SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Jul-2021

Day Change Summary
	Previous	Current
	19-Jul-2021	20-Jul-2021	Change	Change %	Previous Week
Open	426.19	425.68	-0.51	-0.1%	435.43
High	431.41	432.42	1.01	0.2%	437.92
Low	421.97	424.83	2.86	0.7%	430.92
Close	424.97	431.06	6.09	1.4%	431.34
Range	9.44	7.59	-1.85	-19.6%	7.00
ATR	3.96	4.22	0.26	6.5%	0.00
Volume	147,987,008	99,608,096	-48,378,912	-32.7%	300,932,000

Daily Pivots for day following 20-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	452.21	449.22	435.23
R3	444.62	441.63	433.15
R2	437.03	437.03	432.45
R1	434.04	434.04	431.76	435.54
PP	429.44	429.44	429.44	430.18
S1	426.45	426.45	430.36	427.95
S2	421.85	421.85	429.67
S3	414.26	418.86	428.97
S4	406.67	411.27	426.89

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	3.7%	5.60	1.3%	57%	False	False	88,545,260
10	437.92	421.97	15.95	3.7%	4.55	1.1%	57%	False	False	78,591,020
20	437.92	420.08	17.84	4.1%	3.38	0.8%	62%	False	False	66,505,120
40	437.92	414.70	23.22	5.4%	3.11	0.7%	70%	False	False	62,876,372
60	437.92	404.00	33.92	7.9%	3.42	0.8%	80%	False	False	68,567,720
80	437.92	390.29	47.63	11.0%	3.38	0.8%	86%	False	False	70,861,914
100	437.92	371.88	66.04	15.3%	3.90	0.9%	90%	False	False	78,120,220
120	437.92	368.27	69.65	16.2%	4.05	0.9%	90%	False	False	76,571,704

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	1.19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	464.68
2.618	452.29
1.618	444.70
1.000	440.01
0.618	437.11
HIGH	432.42
0.618	429.52
0.500	428.63
0.382	427.73
LOW	424.83
0.618	420.14
1.000	417.24
1.618	412.55
2.618	404.96
4.250	392.57

Fisher Pivots for day following 20-Jul-2021
Pivot	1 day	3 day
R1	430.25	430.38
PP	429.44	429.70
S1	428.63	429.02

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

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