SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jul-2020

Day Change Summary
	Previous	Current
	06-Jul-2020	07-Jul-2020	Change	Change %	Previous Week
Open	316.37	315.38	-0.99	-0.3%	301.41
High	317.68	317.52	-0.16	-0.1%	315.70
Low	315.56	313.37	-2.19	-0.7%	298.93
Close	317.05	313.78	-3.27	-1.0%	312.23
Range	2.12	4.15	2.03	95.8%	16.77
ATR	6.31	6.16	-0.15	-2.4%	0.00
Volume	61,713,800	82,909,904	21,196,104	34.3%	334,908,600

Daily Pivots for day following 07-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	327.34	324.71	316.06
R3	323.19	320.56	314.92
R2	319.04	319.04	314.54
R1	316.41	316.41	314.16	315.65
PP	314.89	314.89	314.89	314.51
S1	312.26	312.26	313.40	311.50
S2	310.74	310.74	313.02
S3	306.59	308.11	312.64
S4	302.44	303.96	311.50

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	303.82	13.86	4.4%	3.93	1.3%	72%	False	False	79,951,820
10	317.68	298.93	18.75	6.0%	5.00	1.6%	79%	False	False	89,824,591
20	323.28	296.74	26.54	8.5%	5.93	1.9%	64%	False	False	106,124,236
40	323.41	272.99	50.42	16.1%	5.44	1.7%	81%	False	False	101,167,868
60	323.41	271.41	52.00	16.6%	5.42	1.7%	81%	False	False	102,363,197
80	323.41	218.26	105.15	33.5%	7.40	2.4%	91%	False	False	136,747,927
100	339.08	218.26	120.82	38.5%	7.81	2.5%	79%	False	False	149,628,964
120	339.08	218.26	120.82	38.5%	6.95	2.2%	79%	False	False	135,795,955

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	1.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	335.16
2.618	328.38
1.618	324.23
1.000	321.67
0.618	320.08
HIGH	317.52
0.618	315.93
0.500	315.45
0.382	314.96
LOW	313.37
0.618	310.81
1.000	309.22
1.618	306.66
2.618	302.51
4.250	295.73

Fisher Pivots for day following 07-Jul-2020
Pivot	1 day	3 day
R1	315.45	314.60
PP	314.89	314.32
S1	314.34	314.05

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

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