SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-May-2021

Day Change Summary
	Previous	Current
	10-May-2021	11-May-2021	Change	Change %	Previous Week
Open	422.50	413.10	-9.40	-2.2%	419.43
High	422.74	415.27	-7.47	-1.8%	422.82
Low	417.81	410.06	-7.75	-1.9%	411.67
Close	417.94	414.21	-3.73	-0.9%	422.12
Range	4.93	5.21	0.28	5.7%	11.15
ATR	4.02	4.30	0.28	6.9%	0.00
Volume	81,852,400	116,887,904	35,035,504	42.8%	372,058,896

Daily Pivots for day following 11-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	428.81	426.72	417.08
R3	423.60	421.51	415.64
R2	418.39	418.39	415.17
R1	416.30	416.30	414.69	417.35
PP	413.18	413.18	413.18	413.70
S1	411.09	411.09	413.73	412.14
S2	407.97	407.97	413.25
S3	402.76	405.88	412.78
S4	397.55	400.67	411.34

Weekly Pivots for week ending 07-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	452.30	448.36	428.25
R3	441.16	437.21	425.18
R2	430.01	430.01	424.16
R1	426.07	426.07	423.14	428.04
PP	418.87	418.87	418.87	419.86
S1	414.92	414.92	421.10	416.90
S2	407.72	407.72	420.08
S3	396.58	403.78	419.06
S4	385.43	392.63	415.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	422.82	410.06	12.76	3.1%	4.40	1.1%	33%	False	True	80,215,979
10	422.82	410.06	12.76	3.1%	3.77	0.9%	33%	False	True	78,610,930
20	422.82	410.06	12.76	3.1%	3.61	0.9%	33%	False	True	74,576,170
40	422.82	383.90	38.92	9.4%	3.62	0.9%	78%	False	False	80,583,050
60	422.82	371.88	50.94	12.3%	4.46	1.1%	83%	False	False	87,134,808
80	422.82	368.27	54.55	13.2%	4.41	1.1%	84%	False	False	81,510,948
100	422.82	362.03	60.79	14.7%	4.37	1.1%	86%	False	False	78,421,448
120	422.82	354.15	68.67	16.6%	4.20	1.0%	87%	False	False	75,340,415

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.87
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	437.41
2.618	428.91
1.618	423.70
1.000	420.48
0.618	418.49
HIGH	415.27
0.618	413.28
0.500	412.67
0.382	412.05
LOW	410.06
0.618	406.84
1.000	404.85
1.618	401.63
2.618	396.42
4.250	387.92

Fisher Pivots for day following 11-May-2021
Pivot	1 day	3 day
R1	413.70	416.44
PP	413.18	415.70
S1	412.67	414.95

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

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