SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Aug-2021

Day Change Summary
	Previous	Current
	02-Aug-2021	03-Aug-2021	Change	Change %	Previous Week
Open	440.34	438.44	-1.90	-0.4%	439.31
High	440.93	441.28	0.35	0.1%	441.80
Low	437.21	436.10	-1.11	-0.3%	435.99
Close	437.59	441.15	3.56	0.8%	438.51
Range	3.72	5.18	1.46	39.2%	5.81
ATR	3.78	3.88	0.10	2.6%	0.00
Volume	58,783,200	58,053,800	-729,400	-1.2%	279,975,004

Daily Pivots for day following 03-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	455.05	453.28	444.00
R3	449.87	448.10	442.57
R2	444.69	444.69	442.10
R1	442.92	442.92	441.62	443.81
PP	439.51	439.51	439.51	439.95
S1	437.74	437.74	440.68	438.63
S2	434.33	434.33	440.20
S3	429.15	432.56	439.73
S4	423.97	427.38	438.30

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	436.10	5.70	1.3%	3.23	0.7%	89%	False	True	57,139,160
10	441.80	431.01	10.79	2.4%	3.11	0.7%	94%	False	False	57,318,140
20	441.80	421.97	19.83	4.5%	3.83	0.9%	97%	False	False	67,954,580
40	441.80	414.70	27.10	6.1%	3.23	0.7%	98%	False	False	63,803,650
60	441.80	404.00	37.80	8.6%	3.43	0.8%	98%	False	False	66,606,505
80	441.80	404.00	37.80	8.6%	3.40	0.8%	98%	False	False	67,530,365
100	441.80	383.90	57.90	13.1%	3.48	0.8%	99%	False	False	71,592,178
120	441.80	371.88	69.92	15.8%	3.92	0.9%	99%	False	False	75,993,707

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.68
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	463.30
2.618	454.84
1.618	449.66
1.000	446.46
0.618	444.48
HIGH	441.28
0.618	439.30
0.500	438.69
0.382	438.08
LOW	436.10
0.618	432.90
1.000	430.92
1.618	427.72
2.618	422.54
4.250	414.09

Fisher Pivots for day following 03-Aug-2021
Pivot	1 day	3 day
R1	440.33	440.33
PP	439.51	439.51
S1	438.69	438.69

Download as Excel Spreadsheet

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

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