SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Sep-2019

Day Change Summary
	Previous	Current
	18-Sep-2019	19-Sep-2019	Change	Change %	Previous Week
Open	300.49	301.53	1.04	0.3%	299.14
High	301.22	302.63	1.41	0.5%	302.46
Low	298.24	300.71	2.47	0.8%	295.97
Close	301.10	301.08	-0.02	0.0%	301.09
Range	2.98	1.92	-1.06	-35.6%	6.49
ATR	3.09	3.00	-0.08	-2.7%	0.00
Volume	74,192,000	78,099,200	3,907,200	5.3%	313,041,804

Daily Pivots for day following 19-Sep-2019
	Classic	Woodie	Camarilla	DeMark
R4	307.23	306.08	302.14
R3	305.31	304.16	301.61
R2	303.39	303.39	301.43
R1	302.24	302.24	301.26	301.86
PP	301.47	301.47	301.47	301.28
S1	300.32	300.32	300.90	299.94
S2	299.55	299.55	300.73
S3	297.63	298.40	300.55
S4	295.71	296.48	300.02

Weekly Pivots for week ending 13-Sep-2019
	Classic	Woodie	Camarilla	DeMark
R4	319.31	316.69	304.66
R3	312.82	310.20	302.87
R2	306.33	306.33	302.28
R1	303.71	303.71	301.68	305.02
PP	299.84	299.84	299.84	300.50
S1	297.22	297.22	300.50	298.53
S2	293.35	293.35	299.90
S3	286.86	290.73	299.31
S4	280.37	284.24	297.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	302.63	298.24	4.39	1.5%	1.87	0.6%	65%	True	False	63,098,300
10	302.63	295.97	6.66	2.2%	1.96	0.7%	77%	True	False	61,601,270
20	302.63	283.47	19.16	6.4%	2.84	0.9%	92%	True	False	66,917,940
40	302.63	281.72	20.91	6.9%	3.44	1.1%	93%	True	False	78,657,457
60	302.63	281.72	20.91	6.9%	2.93	1.0%	93%	True	False	69,074,688
80	302.63	273.09	29.54	9.8%	2.79	0.9%	95%	True	False	69,849,482
100	302.63	273.09	29.54	9.8%	2.90	1.0%	95%	True	False	72,552,170
120	302.63	273.09	29.54	9.8%	2.68	0.9%	95%	True	False	69,860,911

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	True
Stretch	0.56
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	310.79
2.618	307.66
1.618	305.74
1.000	304.55
0.618	303.82
HIGH	302.63
0.618	301.90
0.500	301.67
0.382	301.44
LOW	300.71
0.618	299.52
1.000	298.79
1.618	297.60
2.618	295.68
4.250	292.55

Fisher Pivots for day following 19-Sep-2019
Pivot	1 day	3 day
R1	301.67	300.87
PP	301.47	300.65
S1	301.28	300.44

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

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