SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Aug-2019

Day Change Summary
	Previous	Current
	02-Aug-2019	05-Aug-2019	Change	Change %	Previous Week
Open	293.85	288.09	-5.76	-2.0%	301.88
High	294.12	288.21	-5.91	-2.0%	301.93
Low	290.90	281.72	-9.18	-3.2%	290.90
Close	292.62	283.82	-8.80	-3.0%	292.62
Range	3.22	6.49	3.27	101.6%	11.03
ATR	2.84	3.42	0.58	20.2%	0.00
Volume	116,749,696	178,745,408	61,995,712	53.1%	447,616,696

Daily Pivots for day following 05-Aug-2019
	Classic	Woodie	Camarilla	DeMark
R4	304.05	300.43	287.39
R3	297.56	293.94	285.60
R2	291.07	291.07	285.01
R1	287.45	287.45	284.41	286.02
PP	284.58	284.58	284.58	283.87
S1	280.96	280.96	283.23	279.53
S2	278.09	278.09	282.63
S3	271.60	274.47	282.04
S4	265.11	267.98	280.25

Weekly Pivots for week ending 02-Aug-2019
	Classic	Woodie	Camarilla	DeMark
R4	328.24	321.46	298.69
R3	317.21	310.43	295.65
R2	306.18	306.18	294.64
R1	299.40	299.40	293.63	297.28
PP	295.15	295.15	295.15	294.09
S1	288.37	288.37	291.61	286.25
S2	284.12	284.12	290.60
S3	273.09	277.34	289.59
S4	262.06	266.31	286.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	301.20	281.72	19.48	6.9%	4.86	1.7%	11%	False	True	117,647,140
10	302.23	281.72	20.51	7.2%	3.30	1.2%	10%	False	True	81,871,120
20	302.23	281.72	20.51	7.2%	2.56	0.9%	10%	False	True	64,735,120
40	302.23	281.72	20.51	7.2%	2.28	0.8%	10%	False	True	63,140,875
60	302.23	273.09	29.14	10.3%	2.55	0.9%	37%	False	False	68,573,906
80	302.23	273.09	29.14	10.3%	2.52	0.9%	37%	False	False	68,724,881
100	302.23	273.09	29.14	10.3%	2.46	0.9%	37%	False	False	69,163,160
120	302.23	272.42	29.81	10.5%	2.40	0.8%	38%	False	False	70,147,141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.55
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	315.79
2.618	305.20
1.618	298.71
1.000	294.70
0.618	292.22
HIGH	288.21
0.618	285.73
0.500	284.97
0.382	284.20
LOW	281.72
0.618	277.71
1.000	275.23
1.618	271.22
2.618	264.73
4.250	254.14

Fisher Pivots for day following 05-Aug-2019
Pivot	1 day	3 day
R1	284.97	291.30
PP	284.58	288.80
S1	284.20	286.31

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

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