SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Mar-2020

Day Change Summary
	Previous	Current
	12-Mar-2020	13-Mar-2020	Change	Change %	Previous Week
Open	256.00	263.09	7.09	2.8%	275.30
High	266.66	271.48	4.82	1.8%	288.52
Low	247.68	248.52	0.84	0.3%	247.68
Close	248.11	269.32	21.21	8.5%	269.32
Range	18.98	22.95	3.97	20.9%	40.84
ATR	11.51	12.35	0.85	7.4%	0.00
Volume	392,220,608	329,566,112	-62,654,496	-16.0%	1,564,064,528

Daily Pivots for day following 13-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	331.96	323.59	281.94
R3	309.01	300.64	275.63
R2	286.06	286.06	273.53
R1	277.69	277.69	271.42	281.87
PP	263.11	263.11	263.11	265.20
S1	254.74	254.74	267.22	258.92
S2	240.15	240.15	265.11
S3	217.20	231.79	263.01
S4	194.25	208.83	256.70

Weekly Pivots for week ending 13-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	391.03	371.01	291.78
R3	350.19	330.17	280.55
R2	309.35	309.35	276.81
R1	289.33	289.33	273.06	278.92
PP	268.51	268.51	268.51	263.30
S1	248.49	248.49	265.58	238.08
S2	227.67	227.67	261.83
S3	186.83	207.65	258.09
S4	145.99	166.81	246.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	288.52	247.68	40.84	15.2%	15.75	5.8%	53%	False	False	312,812,905
10	313.84	247.68	66.16	24.6%	13.65	5.1%	33%	False	False	269,455,454
20	339.08	247.68	91.40	33.9%	10.47	3.9%	24%	False	False	214,906,323
40	339.08	247.68	91.40	33.9%	6.60	2.5%	24%	False	False	140,329,751
60	339.08	247.68	91.40	33.9%	5.00	1.9%	24%	False	False	113,316,946
80	339.08	247.68	91.40	33.9%	4.22	1.6%	24%	False	False	99,450,903
100	339.08	247.68	91.40	33.9%	3.71	1.4%	24%	False	False	89,418,251
120	339.08	247.68	91.40	33.9%	3.62	1.3%	24%	False	False	86,331,235

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.10
Widest range in 2533 trading days

Fibonacci Retracements and Extensions
4.250	369.02
2.618	331.56
1.618	308.61
1.000	294.43
0.618	285.66
HIGH	271.48
0.618	262.71
0.500	260.00
0.382	257.29
LOW	248.52
0.618	234.34
1.000	225.57
1.618	211.39
2.618	188.44
4.250	150.98

Fisher Pivots for day following 13-Mar-2020
Pivot	1 day	3 day
R1	266.21	267.82
PP	263.11	266.31
S1	260.00	264.81

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

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