SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jul-2020

Day Change Summary
	Previous	Current
	21-Jul-2020	22-Jul-2020	Change	Change %	Previous Week
Open	326.45	324.62	-1.83	-0.6%	320.13
High	326.93	327.20	0.27	0.1%	323.04
Low	323.94	324.50	0.56	0.2%	312.00
Close	325.01	326.86	1.85	0.6%	321.72
Range	2.99	2.70	-0.29	-9.7%	11.04
ATR	5.38	5.19	-0.19	-3.6%	0.00
Volume	57,498,900	57,792,900	294,000	0.5%	401,248,192

Daily Pivots for day following 22-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	334.29	333.27	328.35
R3	331.59	330.57	327.60
R2	328.89	328.89	327.36
R1	327.87	327.87	327.11	328.38
PP	326.19	326.19	326.19	326.44
S1	325.17	325.17	326.61	325.68
S2	323.49	323.49	326.37
S3	320.79	322.47	326.12
S4	318.09	319.77	325.38

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	327.20	319.09	8.11	2.5%	3.05	0.9%	96%	True	False	57,799,600
10	327.20	310.68	16.52	5.1%	4.69	1.4%	98%	True	False	71,375,318
20	327.20	298.93	28.27	8.6%	4.88	1.5%	99%	True	False	79,908,320
40	327.20	296.74	30.46	9.3%	5.18	1.6%	99%	True	False	93,232,545
60	327.20	272.99	54.21	16.6%	5.22	1.6%	99%	True	False	94,552,528
80	327.20	243.90	83.30	25.5%	5.84	1.8%	100%	True	False	106,404,347
100	327.20	218.26	108.94	33.3%	7.56	2.3%	100%	True	False	140,732,143
120	339.08	218.26	120.82	37.0%	7.13	2.2%	90%	False	False	135,819,384

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.91
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	338.68
2.618	334.27
1.618	331.57
1.000	329.90
0.618	328.87
HIGH	327.20
0.618	326.17
0.500	325.85
0.382	325.53
LOW	324.50
0.618	322.83
1.000	321.80
1.618	320.13
2.618	317.43
4.250	313.03

Fisher Pivots for day following 22-Jul-2020
Pivot	1 day	3 day
R1	326.52	325.88
PP	326.19	324.89
S1	325.85	323.91

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

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