SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Aug-2020

Day Change Summary
	Previous	Current
	03-Aug-2020	04-Aug-2020	Change	Change %	Previous Week
Open	328.32	327.86	-0.46	-0.1%	321.63
High	329.62	330.06	0.44	0.1%	326.63
Low	327.73	327.86	0.13	0.0%	319.64
Close	328.79	330.06	1.27	0.4%	326.52
Range	1.89	2.20	0.31	16.4%	6.99
ATR	4.73	4.55	-0.18	-3.8%	0.00
Volume	53,077,900	41,917,800	-11,160,100	-21.0%	301,314,304

Daily Pivots for day following 04-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	335.93	335.19	331.27
R3	333.73	332.99	330.67
R2	331.53	331.53	330.46
R1	330.79	330.79	330.26	331.16
PP	329.33	329.33	329.33	329.51
S1	328.59	328.59	329.86	328.96
S2	327.13	327.13	329.66
S3	324.93	326.39	329.46
S4	322.73	324.19	328.85

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	330.06	319.64	10.42	3.2%	3.56	1.1%	100%	True	False	58,104,440
10	330.06	319.25	10.81	3.3%	3.44	1.0%	100%	True	False	60,360,730
20	330.06	310.68	19.38	5.9%	4.11	1.2%	100%	True	False	65,710,304
40	330.06	296.74	33.32	10.1%	5.02	1.5%	100%	True	False	85,917,270
60	330.06	272.99	57.07	17.3%	5.00	1.5%	100%	True	False	89,348,680
80	330.06	271.41	58.65	17.8%	5.10	1.5%	100%	True	False	93,199,974
100	330.06	218.26	111.80	33.9%	6.74	2.0%	100%	True	False	122,540,402
120	339.08	218.26	120.82	36.6%	7.19	2.2%	93%	False	False	135,642,521

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.77
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	339.41
2.618	335.82
1.618	333.62
1.000	332.26
0.618	331.42
HIGH	330.06
0.618	329.22
0.500	328.96
0.382	328.70
LOW	327.86
0.618	326.50
1.000	325.66
1.618	324.30
2.618	322.10
4.250	318.51

Fisher Pivots for day following 04-Aug-2020
Pivot	1 day	3 day
R1	329.69	328.61
PP	329.33	327.15
S1	328.96	325.70

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

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