SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Apr-2020

Day Change Summary
	Previous	Current
	14-Apr-2020	15-Apr-2020	Change	Change %	Previous Week
Open	280.98	277.57	-3.41	-1.2%	257.84
High	284.90	283.94	-0.96	-0.3%	281.20
Low	275.51	275.46	-0.05	0.0%	248.17
Close	283.79	277.76	-6.03	-2.1%	278.20
Range	9.39	8.48	-0.91	-9.7%	33.03
ATR	12.11	11.85	-0.26	-2.1%	0.00
Volume	134,143,296	121,775,000	-12,368,296	-9.2%	733,545,408

Daily Pivots for day following 15-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	304.50	299.61	282.42
R3	296.01	291.13	280.09
R2	287.53	287.53	279.31
R1	282.65	282.65	278.54	285.09
PP	279.05	279.05	279.05	280.28
S1	274.17	274.17	276.98	276.61
S2	270.57	270.57	276.21
S3	262.09	265.69	275.43
S4	253.61	257.21	273.10

Weekly Pivots for week ending 10-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	368.28	356.27	296.37
R3	335.25	323.24	287.28
R2	302.22	302.22	284.26
R1	290.21	290.21	281.23	296.22
PP	269.19	269.19	269.19	272.19
S1	257.18	257.18	275.17	263.18
S2	236.16	236.16	272.14
S3	203.13	224.15	269.12
S4	170.10	191.12	260.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	284.90	265.25	19.65	7.1%	8.09	2.9%	64%	False	False	142,962,880
10	284.90	243.90	41.00	14.8%	9.94	3.6%	83%	False	False	160,707,880
20	284.90	218.26	66.64	24.0%	11.43	4.1%	89%	False	False	213,996,156
40	339.08	218.26	120.82	43.5%	11.82	4.3%	49%	False	False	225,385,882
60	339.08	218.26	120.82	43.5%	8.81	3.2%	49%	False	False	171,708,788
80	339.08	218.26	120.82	43.5%	7.07	2.5%	49%	False	False	144,111,483
100	339.08	218.26	120.82	43.5%	6.02	2.2%	49%	False	False	126,780,501
120	339.08	218.26	120.82	43.5%	5.29	1.9%	49%	False	False	114,103,931

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.84
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	319.98
2.618	306.14
1.618	297.66
1.000	292.42
0.618	289.18
HIGH	283.94
0.618	280.70
0.500	279.70
0.382	278.70
LOW	275.46
0.618	270.22
1.000	266.98
1.618	261.74
2.618	253.26
4.250	239.42

Fisher Pivots for day following 15-Apr-2020
Pivot	1 day	3 day
R1	279.70	278.16
PP	279.05	278.02
S1	278.41	277.89

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

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