SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jul-2020

Day Change Summary
	Previous	Current
	22-Jul-2020	23-Jul-2020	Change	Change %	Previous Week
Open	324.62	326.47	1.85	0.6%	320.13
High	327.20	327.23	0.03	0.0%	323.04
Low	324.50	321.48	-3.02	-0.9%	312.00
Close	326.86	322.96	-3.90	-1.2%	321.72
Range	2.70	5.75	3.05	113.0%	11.04
ATR	5.19	5.23	0.04	0.8%	0.00
Volume	57,792,900	75,737,904	17,945,004	31.1%	401,248,192

Daily Pivots for day following 23-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	341.14	337.80	326.12
R3	335.39	332.05	324.54
R2	329.64	329.64	324.01
R1	326.30	326.30	323.49	325.10
PP	323.89	323.89	323.89	323.29
S1	320.55	320.55	322.43	319.35
S2	318.14	318.14	321.91
S3	312.39	314.80	321.38
S4	306.64	309.05	319.80

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	327.23	319.74	7.50	2.3%	3.76	1.2%	43%	True	False	62,022,680
10	327.23	312.00	15.23	4.7%	4.62	1.4%	72%	True	False	70,613,699
20	327.23	298.93	28.30	8.8%	4.75	1.5%	85%	True	False	77,054,540
40	327.23	296.74	30.49	9.4%	5.16	1.6%	86%	True	False	92,505,558
60	327.23	272.99	54.24	16.8%	5.22	1.6%	92%	True	False	94,060,328
80	327.23	243.90	83.33	25.8%	5.80	1.8%	95%	True	False	105,214,049
100	327.23	218.26	108.97	33.7%	7.47	2.3%	96%	True	False	139,102,486
120	339.08	218.26	120.82	37.4%	7.13	2.2%	87%	False	False	135,501,821

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	0.96
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	351.67
2.618	342.28
1.618	336.53
1.000	332.98
0.618	330.78
HIGH	327.23
0.618	325.03
0.500	324.36
0.382	323.68
LOW	321.48
0.618	317.93
1.000	315.73
1.618	312.18
2.618	306.43
4.250	297.04

Fisher Pivots for day following 23-Jul-2020
Pivot	1 day	3 day
R1	324.36	324.36
PP	323.89	323.89
S1	323.43	323.43

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

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