SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Aug-2020

Day Change Summary
	Previous	Current
	31-Jul-2020	03-Aug-2020	Change	Change %	Previous Week
Open	325.86	328.32	2.46	0.8%	321.63
High	326.63	329.62	2.99	0.9%	326.63
Low	321.33	327.73	6.40	2.0%	319.64
Close	326.52	328.79	2.27	0.7%	326.52
Range	5.30	1.89	-3.41	-64.3%	6.99
ATR	4.86	4.73	-0.13	-2.6%	0.00
Volume	85,210,704	53,077,900	-32,132,804	-37.7%	301,314,304

Daily Pivots for day following 03-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	334.38	333.48	329.83
R3	332.49	331.59	329.31
R2	330.60	330.60	329.14
R1	329.70	329.70	328.96	330.15
PP	328.71	328.71	328.71	328.94
S1	327.81	327.81	328.62	328.26
S2	326.82	326.82	328.44
S3	324.93	325.92	328.27
S4	323.04	324.03	327.75

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	345.23	342.87	330.36
R3	338.24	335.88	328.44
R2	331.25	331.25	327.80
R1	328.89	328.89	327.16	330.07
PP	324.26	324.26	324.26	324.86
S1	321.90	321.90	325.88	323.08
S2	317.27	317.27	325.24
S3	310.28	314.91	324.60
S4	303.29	307.92	322.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	329.62	319.64	9.98	3.0%	3.68	1.1%	92%	True	False	61,219,860
10	329.62	319.25	10.37	3.2%	3.52	1.1%	92%	True	False	61,918,840
20	329.62	310.68	18.94	5.8%	4.21	1.3%	96%	True	False	67,759,909
40	329.62	296.74	32.88	10.0%	5.06	1.5%	97%	True	False	86,710,355
60	329.62	272.99	56.63	17.2%	5.01	1.5%	99%	True	False	89,927,085
80	329.62	271.41	58.21	17.7%	5.14	1.6%	99%	True	False	95,054,535
100	329.62	218.26	111.36	33.9%	6.91	2.1%	99%	True	False	126,043,431
120	339.08	218.26	120.82	36.7%	7.18	2.2%	91%	False	False	135,659,811

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.81
Narrowest range in 115 trading days

Fibonacci Retracements and Extensions
4.250	337.65
2.618	334.57
1.618	332.68
1.000	331.51
0.618	330.79
HIGH	329.62
0.618	328.90
0.500	328.68
0.382	328.45
LOW	327.73
0.618	326.56
1.000	325.84
1.618	324.67
2.618	322.78
4.250	319.70

Fisher Pivots for day following 03-Aug-2020
Pivot	1 day	3 day
R1	328.75	327.40
PP	328.71	326.02
S1	328.68	324.63

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

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