SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Aug-2020

Day Change Summary
	Previous	Current
	04-Aug-2020	05-Aug-2020	Change	Change %	Previous Week
Open	327.86	331.47	3.61	1.1%	321.63
High	330.06	332.39	2.33	0.7%	326.63
Low	327.86	331.18	3.32	1.0%	319.64
Close	330.06	332.11	2.05	0.6%	326.52
Range	2.20	1.21	-0.99	-45.0%	6.99
ATR	4.55	4.39	-0.16	-3.5%	0.00
Volume	41,917,800	42,866,300	948,500	2.3%	301,314,304

Daily Pivots for day following 05-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	335.52	335.03	332.78
R3	334.31	333.82	332.44
R2	333.10	333.10	332.33
R1	332.61	332.61	332.22	332.86
PP	331.89	331.89	331.89	332.02
S1	331.40	331.40	332.00	331.65
S2	330.68	330.68	331.89
S3	329.47	330.19	331.78
S4	328.26	328.98	331.44

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	332.39	319.64	12.75	3.8%	3.07	0.9%	98%	True	False	56,986,880
10	332.39	319.25	13.14	4.0%	3.29	1.0%	98%	True	False	58,868,070
20	332.39	310.68	21.71	6.5%	3.99	1.2%	99%	True	False	65,121,694
40	332.39	296.74	35.65	10.7%	4.95	1.5%	99%	True	False	85,051,947
60	332.39	272.99	59.40	17.9%	4.95	1.5%	100%	True	False	88,737,882
80	332.39	272.02	60.37	18.2%	5.03	1.5%	100%	True	False	92,300,315
100	332.39	218.26	114.13	34.4%	6.52	2.0%	100%	True	False	119,673,404
120	339.08	218.26	120.82	36.4%	7.18	2.2%	94%	False	False	135,545,557

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	0.78
Narrowest range in 144 trading days

Fibonacci Retracements and Extensions
4.250	337.53
2.618	335.56
1.618	334.35
1.000	333.60
0.618	333.14
HIGH	332.39
0.618	331.93
0.500	331.79
0.382	331.64
LOW	331.18
0.618	330.43
1.000	329.97
1.618	329.22
2.618	328.01
4.250	326.04

Fisher Pivots for day following 05-Aug-2020
Pivot	1 day	3 day
R1	332.00	331.43
PP	331.89	330.74
S1	331.79	330.06

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

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