SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jul-2020

Day Change Summary
	Previous	Current
	27-Jul-2020	28-Jul-2020	Change	Change %	Previous Week
Open	321.63	322.43	0.80	0.2%	321.43
High	323.41	323.64	0.23	0.1%	327.23
Low	320.78	320.85	0.08	0.0%	319.25
Close	323.22	321.17	-2.05	-0.6%	320.88
Range	2.64	2.79	0.16	5.9%	7.98
ATR	4.94	4.79	-0.15	-3.1%	0.00
Volume	48,292,900	57,494,900	9,202,000	19.1%	321,105,000

Daily Pivots for day following 28-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	330.26	328.50	322.70
R3	327.47	325.71	321.94
R2	324.68	324.68	321.68
R1	322.92	322.92	321.43	322.41
PP	321.89	321.89	321.89	321.63
S1	320.13	320.13	320.91	319.62
S2	319.10	319.10	320.66
S3	316.31	317.34	320.40
S4	313.52	314.55	319.64

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%	3.32	1.0%	24%	False	False	62,617,020
10	327.23	319.09	8.14	2.5%	3.29	1.0%	26%	False	False	63,148,669
20	327.23	303.82	23.41	7.3%	4.20	1.3%	74%	False	False	71,172,149
40	327.23	296.74	30.49	9.5%	5.03	1.6%	80%	False	False	90,324,083
60	327.23	272.99	54.24	16.9%	5.05	1.6%	89%	False	False	90,939,113
80	327.23	245.22	82.01	25.5%	5.54	1.7%	93%	False	False	100,432,278
100	327.23	218.26	108.97	33.9%	7.20	2.2%	94%	False	False	134,266,836
120	339.08	218.26	120.82	37.6%	7.13	2.2%	85%	False	False	135,350,053

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.73
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	335.50
2.618	330.94
1.618	328.15
1.000	326.43
0.618	325.36
HIGH	323.64
0.618	322.57
0.500	322.25
0.382	321.92
LOW	320.85
0.618	319.13
1.000	318.06
1.618	316.34
2.618	313.55
4.250	308.99

Fisher Pivots for day following 28-Jul-2020
Pivot	1 day	3 day
R1	322.25	321.44
PP	321.89	321.35
S1	321.53	321.26

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

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