SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Aug-2021

Day Change Summary
	Previous	Current
	25-Aug-2021	26-Aug-2021	Change	Change %	Previous Week
Open	448.17	448.61	0.44	0.1%	444.53
High	449.46	448.86	-0.60	-0.1%	447.11
Low	447.77	446.16	-1.61	-0.4%	436.12
Close	448.91	446.26	-2.65	-0.6%	443.36
Range	1.69	2.70	1.01	60.0%	10.99
ATR	3.36	3.31	-0.04	-1.3%	0.00
Volume	40,529,700	57,829,500	17,299,800	42.7%	420,777,512

Daily Pivots for day following 26-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	455.19	453.43	447.75
R3	452.49	450.73	447.00
R2	449.79	449.79	446.76
R1	448.03	448.03	446.51	447.56
PP	447.09	447.09	447.09	446.86
S1	445.33	445.33	446.01	444.86
S2	444.39	444.39	445.77
S3	441.69	442.63	445.52
S4	438.99	439.93	444.78

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	449.46	439.71	9.75	2.2%	2.86	0.6%	67%	False	False	52,817,120
10	449.46	436.12	13.34	3.0%	3.42	0.8%	76%	False	False	65,232,461
20	449.46	436.10	13.36	3.0%	2.89	0.6%	76%	False	False	56,914,150
40	449.46	421.97	27.49	6.2%	3.32	0.7%	88%	False	False	62,285,885
60	449.46	414.70	34.76	7.8%	3.09	0.7%	91%	False	False	61,171,220
80	449.46	404.00	45.46	10.2%	3.30	0.7%	93%	False	False	64,390,309
100	449.46	404.00	45.46	10.2%	3.25	0.7%	93%	False	False	65,297,278
120	449.46	381.73	67.73	15.2%	3.42	0.8%	95%	False	False	70,179,087

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.80
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	460.34
2.618	455.93
1.618	453.23
1.000	451.56
0.618	450.53
HIGH	448.86
0.618	447.83
0.500	447.51
0.382	447.19
LOW	446.16
0.618	444.49
1.000	443.46
1.618	441.79
2.618	439.09
4.250	434.69

Fisher Pivots for day following 26-Aug-2021
Pivot	1 day	3 day
R1	447.51	447.81
PP	447.09	447.29
S1	446.68	446.78

Download as Excel Spreadsheet

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

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