SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Jul-2020

Day Change Summary
	Previous	Current
	09-Jul-2020	10-Jul-2020	Change	Change %	Previous Week
Open	316.84	314.31	-2.53	-0.8%	316.37
High	317.10	317.88	0.78	0.2%	317.88
Low	310.68	312.76	2.08	0.7%	310.68
Close	314.38	317.59	3.21	1.0%	317.59
Range	6.42	5.12	-1.30	-20.2%	7.20
ATR	6.01	5.95	-0.06	-1.1%	0.00
Volume	83,354,096	57,550,300	-25,803,796	-31.0%	340,166,600

Daily Pivots for day following 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	331.44	329.63	320.41
R3	326.32	324.51	319.00
R2	321.20	321.20	318.53
R1	319.39	319.39	318.06	320.30
PP	316.08	316.08	316.08	316.53
S1	314.27	314.27	317.12	315.18
S2	310.96	310.96	316.65
S3	305.84	309.15	316.18
S4	300.72	304.03	314.77

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	336.98	334.49	321.55
R3	329.78	327.29	319.57
R2	322.58	322.58	318.91
R1	320.09	320.09	318.25	321.34
PP	315.38	315.38	315.38	316.01
S1	312.89	312.89	316.93	314.14
S2	308.18	308.18	316.27
S3	300.98	305.69	315.61
S4	293.78	298.49	313.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	317.88	310.68	7.20	2.3%	4.28	1.3%	96%	True	False	68,033,320
10	317.88	298.93	18.95	6.0%	4.75	1.5%	98%	True	False	80,303,620
20	317.88	296.74	21.14	6.7%	5.68	1.8%	99%	True	False	96,815,210
40	323.41	272.99	50.42	15.9%	5.32	1.7%	88%	False	False	98,053,790
60	323.41	272.02	51.39	16.2%	5.28	1.7%	89%	False	False	99,442,957
80	323.41	218.26	105.15	33.1%	6.82	2.1%	94%	False	False	128,081,257
100	339.08	218.26	120.82	38.0%	7.89	2.5%	82%	False	False	149,820,127
120	339.08	218.26	120.82	38.0%	7.04	2.2%	82%	False	False	135,575,872

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	1.12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	339.64
2.618	331.28
1.618	326.16
1.000	323.00
0.618	321.04
HIGH	317.88
0.618	315.92
0.500	315.32
0.382	314.72
LOW	312.76
0.618	309.60
1.000	307.64
1.618	304.48
2.618	299.36
4.250	291.00

Fisher Pivots for day following 10-Jul-2020
Pivot	1 day	3 day
R1	316.83	316.49
PP	316.08	315.38
S1	315.32	314.28

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

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