SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Aug-2021

Day Change Summary
	Previous	Current
	30-Jul-2021	02-Aug-2021	Change	Change %	Previous Week
Open	437.91	440.34	2.43	0.6%	439.31
High	440.06	440.93	0.87	0.2%	441.80
Low	437.77	437.21	-0.56	-0.1%	435.99
Close	438.51	437.59	-0.92	-0.2%	438.51
Range	2.29	3.72	1.43	62.4%	5.81
ATR	3.79	3.78	0.00	-0.1%	0.00
Volume	68,951,200	58,783,200	-10,168,000	-14.7%	279,975,004

Daily Pivots for day following 02-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	449.74	447.38	439.64
R3	446.02	443.66	438.61
R2	442.30	442.30	438.27
R1	439.94	439.94	437.93	439.26
PP	438.58	438.58	438.58	438.24
S1	436.22	436.22	437.25	435.54
S2	434.86	434.86	436.91
S3	431.14	432.50	436.57
S4	427.42	428.78	435.54

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	456.20	453.16	441.71
R3	450.39	447.35	440.11
R2	444.58	444.58	439.58
R1	441.54	441.54	439.04	440.16
PP	438.77	438.77	438.77	438.07
S1	435.73	435.73	437.98	434.35
S2	432.96	432.96	437.44
S3	427.15	429.92	436.91
S4	421.34	424.11	435.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	441.80	435.99	5.81	1.3%	2.99	0.7%	28%	False	False	59,007,820
10	441.80	424.83	16.97	3.9%	3.35	0.8%	75%	False	False	61,473,570
20	441.80	421.97	19.83	4.5%	3.77	0.9%	79%	False	False	68,487,410
40	441.80	414.70	27.10	6.2%	3.14	0.7%	84%	False	False	63,641,180
60	441.80	404.00	37.80	8.6%	3.40	0.8%	89%	False	False	66,767,837
80	441.80	404.00	37.80	8.6%	3.37	0.8%	89%	False	False	67,568,499
100	441.80	383.90	57.90	13.2%	3.47	0.8%	93%	False	False	71,874,090
120	441.80	371.88	69.92	16.0%	3.91	0.9%	94%	False	False	76,002,878

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	456.74
2.618	450.67
1.618	446.95
1.000	444.65
0.618	443.23
HIGH	440.93
0.618	439.51
0.500	439.07
0.382	438.63
LOW	437.21
0.618	434.91
1.000	433.49
1.618	431.19
2.618	427.47
4.250	421.40

Fisher Pivots for day following 02-Aug-2021
Pivot	1 day	3 day
R1	439.07	439.51
PP	438.58	438.87
S1	438.08	438.23

Download as Excel Spreadsheet

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

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