SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Aug-2021

Day Change Summary
	Previous	Current
	05-Aug-2021	06-Aug-2021	Change	Change %	Previous Week
Open	440.22	442.10	1.88	0.4%	440.34
High	441.85	442.94	1.09	0.2%	442.94
Low	439.88	441.80	1.92	0.4%	436.10
Close	441.76	442.49	0.73	0.2%	442.49
Range	1.97	1.14	-0.83	-42.1%	6.84
ATR	3.71	3.53	-0.18	-4.9%	0.00
Volume	38,969,600	46,930,000	7,960,400	20.4%	249,468,800

Daily Pivots for day following 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	445.83	445.30	443.12
R3	444.69	444.16	442.80
R2	443.55	443.55	442.70
R1	443.02	443.02	442.59	443.29
PP	442.41	442.41	442.41	442.54
S1	441.88	441.88	442.39	442.15
S2	441.27	441.27	442.28
S3	440.13	440.74	442.18
S4	438.99	439.60	441.86

Weekly Pivots for week ending 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	461.03	458.60	446.25
R3	454.19	451.76	444.37
R2	447.35	447.35	443.74
R1	444.92	444.92	443.12	446.14
PP	440.51	440.51	440.51	441.12
S1	438.08	438.08	441.86	439.30
S2	433.67	433.67	441.24
S3	426.83	431.24	440.61
S4	419.99	424.40	438.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	442.94	436.10	6.84	1.5%	2.88	0.7%	93%	True	False	49,893,760
10	442.94	435.99	6.95	1.6%	2.74	0.6%	94%	True	False	52,944,380
20	442.94	421.97	20.97	4.7%	3.48	0.8%	98%	True	False	62,717,015
40	442.94	414.70	28.24	6.4%	3.17	0.7%	98%	True	False	63,454,680
60	442.94	405.33	37.61	8.5%	3.21	0.7%	99%	True	False	63,257,846
80	442.94	404.00	38.94	8.8%	3.38	0.8%	99%	True	False	67,001,816
100	442.94	383.90	59.04	13.3%	3.43	0.8%	99%	True	False	70,798,813
120	442.94	371.88	71.06	16.1%	3.88	0.9%	99%	True	False	75,894,983

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	0.55
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	447.79
2.618	445.92
1.618	444.78
1.000	444.08
0.618	443.64
HIGH	442.94
0.618	442.50
0.500	442.37
0.382	442.24
LOW	441.80
0.618	441.10
1.000	440.66
1.618	439.96
2.618	438.82
4.250	436.96

Fisher Pivots for day following 06-Aug-2021
Pivot	1 day	3 day
R1	442.45	441.94
PP	442.41	441.39
S1	442.37	440.84

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

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