SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Aug-2019

Day Change Summary
	Previous	Current
	31-Jul-2019	01-Aug-2019	Change	Change %	Previous Week
Open	300.99	297.60	-3.39	-1.1%	297.61
High	301.20	300.87	-0.33	-0.1%	302.23
Low	295.20	293.96	-1.24	-0.4%	297.04
Close	297.43	294.84	-2.59	-0.9%	302.01
Range	6.00	6.91	0.91	15.2%	5.19
ATR	2.44	2.76	0.32	13.1%	0.00
Volume	104,245,104	142,646,496	38,401,392	36.8%	236,036,500

Daily Pivots for day following 01-Aug-2019
	Classic	Woodie	Camarilla	DeMark
R4	317.29	312.97	298.64
R3	310.38	306.06	296.74
R2	303.47	303.47	296.11
R1	299.15	299.15	295.47	297.86
PP	296.56	296.56	296.56	295.91
S1	292.24	292.24	294.21	290.95
S2	289.65	289.65	293.57
S3	282.74	285.33	292.94
S4	275.83	278.42	291.04

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	293.96	8.27	2.8%	3.46	1.2%	11%	False	True	75,190,200
10	302.23	293.96	8.27	2.8%	2.79	0.9%	11%	False	True	63,798,470
20	302.23	293.96	8.27	2.8%	2.31	0.8%	11%	False	True	54,836,315
40	302.23	282.57	19.66	6.7%	2.19	0.7%	62%	False	False	59,346,060
60	302.23	273.09	29.14	9.9%	2.50	0.8%	75%	False	False	66,899,643
80	302.23	273.09	29.14	9.9%	2.43	0.8%	75%	False	False	66,515,490
100	302.23	273.09	29.14	9.9%	2.39	0.8%	75%	False	False	67,811,275
120	302.23	270.03	32.20	10.9%	2.35	0.8%	77%	False	False	68,853,778

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.57
Widest range in 149 trading days

Fibonacci Retracements and Extensions
4.250	330.24
2.618	318.96
1.618	312.05
1.000	307.78
0.618	305.14
HIGH	300.87
0.618	298.23
0.500	297.42
0.382	296.60
LOW	293.96
0.618	289.69
1.000	287.05
1.618	282.78
2.618	275.87
4.250	264.59

Fisher Pivots for day following 01-Aug-2019
Pivot	1 day	3 day
R1	297.42	297.58
PP	296.56	296.67
S1	295.70	295.75

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

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