SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jul-2020

Day Change Summary
	Previous	Current
	29-Jul-2020	30-Jul-2020	Change	Change %	Previous Week
Open	322.12	321.90	-0.22	-0.1%	321.43
High	325.73	324.41	-1.32	-0.4%	327.23
Low	322.08	319.64	-2.44	-0.8%	319.25
Close	325.12	323.96	-1.16	-0.4%	320.88
Range	3.66	4.77	1.12	30.5%	7.98
ATR	4.77	4.82	0.05	1.1%	0.00
Volume	48,454,100	61,861,700	13,407,600	27.7%	321,105,000

Daily Pivots for day following 30-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	336.98	335.24	326.58
R3	332.21	330.47	325.27
R2	327.44	327.44	324.83
R1	325.70	325.70	324.40	326.57
PP	322.67	322.67	322.67	323.11
S1	320.93	320.93	323.52	321.80
S2	317.90	317.90	323.09
S3	313.13	316.16	322.65
S4	308.36	311.39	321.34

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	325.73	319.25	6.48	2.0%	3.32	1.0%	73%	False	False	57,974,019
10	327.23	319.25	7.98	2.5%	3.54	1.1%	59%	False	False	59,998,350
20	327.23	310.68	16.55	5.1%	4.16	1.3%	80%	False	False	67,398,379
40	327.23	296.74	30.49	9.4%	5.08	1.6%	89%	False	False	88,911,113
60	327.23	272.99	54.24	16.7%	5.01	1.5%	94%	False	False	90,103,658
80	327.23	264.89	62.34	19.2%	5.31	1.6%	95%	False	False	97,765,946
100	327.23	218.26	108.97	33.6%	7.10	2.2%	97%	False	False	129,989,149
120	339.08	218.26	120.82	37.3%	7.17	2.2%	87%	False	False	135,315,193

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.83
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	344.68
2.618	336.90
1.618	332.13
1.000	329.18
0.618	327.36
HIGH	324.41
0.618	322.59
0.500	322.03
0.382	321.46
LOW	319.64
0.618	316.69
1.000	314.87
1.618	311.92
2.618	307.15
4.250	299.37

Fisher Pivots for day following 30-Jul-2020
Pivot	1 day	3 day
R1	323.32	323.54
PP	322.67	323.11
S1	322.03	322.69

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

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