SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jul-2021

Day Change Summary
	Previous	Current
	29-Jul-2021	30-Jul-2021	Change	Change %	Previous Week
Open	439.82	437.91	-1.91	-0.4%	439.31
High	441.80	440.06	-1.74	-0.4%	441.80
Low	439.81	437.77	-2.04	-0.5%	435.99
Close	440.65	438.51	-2.14	-0.5%	438.51
Range	1.99	2.29	0.30	15.1%	5.81
ATR	3.86	3.79	-0.07	-1.8%	0.00
Volume	47,435,300	68,951,200	21,515,900	45.4%	279,975,004

Daily Pivots for day following 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	445.65	444.37	439.77
R3	443.36	442.08	439.14
R2	441.07	441.07	438.93
R1	439.79	439.79	438.72	440.43
PP	438.78	438.78	438.78	439.10
S1	437.50	437.50	438.30	438.14
S2	436.49	436.49	438.09
S3	434.20	435.21	437.88
S4	431.91	432.92	437.25

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	456.20	453.16	441.71
R3	450.39	447.35	440.11
R2	444.58	444.58	439.58
R1	441.54	441.54	439.04	440.16
PP	438.77	438.77	438.77	438.07
S1	435.73	435.73	437.98	434.35
S2	432.96	432.96	437.44
S3	427.15	429.92	436.91
S4	421.34	424.11	435.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	441.80	435.99	5.81	1.3%	2.60	0.6%	43%	False	False	55,995,000
10	441.80	421.97	19.83	4.5%	3.92	0.9%	83%	False	False	70,393,950
20	441.80	421.97	19.83	4.5%	3.76	0.9%	83%	False	False	68,433,130
40	441.80	414.70	27.10	6.2%	3.15	0.7%	88%	False	False	63,570,067
60	441.80	404.00	37.80	8.6%	3.43	0.8%	91%	False	False	67,026,805
80	441.80	404.00	37.80	8.6%	3.35	0.8%	91%	False	False	67,556,997
100	441.80	383.90	57.90	13.2%	3.46	0.8%	94%	False	False	72,385,252
120	441.80	371.88	69.92	15.9%	3.90	0.9%	95%	False	False	75,809,276

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.90
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	449.79
2.618	446.06
1.618	443.77
1.000	442.35
0.618	441.48
HIGH	440.06
0.618	439.19
0.500	438.92
0.382	438.64
LOW	437.77
0.618	436.35
1.000	435.48
1.618	434.06
2.618	431.77
4.250	428.04

Fisher Pivots for day following 30-Jul-2021
Pivot	1 day	3 day
R1	438.92	439.56
PP	438.78	439.21
S1	438.65	438.86

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

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