SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jul-2019

Day Change Summary
	Previous	Current
	25-Jul-2019	26-Jul-2019	Change	Change %	Previous Week
Open	300.94	300.76	-0.18	-0.1%	297.61
High	301.00	302.23	1.23	0.4%	302.23
Low	299.11	300.62	1.51	0.5%	297.04
Close	300.00	302.01	2.01	0.7%	302.01
Range	1.89	1.61	-0.28	-14.8%	5.19
ATR	2.26	2.26	0.00	-0.1%	0.00
Volume	55,394,000	45,084,000	-10,310,000	-18.6%	236,036,500

Daily Pivots for day following 26-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	306.45	305.84	302.90
R3	304.84	304.23	302.45
R2	303.23	303.23	302.31
R1	302.62	302.62	302.16	302.93
PP	301.62	301.62	301.62	301.77
S1	301.01	301.01	301.86	301.32
S2	300.01	300.01	301.71
S3	298.40	299.40	301.57
S4	296.79	297.79	301.12

Weekly Pivots for week ending 26-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	316.00	314.19	304.86
R3	310.81	309.00	303.44
R2	305.62	305.62	302.96
R1	303.81	303.81	302.49	304.72
PP	300.43	300.43	300.43	300.88
S1	298.62	298.62	301.53	299.53
S2	295.24	295.24	301.06
S3	290.05	293.43	300.58
S4	284.86	288.24	299.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	302.23	297.04	5.19	1.7%	1.82	0.6%	96%	True	False	47,207,300
10	302.23	296.70	5.53	1.8%	1.94	0.6%	96%	True	False	47,739,980
20	302.23	292.01	10.22	3.4%	1.91	0.6%	98%	True	False	50,336,045
40	302.23	273.09	29.14	9.6%	2.10	0.7%	99%	True	False	59,366,687
60	302.23	273.09	29.14	9.6%	2.50	0.8%	99%	True	False	67,610,220
80	302.23	273.09	29.14	9.6%	2.31	0.8%	99%	True	False	65,247,511
100	302.23	272.42	29.81	9.9%	2.34	0.8%	99%	True	False	67,710,798
120	302.23	267.83	34.40	11.4%	2.29	0.8%	99%	True	False	68,672,979

Crabel Price Patterns
NR	True
NR4	True
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	0.27
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	309.07
2.618	306.44
1.618	304.83
1.000	303.84
0.618	303.22
HIGH	302.23
0.618	301.61
0.500	301.43
0.382	301.24
LOW	300.62
0.618	299.63
1.000	299.01
1.618	298.02
2.618	296.41
4.250	293.78

Fisher Pivots for day following 26-Jul-2019
Pivot	1 day	3 day
R1	301.82	301.56
PP	301.62	301.11
S1	301.43	300.66

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

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