SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Aug-2021

Day Change Summary
	Previous	Current
	18-Aug-2021	19-Aug-2021	Change	Change %	Previous Week
Open	442.96	436.27	-6.69	-1.5%	442.46
High	444.63	441.14	-3.49	-0.8%	445.94
Low	438.92	436.12	-2.80	-0.6%	441.31
Close	439.18	439.86	0.68	0.2%	445.92
Range	5.71	5.02	-0.69	-12.0%	4.63
ATR	3.41	3.53	0.11	3.4%	0.00
Volume	89,351,904	92,812,200	3,460,296	3.9%	207,008,600

Daily Pivots for day following 19-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	454.10	452.00	442.62
R3	449.08	446.98	441.24
R2	444.06	444.06	440.78
R1	441.96	441.96	440.32	443.01
PP	439.04	439.04	439.04	439.57
S1	436.94	436.94	439.40	437.99
S2	434.02	434.02	438.94
S3	429.00	431.92	438.48
S4	423.98	426.90	437.10

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	436.12	10.99	2.5%	3.99	0.9%	34%	False	True	77,647,801
10	447.11	436.12	10.99	2.5%	2.80	0.6%	34%	False	True	60,270,740
20	447.11	435.99	11.12	2.5%	2.89	0.7%	35%	False	False	57,449,390
40	447.11	421.97	25.14	5.7%	3.14	0.7%	71%	False	False	62,113,682
60	447.11	414.70	32.41	7.4%	3.02	0.7%	78%	False	False	61,130,291
80	447.11	404.00	43.11	9.8%	3.32	0.8%	83%	False	False	65,902,106
100	447.11	393.02	54.09	12.3%	3.24	0.7%	87%	False	False	67,080,270
120	447.11	371.88	75.23	17.1%	3.63	0.8%	90%	False	False	73,463,018

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	True
Bull Hook	False
Stretch	0.69
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	462.48
2.618	454.28
1.618	449.26
1.000	446.16
0.618	444.24
HIGH	441.14
0.618	439.22
0.500	438.63
0.382	438.04
LOW	436.12
0.618	433.02
1.000	431.10
1.618	428.00
2.618	422.98
4.250	414.79

Fisher Pivots for day following 19-Aug-2021
Pivot	1 day	3 day
R1	439.45	440.54
PP	439.04	440.31
S1	438.63	440.09

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

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