SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Aug-2020

Day Change Summary
	Previous	Current
	07-Aug-2020	10-Aug-2020	Change	Change %	Previous Week
Open	333.28	335.06	1.78	0.5%	328.32
High	334.88	335.77	0.89	0.3%	334.88
Low	332.30	332.96	0.66	0.2%	327.73
Close	334.57	335.57	1.00	0.3%	334.57
Range	2.58	2.82	0.24	9.1%	7.15
ATR	4.19	4.09	-0.10	-2.3%	0.00
Volume	57,308,200	44,282,000	-13,026,200	-22.7%	238,849,600

Daily Pivots for day following 10-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	343.21	342.21	337.12
R3	340.40	339.39	336.34
R2	337.58	337.58	336.09
R1	336.58	336.58	335.83	337.08
PP	334.77	334.77	334.77	335.02
S1	333.76	333.76	335.31	334.26
S2	331.95	331.95	335.05
S3	329.14	330.95	334.80
S4	326.32	328.13	334.02

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	335.77	327.86	7.91	2.4%	2.43	0.7%	97%	True	False	46,010,740
10	335.77	319.64	16.13	4.8%	3.05	0.9%	99%	True	False	53,615,300
20	335.77	312.00	23.77	7.1%	3.42	1.0%	99%	True	False	60,190,084
40	335.77	296.74	39.03	11.6%	4.50	1.3%	99%	True	False	76,210,612
60	335.77	281.34	54.43	16.2%	4.63	1.4%	100%	True	False	85,116,215
80	335.77	272.02	63.75	19.0%	4.87	1.5%	100%	True	False	89,269,728
100	335.77	218.26	117.51	35.0%	6.02	1.8%	100%	True	False	112,257,025
120	338.64	218.26	120.38	35.9%	7.21	2.1%	97%	False	False	135,333,310

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.72
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	347.73
2.618	343.14
1.618	340.32
1.000	338.59
0.618	337.51
HIGH	335.77
0.618	334.69
0.500	334.36
0.382	334.03
LOW	332.96
0.618	331.22
1.000	330.14
1.618	328.40
2.618	325.59
4.250	320.99

Fisher Pivots for day following 10-Aug-2020
Pivot	1 day	3 day
R1	335.17	334.86
PP	334.77	334.16
S1	334.36	333.45

Download as Excel Spreadsheet

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

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