SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Jul-2021

Day Change Summary
	Previous	Current
	08-Jul-2021	09-Jul-2021	Change	Change %	Previous Week
Open	428.78	432.53	3.75	0.9%	433.78
High	431.73	435.84	4.11	1.0%	435.84
Low	427.52	430.71	3.19	0.7%	427.52
Close	430.92	435.52	4.60	1.1%	435.52
Range	4.21	5.13	0.92	21.8%	8.32
ATR	3.48	3.59	0.12	3.4%	0.00
Volume	97,595,200	76,238,496	-21,356,704	-21.9%	306,093,496

Daily Pivots for day following 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	449.40	447.59	438.34
R3	444.28	442.46	436.93
R2	439.15	439.15	436.46
R1	437.34	437.34	435.99	438.24
PP	434.02	434.02	434.02	434.48
S1	432.21	432.21	435.05	433.12
S2	428.90	428.90	434.58
S3	423.77	427.08	434.11
S4	418.65	421.96	432.70

Weekly Pivots for week ending 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	457.92	455.04	440.10
R3	449.60	446.72	437.81
R2	441.28	441.28	437.05
R1	438.40	438.40	436.28	439.84
PP	432.96	432.96	432.96	433.68
S1	430.08	430.08	434.76	431.52
S2	424.64	424.64	433.99
S3	416.32	421.76	433.23
S4	408.00	413.44	430.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	435.84	427.52	8.32	1.9%	4.03	0.9%	96%	True	False	72,758,219
10	435.84	425.55	10.29	2.4%	2.83	0.6%	97%	True	False	62,931,939
20	435.84	414.70	21.14	4.9%	2.87	0.7%	98%	True	False	64,192,345
40	435.84	405.33	30.51	7.0%	3.07	0.7%	99%	True	False	63,528,262
60	435.84	404.00	31.84	7.3%	3.34	0.8%	99%	True	False	68,430,083
80	435.84	383.90	51.94	11.9%	3.42	0.8%	99%	True	False	72,819,262
100	435.84	371.88	63.96	14.7%	3.97	0.9%	99%	True	False	78,530,577
120	435.84	368.27	67.57	15.5%	4.00	0.9%	100%	True	False	75,747,145

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	0.72
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	457.63
2.618	449.26
1.618	444.13
1.000	440.97
0.618	439.01
HIGH	435.84
0.618	433.88
0.500	433.28
0.382	432.67
LOW	430.71
0.618	427.55
1.000	425.59
1.618	422.42
2.618	417.29
4.250	408.93

Fisher Pivots for day following 09-Jul-2021
Pivot	1 day	3 day
R1	434.77	434.24
PP	434.02	432.96
S1	433.28	431.68

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

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