88%	False	False	66,044,566
100	301.13	272.42	28.71	9.6%	2.36	0.8%	89%	False	False	68,924,885
120	301.13	264.25	36.88	12.4%	2.33	0.8%	91%	False	False	69,928,511

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.28
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	304.71
2.618	302.32
1.618	300.86
1.000	299.96
0.618	299.40
HIGH	298.50
0.618	297.94
0.500	297.77
0.382	297.60
LOW	297.04
0.618	296.14
1.000	295.58
1.618	294.68
2.618	293.22
4.250	290.84

Fisher Pivots for day following 22-Jul-2019
Pivot	1 day	3 day
R1	297.86	298.39
PP	297.81	298.22
S1	297.77	298.06

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

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