SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Aug-2021

Day Change Summary
	Previous	Current
	23-Aug-2021	24-Aug-2021	Change	Change %	Previous Week
Open	445.16	447.97	2.81	0.6%	444.53
High	448.23	448.54	0.31	0.1%	447.11
Low	443.44	447.42	3.98	0.9%	436.12
Close	447.26	447.97	0.71	0.2%	443.36
Range	4.79	1.12	-3.67	-76.6%	10.99
ATR	3.65	3.48	-0.17	-4.6%	0.00
Volume	54,973,000	38,744,700	-16,228,300	-29.5%	420,777,512

Daily Pivots for day following 24-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	451.34	450.77	448.59
R3	450.22	449.65	448.28
R2	449.10	449.10	448.18
R1	448.53	448.53	448.07	448.53
PP	447.98	447.98	447.98	447.98
S1	447.41	447.41	447.87	447.41
S2	446.86	446.86	447.76
S3	445.74	446.29	447.66
S4	444.62	445.17	447.35

Weekly Pivots for week ending 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	475.17	470.25	449.40
R3	464.18	459.26	446.38
R2	453.19	453.19	445.37
R1	448.27	448.27	444.37	445.24
PP	442.20	442.20	442.20	440.68
S1	437.28	437.28	442.35	434.25
S2	431.21	431.21	441.35
S3	420.22	426.29	440.34
S4	409.23	415.30	437.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	448.54	436.12	12.42	2.8%	4.13	0.9%	95%	True	False	69,578,101
10	448.54	436.12	12.42	2.8%	3.37	0.8%	95%	True	False	63,694,211
20	448.54	436.10	12.44	2.8%	2.92	0.7%	95%	True	False	56,991,570
40	448.54	421.97	26.57	5.9%	3.28	0.7%	98%	True	False	62,346,862
60	448.54	414.70	33.84	7.6%	3.11	0.7%	98%	True	False	61,253,793
80	448.54	404.00	44.54	9.9%	3.34	0.7%	99%	True	False	65,282,310
100	448.54	403.38	45.16	10.1%	3.26	0.7%	99%	True	False	65,850,742
120	448.54	372.64	75.90	16.9%	3.53	0.8%	99%	True	False	71,652,667

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	0.84
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	453.30
2.618	451.47
1.618	450.35
1.000	449.66
0.618	449.23
HIGH	448.54
0.618	448.11
0.500	447.98
0.382	447.85
LOW	447.42
0.618	446.73
1.000	446.30
1.618	445.61
2.618	444.49
4.250	442.66

Fisher Pivots for day following 24-Aug-2021
Pivot	1 day	3 day
R1	447.98	446.69
PP	447.98	445.41
S1	447.97	444.13

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

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