SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jul-2021

Day Change Summary
	Previous	Current
	27-Jul-2021	28-Jul-2021	Change	Change %	Previous Week
Open	439.91	439.68	-0.23	-0.1%	426.19
High	439.94	440.30	0.36	0.1%	440.30
Low	435.99	437.31	1.32	0.3%	421.97
Close	439.01	438.83	-0.18	0.0%	439.94
Range	3.95	2.99	-0.96	-24.3%	18.33
ATR	4.00	3.93	-0.07	-1.8%	0.00
Volume	67,397,104	52,472,300	-14,924,804	-22.1%	423,964,504

Daily Pivots for day following 28-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	447.78	446.30	440.47
R3	444.79	443.31	439.65
R2	441.80	441.80	439.38
R1	440.32	440.32	439.10	439.57
PP	438.81	438.81	438.81	438.44
S1	437.33	437.33	438.56	436.58
S2	435.82	435.82	438.28
S3	432.83	434.34	438.01
S4	429.84	431.35	437.19

Weekly Pivots for week ending 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	489.06	482.83	450.02
R3	470.73	464.50	444.98
R2	452.40	452.40	443.30
R1	446.17	446.17	441.62	449.29
PP	434.07	434.07	434.07	435.63
S1	427.84	427.84	438.26	430.96
S2	415.74	415.74	436.58
S3	397.41	409.51	434.90
S4	379.08	391.18	429.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	441.03	433.69	7.34	1.7%	2.85	0.6%	70%	False	False	55,046,720
10	441.03	421.97	19.06	4.3%	4.29	1.0%	88%	False	False	71,855,390
20	441.03	421.97	19.06	4.3%	3.72	0.8%	88%	False	False	68,527,245
40	441.03	414.70	26.33	6.0%	3.18	0.7%	92%	False	False	63,341,297
60	441.03	404.00	37.03	8.4%	3.49	0.8%	94%	False	False	67,784,958
80	441.03	404.00	37.03	8.4%	3.34	0.8%	94%	False	False	67,575,380
100	441.03	381.42	59.61	13.6%	3.56	0.8%	96%	False	False	73,589,214
120	441.03	371.88	69.15	15.8%	3.90	0.9%	97%	False	False	75,564,679

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	0.96
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	453.01
2.618	448.13
1.618	445.14
1.000	443.29
0.618	442.15
HIGH	440.30
0.618	439.16
0.500	438.81
0.382	438.45
LOW	437.31
0.618	435.46
1.000	434.32
1.618	432.47
2.618	429.48
4.250	424.60

Fisher Pivots for day following 28-Jul-2021
Pivot	1 day	3 day
R1	438.82	438.72
PP	438.81	438.62
S1	438.81	438.51

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

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