SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Aug-2021

Day Change Summary
	Previous	Current
	10-Aug-2021	11-Aug-2021	Change	Change %	Previous Week
Open	442.61	443.82	1.21	0.3%	440.34
High	443.44	443.88	0.44	0.1%	442.94
Low	441.88	442.62	0.74	0.2%	436.10
Close	442.68	443.78	1.10	0.2%	442.49
Range	1.56	1.26	-0.30	-19.1%	6.84
ATR	3.26	3.11	-0.14	-4.4%	0.00
Volume	43,339,200	44,034,300	695,100	1.6%	249,468,800

Daily Pivots for day following 11-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	447.21	446.76	444.47
R3	445.95	445.50	444.13
R2	444.69	444.69	444.01
R1	444.23	444.23	443.90	443.83
PP	443.43	443.43	443.43	443.23
S1	442.97	442.97	443.66	442.57
S2	442.17	442.17	443.55
S3	440.90	441.71	443.43
S4	439.64	440.45	443.09

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	443.88	439.88	4.00	0.9%	1.48	0.3%	97%	True	False	42,899,120
10	443.88	436.10	7.78	1.8%	2.30	0.5%	99%	True	False	49,445,130
20	443.88	421.97	21.91	4.9%	3.30	0.7%	100%	True	False	60,650,260
40	443.88	414.70	29.18	6.6%	3.14	0.7%	100%	True	False	63,183,637
60	443.88	405.33	38.55	8.7%	3.07	0.7%	100%	True	False	61,172,368
80	443.88	404.00	39.88	9.0%	3.33	0.8%	100%	True	False	65,849,699
100	443.88	383.90	59.98	13.5%	3.32	0.7%	100%	True	False	68,815,446
120	443.88	371.88	72.00	16.2%	3.84	0.9%	100%	True	False	75,335,281

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	449.25
2.618	447.19
1.618	445.92
1.000	445.14
0.618	444.66
HIGH	443.88
0.618	443.40
0.500	443.25
0.382	443.10
LOW	442.62
0.618	441.84
1.000	441.36
1.618	440.58
2.618	439.32
4.250	437.26

Fisher Pivots for day following 11-Aug-2021
Pivot	1 day	3 day
R1	443.60	443.39
PP	443.43	442.99
S1	443.25	442.60

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

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