SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jul-2021

Day Change Summary
	Previous	Current
	06-Jul-2021	07-Jul-2021	Change	Change %	Previous Week
Open	433.78	433.66	-0.12	0.0%	427.17
High	434.01	434.76	0.75	0.2%	434.10
Low	430.01	431.51	1.50	0.3%	425.89
Close	432.93	434.46	1.53	0.4%	433.72
Range	4.00	3.25	-0.75	-18.8%	8.21
ATR	3.21	3.21	0.00	0.1%	0.00
Volume	68,710,400	63,549,400	-5,161,000	-7.5%	265,096,400

Daily Pivots for day following 07-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	443.33	442.14	436.25
R3	440.08	438.89	435.35
R2	436.83	436.83	435.06
R1	435.64	435.64	434.76	436.24
PP	433.58	433.58	433.58	433.87
S1	432.39	432.39	434.16	432.99
S2	430.33	430.33	433.86
S3	427.08	429.14	433.57
S4	423.83	425.89	432.67

Weekly Pivots for week ending 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	455.87	453.00	438.24
R3	447.66	444.79	435.98
R2	439.45	439.45	435.23
R1	436.58	436.58	434.47	438.02
PP	431.24	431.24	431.24	431.95
S1	428.37	428.37	432.97	429.81
S2	423.03	423.03	432.21
S3	414.82	420.16	431.46
S4	406.61	411.95	429.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	434.76	427.18	7.58	1.7%	2.85	0.7%	96%	True	False	61,645,240
10	434.76	422.51	12.25	2.8%	2.14	0.5%	98%	True	False	55,004,130
20	434.76	414.70	20.06	4.6%	2.65	0.6%	99%	True	False	60,473,480
40	434.76	404.00	30.76	7.1%	3.18	0.7%	99%	True	False	65,474,893
60	434.76	404.00	30.76	7.1%	3.28	0.8%	99%	True	False	67,503,035
80	434.76	383.90	50.86	11.7%	3.39	0.8%	99%	True	False	72,487,776
100	434.76	371.88	62.88	14.5%	3.93	0.9%	100%	True	False	77,807,895
120	434.76	368.27	66.49	15.3%	3.98	0.9%	100%	True	False	75,608,106

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	448.57
2.618	443.27
1.618	440.02
1.000	438.01
0.618	436.77
HIGH	434.76
0.618	433.52
0.500	433.14
0.382	432.75
LOW	431.51
0.618	429.50
1.000	428.26
1.618	426.25
2.618	423.00
4.250	417.70

Fisher Pivots for day following 07-Jul-2021
Pivot	1 day	3 day
R1	434.02	433.77
PP	433.58	433.08
S1	433.14	432.39

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

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