SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Aug-2020

Day Change Summary
	Previous	Current
	19-Aug-2020	20-Aug-2020	Change	Change %	Previous Week
Open	339.05	335.36	-3.69	-1.1%	335.06
High	339.61	338.80	-0.81	-0.2%	338.28
Low	336.62	335.22	-1.40	-0.4%	332.01
Close	337.23	338.28	1.05	0.3%	336.84
Range	2.99	3.58	0.59	19.7%	6.27
ATR	3.66	3.66	-0.01	-0.2%	0.00
Volume	68,054,200	42,207,800	-25,846,400	-38.0%	256,785,500

Daily Pivots for day following 20-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	348.17	346.81	340.25
R3	344.59	343.23	339.26
R2	341.01	341.01	338.94
R1	339.65	339.65	338.61	340.33
PP	337.43	337.43	337.43	337.78
S1	336.07	336.07	337.95	336.75
S2	333.85	333.85	337.62
S3	330.27	332.49	337.30
S4	326.69	328.91	336.31

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	354.52	351.95	340.29
R3	348.25	345.68	338.56
R2	341.98	341.98	337.99
R1	339.41	339.41	337.41	340.70
PP	335.71	335.71	335.71	336.35
S1	333.14	333.14	336.27	334.43
S2	329.44	329.44	335.69
S3	323.17	326.87	335.12
S4	316.90	320.60	333.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	339.61	335.22	4.39	1.3%	2.47	0.7%	70%	False	True	46,347,420
10	339.61	332.01	7.60	2.2%	3.11	0.9%	83%	False	False	49,857,050
20	339.61	319.25	20.36	6.0%	3.08	0.9%	93%	False	False	52,759,635
40	339.61	298.93	40.68	12.0%	3.91	1.2%	97%	False	False	64,907,087
60	339.61	296.74	42.87	12.7%	4.47	1.3%	97%	False	False	79,256,917
80	339.61	272.99	66.62	19.7%	4.68	1.4%	98%	False	False	83,735,155
100	339.61	243.90	95.71	28.3%	5.26	1.6%	99%	False	False	94,723,166
120	339.61	218.26	121.35	35.9%	6.74	2.0%	99%	False	False	124,712,011

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.84
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	354.02
2.618	348.17
1.618	344.59
1.000	342.38
0.618	341.01
HIGH	338.80
0.618	337.43
0.500	337.01
0.382	336.59
LOW	335.22
0.618	333.01
1.000	331.64
1.618	329.43
2.618	325.85
4.250	320.01

Fisher Pivots for day following 20-Aug-2020
Pivot	1 day	3 day
R1	337.86	337.99
PP	337.43	337.70
S1	337.01	337.42

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

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