SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Jul-2020

Day Change Summary
	Previous	Current
	02-Jul-2020	06-Jul-2020	Change	Change %	Previous Week
Open	314.24	316.37	2.13	0.7%	301.41
High	315.70	317.68	1.98	0.6%	315.70
Low	311.51	315.56	4.05	1.3%	298.93
Close	312.23	317.05	4.82	1.5%	312.23
Range	4.19	2.12	-2.07	-49.4%	16.77
ATR	6.38	6.31	-0.07	-1.0%	0.00
Volume	69,344,200	61,713,800	-7,630,400	-11.0%	334,908,600

Daily Pivots for day following 06-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	323.12	322.21	318.22
R3	321.00	320.09	317.63
R2	318.88	318.88	317.44
R1	317.97	317.97	317.24	318.43
PP	316.76	316.76	316.76	316.99
S1	315.85	315.85	316.86	316.31
S2	314.64	314.64	316.66
S3	312.52	313.73	316.47
S4	310.40	311.61	315.88

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	359.26	352.52	321.45
R3	342.49	335.75	316.84
R2	325.72	325.72	315.30
R1	318.98	318.98	313.77	322.35
PP	308.95	308.95	308.95	310.64
S1	302.21	302.21	310.69	305.58
S2	292.18	292.18	309.16
S3	275.41	285.44	307.62
S4	258.64	268.67	303.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	317.68	298.93	18.75	5.9%	4.24	1.3%	97%	True	False	79,324,480
10	317.68	298.93	18.75	5.9%	5.01	1.6%	97%	True	False	88,998,530
20	323.41	296.74	26.67	8.4%	5.91	1.9%	76%	False	False	105,660,800
40	323.41	272.99	50.42	15.9%	5.41	1.7%	87%	False	False	101,010,673
60	323.41	271.41	52.00	16.4%	5.45	1.7%	88%	False	False	104,152,744
80	323.41	218.26	105.15	33.2%	7.58	2.4%	94%	False	False	140,614,311
100	339.08	218.26	120.82	38.1%	7.78	2.5%	82%	False	False	149,239,791
120	339.08	218.26	120.82	38.1%	6.94	2.2%	82%	False	False	135,630,342

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.08
Narrowest range in 95 trading days

Fibonacci Retracements and Extensions
4.250	326.69
2.618	323.23
1.618	321.11
1.000	319.80
0.618	318.99
HIGH	317.68
0.618	316.87
0.500	316.62
0.382	316.37
LOW	315.56
0.618	314.25
1.000	313.44
1.618	312.13
2.618	310.01
4.250	306.55

Fisher Pivots for day following 06-Jul-2020
Pivot	1 day	3 day
R1	316.91	315.83
PP	316.76	314.60
S1	316.62	313.38

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

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