SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Aug-2021

Day Change Summary
	Previous	Current
	16-Aug-2021	17-Aug-2021	Change	Change %	Previous Week
Open	444.53	444.24	-0.29	-0.1%	442.46
High	447.11	444.96	-2.15	-0.5%	445.94
Low	442.87	440.85	-2.02	-0.5%	441.31
Close	446.97	444.04	-2.93	-0.7%	445.92
Range	4.24	4.11	-0.13	-3.1%	4.63
ATR	3.01	3.24	0.22	7.4%	0.00
Volume	73,930,800	92,673,904	18,743,104	25.4%	207,008,600

Daily Pivots for day following 17-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	455.61	453.94	446.30
R3	451.50	449.83	445.17
R2	447.39	447.39	444.79
R1	445.72	445.72	444.42	444.50
PP	443.28	443.28	443.28	442.68
S1	441.61	441.61	443.66	440.39
S2	439.17	439.17	443.29
S3	435.06	437.50	442.91
S4	430.95	433.39	441.78

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	440.85	6.26	1.4%	2.62	0.6%	51%	False	True	57,810,320
10	447.11	438.73	8.38	1.9%	2.16	0.5%	63%	False	False	50,624,510
20	447.11	431.01	16.10	3.6%	2.64	0.6%	81%	False	False	53,971,325
40	447.11	420.08	27.03	6.1%	3.01	0.7%	89%	False	False	60,238,222
60	447.11	414.70	32.41	7.3%	2.95	0.7%	91%	False	False	59,908,023
80	447.11	404.00	43.11	9.7%	3.23	0.7%	93%	False	False	64,918,621
100	447.11	390.29	56.82	12.8%	3.23	0.7%	95%	False	False	67,483,796
120	447.11	371.88	75.23	16.9%	3.69	0.8%	96%	False	False	74,095,404

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.65
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	462.43
2.618	455.72
1.618	451.61
1.000	449.07
0.618	447.50
HIGH	444.96
0.618	443.39
0.500	442.91
0.382	442.42
LOW	440.85
0.618	438.31
1.000	436.74
1.618	434.20
2.618	430.09
4.250	423.38

Fisher Pivots for day following 17-Aug-2021
Pivot	1 day	3 day
R1	443.66	444.02
PP	443.28	444.00
S1	442.91	443.98

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

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