SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Aug-2021

Day Change Summary
	Previous	Current
	26-Aug-2021	27-Aug-2021	Change	Change %	Previous Week
Open	448.61	447.12	-1.49	-0.3%	445.16
High	448.86	450.65	1.79	0.4%	450.65
Low	446.16	447.06	0.90	0.2%	443.44
Close	446.26	450.25	3.99	0.9%	450.25
Range	2.70	3.59	0.89	33.0%	7.21
ATR	3.31	3.39	0.08	2.3%	0.00
Volume	57,829,500	77,235,104	19,405,604	33.6%	269,312,004

Daily Pivots for day following 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	460.09	458.76	452.22
R3	456.50	455.17	451.24
R2	452.91	452.91	450.91
R1	451.58	451.58	450.58	452.25
PP	449.32	449.32	449.32	449.65
S1	447.99	447.99	449.92	448.66
S2	445.73	445.73	449.59
S3	442.14	444.40	449.26
S4	438.55	440.81	448.28

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	469.76	467.22	454.22
R3	462.54	460.00	452.23
R2	455.33	455.33	451.57
R1	452.79	452.79	450.91	454.06
PP	448.11	448.11	448.11	448.75
S1	445.57	445.57	449.59	446.84
S2	440.90	440.90	448.93
S3	433.68	438.36	448.27
S4	426.47	431.14	446.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	450.65	443.44	7.21	1.6%	2.78	0.6%	94%	True	False	53,862,400
10	450.65	436.12	14.53	3.2%	3.70	0.8%	97%	True	False	69,008,951
20	450.65	436.10	14.55	3.2%	2.96	0.7%	97%	True	False	57,328,345
40	450.65	421.97	28.68	6.4%	3.36	0.7%	99%	True	False	62,880,738
60	450.65	414.70	35.95	8.0%	3.09	0.7%	99%	True	False	61,489,493
80	450.65	404.00	46.65	10.4%	3.31	0.7%	99%	True	False	64,602,190
100	450.65	404.00	46.65	10.4%	3.27	0.7%	99%	True	False	65,511,267
120	450.65	383.90	66.75	14.8%	3.38	0.8%	99%	True	False	69,875,767

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.77
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	465.91
2.618	460.05
1.618	456.46
1.000	454.24
0.618	452.87
HIGH	450.65
0.618	449.28
0.500	448.86
0.382	448.43
LOW	447.06
0.618	444.84
1.000	443.47
1.618	441.25
2.618	437.66
4.250	431.80

Fisher Pivots for day following 27-Aug-2021
Pivot	1 day	3 day
R1	449.79	449.64
PP	449.32	449.02
S1	448.86	448.41

Download as Excel Spreadsheet

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

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