SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Jul-2020

Day Change Summary
	Previous	Current
	20-Jul-2020	21-Jul-2020	Change	Change %	Previous Week
Open	321.43	326.45	5.02	1.6%	320.13
High	325.13	326.93	1.80	0.6%	323.04
Low	320.62	323.94	3.32	1.0%	312.00
Close	324.32	325.01	0.69	0.2%	321.72
Range	4.51	2.99	-1.52	-33.7%	11.04
ATR	5.56	5.38	-0.18	-3.3%	0.00
Volume	56,308,800	57,498,900	1,190,100	2.1%	401,248,192

Daily Pivots for day following 21-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	334.26	332.63	326.65
R3	331.27	329.64	325.83
R2	328.28	328.28	325.56
R1	326.65	326.65	325.28	325.97
PP	325.29	325.29	325.29	324.96
S1	323.66	323.66	324.74	322.98
S2	322.30	322.30	324.46
S3	319.31	320.67	324.19
S4	316.32	317.68	323.37

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	326.93	319.09	7.84	2.4%	3.26	1.0%	76%	True	False	63,680,319
10	326.93	310.68	16.25	5.0%	4.78	1.5%	88%	True	False	71,059,878
20	326.93	298.93	28.00	8.6%	4.89	1.5%	93%	True	False	80,442,235
40	326.93	295.46	31.47	9.7%	5.28	1.6%	94%	True	False	94,011,508
60	326.93	272.99	53.94	16.6%	5.24	1.6%	96%	True	False	94,887,590
80	326.93	243.90	83.03	25.5%	5.93	1.8%	98%	True	False	108,486,201
100	326.93	218.26	108.67	33.4%	7.65	2.4%	98%	True	False	144,011,854
120	339.08	218.26	120.82	37.2%	7.15	2.2%	88%	False	False	135,966,875

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	1.07
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	339.64
2.618	334.76
1.618	331.77
1.000	329.92
0.618	328.78
HIGH	326.93
0.618	325.79
0.500	325.44
0.382	325.08
LOW	323.94
0.618	322.09
1.000	320.95
1.618	319.10
2.618	316.11
4.250	311.23

Fisher Pivots for day following 21-Jul-2020
Pivot	1 day	3 day
R1	325.44	324.45
PP	325.29	323.89
S1	325.15	323.33

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

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