SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jul-2020

Day Change Summary
	Previous	Current
	23-Jul-2020	24-Jul-2020	Change	Change %	Previous Week
Open	326.47	320.95	-5.52	-1.7%	321.43
High	327.23	321.99	-5.24	-1.6%	327.23
Low	321.48	319.25	-2.23	-0.7%	319.25
Close	322.96	320.88	-2.08	-0.6%	320.88
Range	5.75	2.74	-3.01	-52.3%	7.98
ATR	5.23	5.12	-0.11	-2.1%	0.00
Volume	75,737,904	73,766,496	-1,971,408	-2.6%	321,105,000

Daily Pivots for day following 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	328.94	327.65	322.39
R3	326.19	324.91	321.63
R2	323.45	323.45	321.38
R1	322.16	322.16	321.13	321.44
PP	320.71	320.71	320.71	320.34
S1	319.42	319.42	320.63	318.69
S2	317.96	317.96	320.38
S3	315.22	316.68	320.13
S4	312.47	313.93	319.37

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	346.40	341.63	325.27
R3	338.42	333.64	323.08
R2	330.44	330.44	322.34
R1	325.66	325.66	321.61	324.06
PP	322.45	322.45	322.45	321.65
S1	317.67	317.67	320.15	316.07
S2	314.47	314.47	319.42
S3	306.48	309.69	318.68
S4	298.50	301.71	316.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	327.23	319.25	7.98	2.5%	3.74	1.2%	20%	False	True	64,221,000
10	327.23	312.00	15.23	4.7%	4.38	1.4%	58%	False	False	72,235,319
20	327.23	298.93	28.30	8.8%	4.56	1.4%	78%	False	False	76,269,469
40	327.23	296.74	30.49	9.5%	5.11	1.6%	79%	False	False	92,080,525
60	327.23	272.99	54.24	16.9%	5.19	1.6%	88%	False	False	93,310,678
80	327.23	243.90	83.33	26.0%	5.75	1.8%	92%	False	False	103,700,118
100	327.23	218.26	108.97	34.0%	7.33	2.3%	94%	False	False	136,838,760
120	339.08	218.26	120.82	37.7%	7.13	2.2%	85%	False	False	135,539,523

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.91
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	333.65
2.618	329.17
1.618	326.43
1.000	324.73
0.618	323.69
HIGH	321.99
0.618	320.94
0.500	320.62
0.382	320.29
LOW	319.25
0.618	317.55
1.000	316.50
1.618	314.81
2.618	312.06
4.250	307.58

Fisher Pivots for day following 24-Jul-2020
Pivot	1 day	3 day
R1	320.79	323.24
PP	320.71	322.45
S1	320.62	321.67

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

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