SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Aug-2021

Day Change Summary
	Previous	Current
	13-Aug-2021	16-Aug-2021	Change	Change %	Previous Week
Open	445.59	444.53	-1.06	-0.2%	442.46
High	445.94	447.11	1.17	0.3%	445.94
Low	445.07	442.87	-2.20	-0.5%	441.31
Close	445.92	446.97	1.05	0.2%	445.92
Range	0.87	4.24	3.37	387.4%	4.63
ATR	2.92	3.01	0.09	3.2%	0.00
Volume	39,470,200	73,930,800	34,460,600	87.3%	207,008,600

Daily Pivots for day following 16-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	458.37	456.91	449.30
R3	454.13	452.67	448.14
R2	449.89	449.89	447.75
R1	448.43	448.43	447.36	449.16
PP	445.65	445.65	445.65	446.02
S1	444.19	444.19	446.58	444.92
S2	441.41	441.41	446.19
S3	437.17	439.95	445.80
S4	432.93	435.71	444.64

Weekly Pivots for week ending 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	458.28	456.73	448.47
R3	453.65	452.10	447.19
R2	449.02	449.02	446.77
R1	447.47	447.47	446.34	448.25
PP	444.39	444.39	444.39	444.78
S1	442.84	442.84	445.50	443.62
S2	439.76	439.76	445.07
S3	435.13	438.21	444.65
S4	430.50	433.58	443.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	447.11	441.88	5.23	1.2%	2.11	0.5%	97%	True	False	47,943,380
10	447.11	436.10	11.01	2.5%	2.27	0.5%	99%	True	False	47,162,500
20	447.11	424.83	22.28	5.0%	2.81	0.6%	99%	True	False	54,318,035
40	447.11	415.93	31.18	7.0%	3.03	0.7%	100%	True	False	59,741,925
60	447.11	414.45	32.66	7.3%	2.95	0.7%	100%	True	False	59,639,768
80	447.11	404.00	43.11	9.6%	3.24	0.7%	100%	True	False	64,676,149
100	447.11	383.90	63.21	14.1%	3.26	0.7%	100%	True	False	67,718,343
120	447.11	371.88	75.23	16.8%	3.75	0.8%	100%	True	False	74,545,376

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.81
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	465.13
2.618	458.21
1.618	453.97
1.000	451.35
0.618	449.73
HIGH	447.11
0.618	445.49
0.500	444.99
0.382	444.49
LOW	442.87
0.618	440.25
1.000	438.63
1.618	436.01
2.618	431.77
4.250	424.85

Fisher Pivots for day following 16-Aug-2021
Pivot	1 day	3 day
R1	446.31	446.28
PP	445.65	445.58
S1	444.99	444.89

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

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