SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Aug-2019

Day Change Summary
	Previous	Current
	05-Aug-2019	06-Aug-2019	Change	Change %	Previous Week
Open	288.09	285.91	-2.18	-0.8%	301.88
High	288.21	288.04	-0.17	-0.1%	301.93
Low	281.72	284.28	2.56	0.9%	290.90
Close	283.82	287.80	3.98	1.4%	292.62
Range	6.49	3.76	-2.73	-42.1%	11.03
ATR	3.42	3.48	0.06	1.7%	0.00
Volume	178,745,408	120,711,600	-58,033,808	-32.5%	447,616,696

Daily Pivots for day following 06-Aug-2019
	Classic	Woodie	Camarilla	DeMark
R4	297.99	296.65	289.87
R3	294.23	292.89	288.83
R2	290.47	290.47	288.49
R1	289.13	289.13	288.14	289.80
PP	286.71	286.71	286.71	287.04
S1	285.37	285.37	287.46	286.04
S2	282.95	282.95	287.11
S3	279.19	281.61	286.77
S4	275.43	277.85	285.73

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	6.8%	5.28	1.8%	31%	False	False	132,619,660
10	302.23	281.72	20.51	7.1%	3.50	1.2%	30%	False	False	89,476,490
20	302.23	281.72	20.51	7.1%	2.65	0.9%	30%	False	False	68,715,640
40	302.23	281.72	20.51	7.1%	2.33	0.8%	30%	False	False	64,638,690
60	302.23	273.09	29.14	10.1%	2.50	0.9%	50%	False	False	68,711,945
80	302.23	273.09	29.14	10.1%	2.55	0.9%	50%	False	False	69,545,112
100	302.23	273.09	29.14	10.1%	2.48	0.9%	50%	False	False	69,695,093
120	302.23	272.42	29.81	10.4%	2.42	0.8%	52%	False	False	70,609,094

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.63
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	304.02
2.618	297.88
1.618	294.12
1.000	291.80
0.618	290.36
HIGH	288.04
0.618	286.60
0.500	286.16
0.382	285.72
LOW	284.28
0.618	281.96
1.000	280.52
1.618	278.20
2.618	274.44
4.250	268.30

Fisher Pivots for day following 06-Aug-2019
Pivot	1 day	3 day
R1	287.25	287.92
PP	286.71	287.88
S1	286.16	287.84

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

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