SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Aug-2019

Day Change Summary
	Previous	Current
	20-Aug-2019	21-Aug-2019	Change	Change %	Previous Week
Open	291.77	292.48	0.71	0.2%	289.96
High	292.36	292.86	0.50	0.2%	294.15
Low	289.95	291.72	1.77	0.6%	282.39
Close	290.09	292.45	2.36	0.8%	288.85
Range	2.41	1.14	-1.27	-52.7%	11.76
ATR	4.24	4.13	-0.10	-2.5%	0.00
Volume	51,652,700	49,723,400	-1,929,300	-3.7%	483,355,596

Daily Pivots for day following 21-Aug-2019
	Classic	Woodie	Camarilla	DeMark
R4	295.76	295.25	293.08
R3	294.62	294.11	292.76
R2	293.48	293.48	292.66
R1	292.97	292.97	292.55	292.66
PP	292.34	292.34	292.34	292.19
S1	291.83	291.83	292.35	291.52
S2	291.20	291.20	292.24
S3	290.06	290.69	292.14
S4	288.92	289.55	291.82

Weekly Pivots for week ending 16-Aug-2019
	Classic	Woodie	Camarilla	DeMark
R4	323.74	318.06	295.32
R3	311.98	306.30	292.08
R2	300.22	300.22	291.01
R1	294.54	294.54	289.93	291.50
PP	288.46	288.46	288.46	286.95
S1	282.78	282.78	287.77	279.74
S2	276.70	276.70	286.69
S3	264.94	271.02	285.62
S4	253.18	259.26	282.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	293.08	282.39	10.69	3.7%	2.61	0.9%	94%	False	False	68,554,240
10	294.15	282.39	11.76	4.0%	4.13	1.4%	86%	False	False	81,981,560
20	302.23	281.72	20.51	7.0%	4.04	1.4%	52%	False	False	90,396,975
40	302.23	281.72	20.51	7.0%	2.97	1.0%	52%	False	False	70,153,062
60	302.23	273.09	29.14	10.0%	2.77	0.9%	66%	False	False	70,826,663
80	302.23	273.09	29.14	10.0%	2.91	1.0%	66%	False	False	73,960,727
100	302.23	273.09	29.14	10.0%	2.65	0.9%	66%	False	False	70,449,506
120	302.23	272.42	29.81	10.2%	2.65	0.9%	67%	False	False	72,034,586

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.13
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	297.71
2.618	295.84
1.618	294.70
1.000	294.00
0.618	293.56
HIGH	292.86
0.618	292.42
0.500	292.29
0.382	292.16
LOW	291.72
0.618	291.02
1.000	290.58
1.618	289.88
2.618	288.74
4.250	286.88

Fisher Pivots for day following 21-Aug-2019
Pivot	1 day	3 day
R1	292.40	292.14
PP	292.34	291.83
S1	292.29	291.52

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

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