SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Jul-2021

Day Change Summary
	Previous	Current
	07-Jul-2021	08-Jul-2021	Change	Change %	Previous Week
Open	433.66	428.78	-4.88	-1.1%	427.17
High	434.76	431.73	-3.03	-0.7%	434.10
Low	431.51	427.52	-3.99	-0.9%	425.89
Close	434.46	430.92	-3.54	-0.8%	433.72
Range	3.25	4.21	0.96	29.5%	8.21
ATR	3.21	3.48	0.27	8.3%	0.00
Volume	63,549,400	97,595,200	34,045,800	53.6%	265,096,400

Daily Pivots for day following 08-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	442.69	441.01	433.24
R3	438.48	436.80	432.08
R2	434.27	434.27	431.69
R1	432.59	432.59	431.31	433.43
PP	430.06	430.06	430.06	430.48
S1	428.38	428.38	430.53	429.22
S2	425.85	425.85	430.15
S3	421.64	424.17	429.76
S4	417.43	419.96	428.60

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	427.52	7.24	1.7%	3.37	0.8%	47%	False	True	68,198,720
10	434.76	424.62	10.14	2.4%	2.41	0.6%	62%	False	False	59,819,110
20	434.76	414.70	20.06	4.7%	2.77	0.6%	81%	False	False	62,931,425
40	434.76	404.00	30.76	7.1%	3.16	0.7%	88%	False	False	64,992,575
60	434.76	404.00	30.76	7.1%	3.31	0.8%	88%	False	False	68,187,107
80	434.76	383.90	50.86	11.8%	3.39	0.8%	92%	False	False	72,787,812
100	434.76	371.88	62.88	14.6%	3.94	0.9%	94%	False	False	78,277,915
120	434.76	368.27	66.49	15.4%	3.99	0.9%	94%	False	False	76,004,824

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	449.62
2.618	442.75
1.618	438.54
1.000	435.94
0.618	434.33
HIGH	431.73
0.618	430.12
0.500	429.63
0.382	429.13
LOW	427.52
0.618	424.92
1.000	423.31
1.618	420.71
2.618	416.50
4.250	409.63

Fisher Pivots for day following 08-Jul-2021
Pivot	1 day	3 day
R1	430.49	431.14
PP	430.06	431.07
S1	429.63	430.99

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

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