SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jul-2020

Day Change Summary
	Previous	Current
	15-Jul-2020	16-Jul-2020	Change	Change %	Previous Week
Open	322.41	319.79	-2.62	-0.8%	316.37
High	323.04	321.28	-1.76	-0.5%	317.88
Low	319.27	319.09	-0.18	-0.1%	310.68
Close	321.85	320.79	-1.06	-0.3%	317.59
Range	3.78	2.19	-1.59	-42.0%	7.20
ATR	6.10	5.86	-0.24	-3.9%	0.00
Volume	87,196,496	54,622,500	-32,573,996	-37.4%	340,166,600

Daily Pivots for day following 16-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	326.96	326.06	321.99
R3	324.77	323.87	321.39
R2	322.58	322.58	321.19
R1	321.68	321.68	320.99	322.13
PP	320.39	320.39	320.39	320.61
S1	319.49	319.49	320.59	319.94
S2	318.20	318.20	320.39
S3	316.01	317.30	320.19
S4	313.82	315.11	319.59

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	312.00	11.04	3.4%	5.49	1.7%	80%	False	False	79,204,718
10	323.04	310.68	12.36	3.9%	4.79	1.5%	82%	False	False	74,798,409
20	323.04	298.93	24.11	7.5%	5.12	1.6%	91%	False	False	86,164,479
40	323.41	293.22	30.19	9.4%	5.24	1.6%	91%	False	False	95,299,785
60	323.41	272.99	50.42	15.7%	5.30	1.7%	95%	False	False	96,667,882
80	323.41	233.80	89.61	27.9%	6.31	2.0%	97%	False	False	116,185,886
100	324.61	218.26	106.35	33.2%	7.89	2.5%	96%	False	False	149,226,315
120	339.08	218.26	120.82	37.7%	7.14	2.2%	85%	False	False	136,178,162

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.30
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	330.59
2.618	327.01
1.618	324.82
1.000	323.47
0.618	322.63
HIGH	321.28
0.618	320.44
0.500	320.19
0.382	319.93
LOW	319.09
0.618	317.74
1.000	316.90
1.618	315.55
2.618	313.36
4.250	309.78

Fisher Pivots for day following 16-Jul-2020
Pivot	1 day	3 day
R1	320.59	319.70
PP	320.39	318.61
S1	320.19	317.52

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

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