SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Jul-2020

Day Change Summary
	Previous	Current
	01-Jul-2020	02-Jul-2020	Change	Change %	Previous Week
Open	309.57	314.24	4.67	1.5%	307.99
High	311.89	315.70	3.81	1.2%	314.50
Low	309.07	311.51	2.44	0.8%	299.42
Close	310.52	312.23	1.71	0.6%	300.05
Range	2.82	4.19	1.37	48.6%	15.08
ATR	6.47	6.38	-0.09	-1.4%	0.00
Volume	72,396,496	69,344,200	-3,052,296	-4.2%	493,362,904

Daily Pivots for day following 02-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	325.72	323.16	314.53
R3	321.53	318.97	313.38
R2	317.34	317.34	313.00
R1	314.78	314.78	312.61	313.97
PP	313.15	313.15	313.15	312.74
S1	310.59	310.59	311.85	309.78
S2	308.96	308.96	311.46
S3	304.77	306.40	311.08
S4	300.58	302.21	309.93

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	349.90	340.05	308.34
R3	334.82	324.97	304.20
R2	319.74	319.74	302.81
R1	309.89	309.89	301.43	307.28
PP	304.66	304.66	304.66	303.35
S1	294.81	294.81	298.67	292.20
S2	289.58	289.58	297.29
S3	274.50	279.73	295.90
S4	259.42	264.65	291.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	315.70	298.93	16.77	5.4%	5.21	1.7%	79%	True	False	92,573,920
10	315.70	298.93	16.77	5.4%	5.58	1.8%	79%	True	False	96,382,110
20	323.41	296.74	26.67	8.5%	6.01	1.9%	58%	False	False	110,101,341
40	323.41	272.99	50.42	16.1%	5.43	1.7%	78%	False	False	101,349,088
60	323.41	265.25	58.16	18.6%	5.59	1.8%	81%	False	False	105,687,087
80	323.41	218.26	105.15	33.7%	7.69	2.5%	89%	False	False	143,048,095
100	339.08	218.26	120.82	38.7%	7.78	2.5%	78%	False	False	149,171,298
120	339.08	218.26	120.82	38.7%	6.93	2.2%	78%	False	False	135,509,910

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	1.02
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	333.51
2.618	326.67
1.618	322.48
1.000	319.89
0.618	318.29
HIGH	315.70
0.618	314.10
0.500	313.61
0.382	313.11
LOW	311.51
0.618	308.92
1.000	307.32
1.618	304.73
2.618	300.54
4.250	293.70

Fisher Pivots for day following 02-Jul-2020
Pivot	1 day	3 day
R1	313.61	311.41
PP	313.15	310.58
S1	312.69	309.76

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

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