SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Jul-2021

Day Change Summary
	Previous	Current
	16-Jul-2021	19-Jul-2021	Change	Change %	Previous Week
Open	436.01	426.19	-9.82	-2.3%	435.43
High	436.06	431.41	-4.65	-1.1%	437.92
Low	430.92	421.97	-8.95	-2.1%	430.92
Close	431.34	424.97	-6.37	-1.5%	431.34
Range	5.14	9.44	4.30	83.6%	7.00
ATR	3.54	3.96	0.42	11.9%	0.00
Volume	75,874,600	147,987,008	72,112,408	95.0%	300,932,000

Daily Pivots for day following 19-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	454.43	449.14	430.16
R3	444.99	439.70	427.57
R2	435.56	435.56	426.70
R1	430.26	430.26	425.84	428.19
PP	426.12	426.12	426.12	425.08
S1	420.82	420.82	424.10	418.75
S2	416.68	416.68	423.24
S3	407.24	411.38	422.37
S4	397.80	401.95	419.78

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	421.97	15.95	3.8%	4.59	1.1%	19%	False	True	79,205,901
10	437.92	421.97	15.95	3.8%	4.19	1.0%	19%	False	True	75,501,250
20	437.92	415.93	21.99	5.2%	3.26	0.8%	41%	False	False	65,165,815
40	437.92	414.45	23.47	5.5%	3.01	0.7%	45%	False	False	62,300,635
60	437.92	404.00	33.92	8.0%	3.39	0.8%	62%	False	False	68,128,853
80	437.92	383.90	54.02	12.7%	3.37	0.8%	76%	False	False	71,068,420
100	437.92	371.88	66.04	15.5%	3.93	0.9%	80%	False	False	78,590,844
120	437.92	368.27	69.65	16.4%	4.05	1.0%	81%	False	False	76,769,561

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	1.13
Widest range in 93 trading days

Fibonacci Retracements and Extensions
4.250	471.52
2.618	456.12
1.618	446.68
1.000	440.85
0.618	437.24
HIGH	431.41
0.618	427.80
0.500	426.69
0.382	425.58
LOW	421.97
0.618	416.14
1.000	412.53
1.618	406.70
2.618	397.26
4.250	381.85

Fisher Pivots for day following 19-Jul-2021
Pivot	1 day	3 day
R1	426.69	429.02
PP	426.12	427.67
S1	425.54	426.32

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

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