SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Jul-2020

Day Change Summary
	Previous	Current
	08-Jul-2020	09-Jul-2020	Change	Change %	Previous Week
Open	314.61	316.84	2.23	0.7%	301.41
High	316.30	317.10	0.80	0.3%	315.70
Low	312.70	310.68	-2.02	-0.6%	298.93
Close	316.18	314.38	-1.80	-0.6%	312.23
Range	3.60	6.42	2.82	78.3%	16.77
ATR	5.98	6.01	0.03	0.5%	0.00
Volume	54,638,500	83,354,096	28,715,596	52.6%	334,908,600

Daily Pivots for day following 09-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	333.31	330.27	317.91
R3	326.89	323.85	316.15
R2	320.47	320.47	315.56
R1	317.43	317.43	314.97	315.74
PP	314.05	314.05	314.05	313.21
S1	311.01	311.01	313.79	309.32
S2	307.63	307.63	313.20
S3	301.21	304.59	312.61
S4	294.79	298.17	310.85

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	310.68	7.00	2.2%	4.10	1.3%	53%	False	True	70,392,100
10	317.68	298.93	18.75	6.0%	4.87	1.5%	82%	False	False	83,495,380
20	317.68	296.74	20.94	6.7%	6.03	1.9%	84%	False	False	104,399,870
40	323.41	272.99	50.42	16.0%	5.40	1.7%	82%	False	False	100,233,060
60	323.41	272.02	51.39	16.3%	5.33	1.7%	82%	False	False	100,513,369
80	323.41	218.26	105.15	33.4%	6.99	2.2%	91%	False	False	130,637,758
100	339.08	218.26	120.82	38.4%	7.87	2.5%	80%	False	False	149,818,049
120	339.08	218.26	120.82	38.4%	7.01	2.2%	80%	False	False	135,895,003

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.18
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	344.39
2.618	333.91
1.618	327.49
1.000	323.52
0.618	321.07
HIGH	317.10
0.618	314.65
0.500	313.89
0.382	313.13
LOW	310.68
0.618	306.71
1.000	304.26
1.618	300.29
2.618	293.87
4.250	283.40

Fisher Pivots for day following 09-Jul-2020
Pivot	1 day	3 day
R1	314.22	314.29
PP	314.05	314.19
S1	313.89	314.10

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

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