SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Aug-2020

Day Change Summary
	Previous	Current
	06-Aug-2020	07-Aug-2020	Change	Change %	Previous Week
Open	331.48	333.28	1.80	0.5%	328.32
High	334.46	334.88	0.42	0.1%	334.88
Low	331.13	332.30	1.17	0.4%	327.73
Close	334.33	334.57	0.24	0.1%	334.57
Range	3.33	2.58	-0.75	-22.5%	7.15
ATR	4.32	4.19	-0.12	-2.9%	0.00
Volume	43,679,400	57,308,200	13,628,800	31.2%	238,849,600

Daily Pivots for day following 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	341.66	340.69	335.99
R3	339.08	338.11	335.28
R2	336.50	336.50	335.04
R1	335.53	335.53	334.81	336.02
PP	333.92	333.92	333.92	334.16
S1	332.95	332.95	334.33	333.44
S2	331.34	331.34	334.10
S3	328.76	330.37	333.86
S4	326.18	327.79	333.15

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	353.84	351.36	338.50
R3	346.69	344.21	336.54
R2	339.54	339.54	335.88
R1	337.06	337.06	335.23	338.30
PP	332.39	332.39	332.39	333.02
S1	329.91	329.91	333.91	331.15
S2	325.24	325.24	333.26
S3	318.09	322.76	332.60
S4	310.94	315.61	330.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	334.88	327.73	7.15	2.1%	2.24	0.7%	96%	True	False	47,769,920
10	334.88	319.64	15.24	4.6%	3.04	0.9%	98%	True	False	54,016,390
20	334.88	312.00	22.88	6.8%	3.71	1.1%	99%	True	False	63,125,854
40	334.88	296.74	38.14	11.4%	4.69	1.4%	99%	True	False	79,970,532
60	334.88	272.99	61.89	18.5%	4.78	1.4%	99%	True	False	86,411,145
80	334.88	272.02	62.86	18.8%	4.88	1.5%	100%	True	False	90,363,681
100	334.88	218.26	116.62	34.9%	6.19	1.9%	100%	True	False	115,090,176
120	339.08	218.26	120.82	36.1%	7.20	2.2%	96%	False	False	135,371,082

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.74
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	345.85
2.618	341.63
1.618	339.05
1.000	337.46
0.618	336.47
HIGH	334.88
0.618	333.89
0.500	333.59
0.382	333.29
LOW	332.30
0.618	330.71
1.000	329.72
1.618	328.13
2.618	325.55
4.250	321.34

Fisher Pivots for day following 07-Aug-2020
Pivot	1 day	3 day
R1	334.24	334.05
PP	333.92	333.53
S1	333.59	333.01

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

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