SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jul-2020

Day Change Summary
	Previous	Current
	14-Jul-2020	15-Jul-2020	Change	Change %	Previous Week
Open	313.30	322.41	9.11	2.9%	316.37
High	319.76	323.04	3.28	1.0%	317.88
Low	312.00	319.27	7.27	2.3%	310.68
Close	318.92	321.85	2.93	0.9%	317.59
Range	7.76	3.78	-3.99	-51.4%	7.20
ATR	6.25	6.10	-0.15	-2.4%	0.00
Volume	93,656,896	87,196,496	-6,460,400	-6.9%	340,166,600

Daily Pivots for day following 15-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	332.71	331.06	323.93
R3	328.94	327.28	322.89
R2	325.16	325.16	322.54
R1	323.51	323.51	322.20	322.45
PP	321.39	321.39	321.39	320.86
S1	319.73	319.73	321.50	318.67
S2	317.61	317.61	321.16
S3	313.84	315.96	320.81
S4	310.06	312.18	319.77

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	323.04	310.68	12.36	3.8%	6.33	2.0%	90%	True	False	84,951,037
10	323.04	309.07	13.97	4.3%	4.85	1.5%	91%	True	False	76,575,808
20	323.04	298.93	24.11	7.5%	5.18	1.6%	95%	True	False	87,603,299
40	323.41	291.95	31.46	9.8%	5.29	1.6%	95%	False	False	96,313,955
60	323.41	272.02	51.39	16.0%	5.37	1.7%	97%	False	False	97,863,933
80	323.41	218.26	105.15	32.7%	6.42	2.0%	99%	False	False	119,578,419
100	333.56	218.26	115.30	35.8%	8.00	2.5%	90%	False	False	150,290,974
120	339.08	218.26	120.82	37.5%	7.16	2.2%	86%	False	False	136,452,795

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.28
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	339.08
2.618	332.92
1.618	329.15
1.000	326.82
0.618	325.37
HIGH	323.04
0.618	321.60
0.500	321.15
0.382	320.71
LOW	319.27
0.618	316.93
1.000	315.49
1.618	313.16
2.618	309.38
4.250	303.22

Fisher Pivots for day following 15-Jul-2020
Pivot	1 day	3 day
R1	321.62	320.41
PP	321.39	318.96
S1	321.15	317.52

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

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