SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jul-2021

Day Change Summary
	Previous	Current
	14-Jul-2021	15-Jul-2021	Change	Change %	Previous Week
Open	437.40	434.81	-2.59	-0.6%	433.78
High	437.92	435.53	-2.39	-0.5%	435.84
Low	434.91	432.72	-2.19	-0.5%	427.52
Close	436.24	434.75	-1.49	-0.3%	435.52
Range	3.01	2.81	-0.20	-6.6%	8.32
ATR	3.41	3.42	0.01	0.2%	0.00
Volume	64,130,300	55,126,300	-9,004,000	-14.0%	306,093,496

Daily Pivots for day following 15-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	442.76	441.57	436.30
R3	439.95	438.76	435.52
R2	437.14	437.14	435.27
R1	435.95	435.95	435.01	435.14
PP	434.33	434.33	434.33	433.93
S1	433.14	433.14	434.49	432.33
S2	431.52	431.52	434.23
S3	428.71	430.33	433.98
S4	425.90	427.52	433.20

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	437.92	430.71	7.21	1.7%	3.17	0.7%	56%	False	False	60,259,179
10	437.92	427.52	10.40	2.4%	3.27	0.8%	70%	False	False	64,228,949
20	437.92	414.70	23.22	5.3%	2.87	0.7%	86%	False	False	64,454,030
40	437.92	405.33	32.59	7.5%	2.91	0.7%	90%	False	False	61,316,325
60	437.92	404.00	33.92	7.8%	3.32	0.8%	91%	False	False	67,137,420
80	437.92	383.90	54.02	12.4%	3.31	0.8%	94%	False	False	70,623,589
100	437.92	371.88	66.04	15.2%	3.94	0.9%	95%	False	False	78,149,408
120	437.92	368.27	69.65	16.0%	4.00	0.9%	95%	False	False	75,846,274

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	0.83
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	447.47
2.618	442.89
1.618	440.08
1.000	438.34
0.618	437.27
HIGH	435.53
0.618	434.46
0.500	434.13
0.382	433.79
LOW	432.72
0.618	430.98
1.000	429.91
1.618	428.17
2.618	425.36
4.250	420.78

Fisher Pivots for day following 15-Jul-2021
Pivot	1 day	3 day
R1	434.54	435.32
PP	434.33	435.13
S1	434.13	434.94

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

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