SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jul-2020

Day Change Summary
	Previous	Current
	16-Jul-2020	17-Jul-2020	Change	Change %	Previous Week
Open	319.79	321.88	2.09	0.7%	320.13
High	321.28	322.57	1.29	0.4%	323.04
Low	319.09	319.74	0.65	0.2%	312.00
Close	320.79	321.72	0.93	0.3%	321.72
Range	2.19	2.84	0.65	29.5%	11.04
ATR	5.86	5.64	-0.22	-3.7%	0.00
Volume	54,622,500	62,774,900	8,152,400	14.9%	401,248,192

Daily Pivots for day following 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	329.85	328.62	323.28
R3	327.01	325.78	322.50
R2	324.18	324.18	322.24
R1	322.95	322.95	321.98	322.15
PP	321.34	321.34	321.34	320.94
S1	320.11	320.11	321.46	319.31
S2	318.51	318.51	321.20
S3	315.67	317.28	320.94
S4	312.84	314.44	320.16

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	352.04	347.92	327.79
R3	341.00	336.88	324.76
R2	329.96	329.96	323.74
R1	325.84	325.84	322.73	327.90
PP	318.92	318.92	318.92	319.95
S1	314.80	314.80	320.71	316.86
S2	307.88	307.88	319.70
S3	296.84	303.76	318.68
S4	285.80	292.72	315.65

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%	5.03	1.6%	88%	False	False	80,249,638
10	323.04	310.68	12.36	3.8%	4.66	1.4%	89%	False	False	74,141,479
20	323.04	298.93	24.11	7.5%	5.12	1.6%	95%	False	False	85,261,794
40	323.41	293.22	30.19	9.4%	5.25	1.6%	94%	False	False	94,722,618
60	323.41	272.99	50.42	15.7%	5.28	1.6%	97%	False	False	96,155,388
80	323.41	239.75	83.66	26.0%	6.22	1.9%	98%	False	False	114,026,892
100	323.41	218.26	105.15	32.7%	7.79	2.4%	98%	False	False	147,664,933
120	339.08	218.26	120.82	37.6%	7.14	2.2%	86%	False	False	136,000,767

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	334.62
2.618	329.99
1.618	327.16
1.000	325.41
0.618	324.32
HIGH	322.57
0.618	321.49
0.500	321.15
0.382	320.82
LOW	319.74
0.618	317.98
1.000	316.90
1.618	315.15
2.618	312.31
4.250	307.69

Fisher Pivots for day following 17-Jul-2020
Pivot	1 day	3 day
R1	321.53	321.50
PP	321.34	321.28
S1	321.15	321.07

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

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