SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jul-2021

Day Change Summary
	Previous	Current
	21-Jul-2021	22-Jul-2021	Change	Change %	Previous Week
Open	432.34	434.74	2.40	0.6%	435.43
High	434.70	435.72	1.02	0.2%	437.92
Low	431.01	433.69	2.68	0.6%	430.92
Close	434.55	435.46	0.91	0.2%	431.34
Range	3.69	2.03	-1.66	-45.0%	7.00
ATR	4.18	4.03	-0.15	-3.7%	0.00
Volume	64,724,300	47,878,500	-16,845,800	-26.0%	300,932,000

Daily Pivots for day following 22-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	441.05	440.28	436.58
R3	439.02	438.25	436.02
R2	436.99	436.99	435.83
R1	436.22	436.22	435.65	436.61
PP	434.96	434.96	434.96	435.15
S1	434.19	434.19	435.27	434.58
S2	432.93	432.93	435.09
S3	430.90	432.16	434.90
S4	428.87	430.13	434.34

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	436.06	421.97	14.09	3.2%	5.58	1.3%	96%	False	False	87,214,500
10	437.92	421.97	15.95	3.7%	4.37	1.0%	85%	False	False	73,736,840
20	437.92	421.97	15.95	3.7%	3.39	0.8%	85%	False	False	66,777,975
40	437.92	414.70	23.22	5.3%	3.09	0.7%	89%	False	False	62,970,742
60	437.92	404.00	33.92	7.8%	3.46	0.8%	93%	False	False	68,719,678
80	437.92	393.02	44.90	10.3%	3.32	0.8%	95%	False	False	69,487,990
100	437.92	371.88	66.04	15.2%	3.78	0.9%	96%	False	False	76,665,744
120	437.92	370.38	67.54	15.5%	3.97	0.9%	96%	False	False	75,668,700

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 14 trading days

Fibonacci Retracements and Extensions
4.250	444.35
2.618	441.03
1.618	439.00
1.000	437.75
0.618	436.97
HIGH	435.72
0.618	434.94
0.500	434.71
0.382	434.47
LOW	433.69
0.618	432.44
1.000	431.66
1.618	430.41
2.618	428.38
4.250	425.06

Fisher Pivots for day following 22-Jul-2021
Pivot	1 day	3 day
R1	435.21	433.73
PP	434.96	432.00
S1	434.71	430.28

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

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