SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Aug-2021

Day Change Summary
	Previous	Current
	04-Aug-2021	05-Aug-2021	Change	Change %	Previous Week
Open	439.78	440.22	0.44	0.1%	439.31
High	441.12	441.85	0.73	0.2%	441.80
Low	438.73	439.88	1.15	0.3%	435.99
Close	438.98	441.76	2.78	0.6%	438.51
Range	2.39	1.97	-0.42	-17.7%	5.81
ATR	3.78	3.71	-0.06	-1.7%	0.00
Volume	46,732,200	38,969,600	-7,762,600	-16.6%	279,975,004

Daily Pivots for day following 05-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	447.07	446.39	442.84
R3	445.10	444.42	442.30
R2	443.13	443.13	442.12
R1	442.45	442.45	441.94	442.79
PP	441.16	441.16	441.16	441.34
S1	440.48	440.48	441.58	440.82
S2	439.19	439.19	441.40
S3	437.22	438.51	441.22
S4	435.25	436.54	440.68

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	441.85	436.10	5.75	1.3%	3.11	0.7%	98%	True	False	54,298,000
10	441.85	435.99	5.86	1.3%	2.98	0.7%	98%	True	False	54,628,040
20	441.85	421.97	19.88	4.5%	3.68	0.8%	100%	True	False	64,182,440
40	441.85	414.70	27.15	6.1%	3.22	0.7%	100%	True	False	63,556,932
60	441.85	404.00	37.85	8.6%	3.33	0.8%	100%	True	False	64,722,530
80	441.85	404.00	37.85	8.6%	3.40	0.8%	100%	True	False	67,185,940
100	441.85	383.90	57.95	13.1%	3.45	0.8%	100%	True	False	71,066,738
120	441.85	371.88	69.97	15.8%	3.90	0.9%	100%	True	False	75,928,669

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	0.59
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	450.22
2.618	447.01
1.618	445.04
1.000	443.82
0.618	443.07
HIGH	441.85
0.618	441.10
0.500	440.87
0.382	440.63
LOW	439.88
0.618	438.66
1.000	437.91
1.618	436.69
2.618	434.72
4.250	431.51

Fisher Pivots for day following 05-Aug-2021
Pivot	1 day	3 day
R1	441.46	440.83
PP	441.16	439.90
S1	440.87	438.98

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

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