SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jul-2021

Day Change Summary
	Previous	Current
	15-Jul-2021	16-Jul-2021	Change	Change %	Previous Week
Open	434.81	436.01	1.20	0.3%	435.43
High	435.53	436.06	0.53	0.1%	437.92
Low	432.72	430.92	-1.80	-0.4%	430.92
Close	434.75	431.34	-3.41	-0.8%	431.34
Range	2.81	5.14	2.33	82.9%	7.00
ATR	3.42	3.54	0.12	3.6%	0.00
Volume	55,126,300	75,874,600	20,748,300	37.6%	300,932,000

Daily Pivots for day following 16-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	448.19	444.91	434.17
R3	443.05	439.77	432.75
R2	437.91	437.91	432.28
R1	434.63	434.63	431.81	433.70
PP	432.77	432.77	432.77	432.31
S1	429.49	429.49	430.87	428.56
S2	427.63	427.63	430.40
S3	422.49	424.35	429.93
S4	417.35	419.21	428.51

Weekly Pivots for week ending 16-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	454.39	449.87	435.19
R3	447.39	442.87	433.27
R2	440.39	440.39	432.62
R1	435.87	435.87	431.98	434.63
PP	433.39	433.39	433.39	432.78
S1	428.87	428.87	430.70	427.63
S2	426.39	426.39	430.06
S3	419.39	421.87	429.42
S4	412.39	414.87	427.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	437.92	430.92	7.00	1.6%	3.17	0.7%	6%	False	True	60,186,400
10	437.92	427.52	10.40	2.4%	3.60	0.8%	37%	False	False	66,472,309
20	437.92	414.70	23.22	5.4%	2.94	0.7%	72%	False	False	63,700,280
40	437.92	411.67	26.25	6.1%	2.90	0.7%	75%	False	False	60,551,515
60	437.92	404.00	33.92	7.9%	3.32	0.8%	81%	False	False	67,288,781
80	437.92	383.90	54.02	12.5%	3.31	0.8%	88%	False	False	70,438,440
100	437.92	371.88	66.04	15.3%	3.91	0.9%	90%	False	False	77,835,313
120	437.92	368.27	69.65	16.1%	3.99	0.9%	91%	False	False	75,891,880

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.82
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	457.91
2.618	449.52
1.618	444.38
1.000	441.20
0.618	439.24
HIGH	436.06
0.618	434.10
0.500	433.49
0.382	432.88
LOW	430.92
0.618	427.74
1.000	425.78
1.618	422.60
2.618	417.46
4.250	409.08

Fisher Pivots for day following 16-Jul-2021
Pivot	1 day	3 day
R1	433.49	434.42
PP	432.77	433.39
S1	432.06	432.37

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

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