SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Jul-2020

Day Change Summary
	Previous	Current
	28-Jul-2020	29-Jul-2020	Change	Change %	Previous Week
Open	322.43	322.12	-0.31	-0.1%	321.43
High	323.64	325.73	2.09	0.6%	327.23
Low	320.85	322.08	1.23	0.4%	319.25
Close	321.17	325.12	3.95	1.2%	320.88
Range	2.79	3.66	0.87	31.0%	7.98
ATR	4.79	4.77	-0.02	-0.3%	0.00
Volume	57,494,900	48,454,100	-9,040,800	-15.7%	321,105,000

Daily Pivots for day following 29-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	335.27	333.85	327.13
R3	331.62	330.20	326.13
R2	327.96	327.96	325.79
R1	326.54	326.54	325.46	327.25
PP	324.31	324.31	324.31	324.66
S1	322.89	322.89	324.78	323.60
S2	320.65	320.65	324.45
S3	317.00	319.23	324.11
S4	313.34	315.58	323.11

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%	3.51	1.1%	74%	False	False	60,749,260
10	327.23	319.09	8.14	2.5%	3.28	1.0%	74%	False	False	59,274,430
20	327.23	309.07	18.16	5.6%	4.07	1.3%	88%	False	False	67,925,119
40	327.23	296.74	30.49	9.4%	5.05	1.6%	93%	False	False	89,678,758
60	327.23	272.99	54.24	16.7%	5.03	1.5%	96%	False	False	90,398,795
80	327.23	248.17	79.06	24.3%	5.49	1.7%	97%	False	False	99,343,440
100	327.23	218.26	108.97	33.5%	7.16	2.2%	98%	False	False	132,464,706
120	339.08	218.26	120.82	37.2%	7.15	2.2%	88%	False	False	135,334,174

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.67
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	341.26
2.618	335.30
1.618	331.64
1.000	329.39
0.618	327.99
HIGH	325.73
0.618	324.33
0.500	323.90
0.382	323.47
LOW	322.08
0.618	319.82
1.000	318.42
1.618	316.16
2.618	312.51
4.250	306.54

Fisher Pivots for day following 29-Jul-2020
Pivot	1 day	3 day
R1	324.71	324.50
PP	324.31	323.88
S1	323.90	323.25

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

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