SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	14-Sep-2020	15-Sep-2020	Change	Change %	Previous Week
Open	337.49	341.12	3.63	1.1%	336.71
High	340.38	342.02	1.64	0.5%	342.64
Low	334.22	338.47	4.25	1.3%	331.00
Close	338.46	340.17	1.71	0.5%	334.06
Range	6.16	3.55	-2.61	-42.3%	11.64
ATR	5.92	5.75	-0.17	-2.8%	0.00
Volume	65,605,600	52,920,800	-12,684,800	-19.3%	381,177,096

Daily Pivots for day following 15-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	350.87	349.07	342.12
R3	347.32	345.52	341.15
R2	343.77	343.77	340.82
R1	341.97	341.97	340.50	341.10
PP	340.22	340.22	340.22	339.78
S1	338.42	338.42	339.84	337.54
S2	336.67	336.67	339.52
S3	333.12	334.87	339.19
S4	329.56	331.32	338.22

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	370.82	364.08	340.46
R3	359.18	352.44	337.26
R2	347.54	347.54	336.19
R1	340.80	340.80	335.13	338.35
PP	335.90	335.90	335.90	334.68
S1	329.16	329.16	332.99	326.71
S2	324.26	324.26	331.93
S3	312.62	317.52	330.86
S4	300.98	305.88	327.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	342.53	331.00	11.53	3.4%	6.24	1.8%	80%	False	False	77,047,640
10	358.75	331.00	27.75	8.2%	7.65	2.2%	33%	False	False	91,141,009
20	358.75	331.00	27.75	8.2%	5.26	1.5%	33%	False	False	71,303,839
40	358.75	319.25	39.50	11.6%	4.23	1.2%	53%	False	False	63,082,582
60	358.75	298.93	59.82	17.6%	4.47	1.3%	69%	False	False	69,154,973
80	358.75	293.22	65.53	19.3%	4.75	1.4%	72%	False	False	78,627,786
100	358.75	272.99	85.76	25.2%	4.85	1.4%	78%	False	False	82,442,257
120	358.75	243.90	114.85	33.8%	5.45	1.6%	84%	False	False	95,019,444

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	False
Stretch	1.48
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	357.11
2.618	351.32
1.618	347.77
1.000	345.57
0.618	344.21
HIGH	342.02
0.618	340.66
0.500	340.24
0.382	339.83
LOW	338.47
0.618	336.27
1.000	334.92
1.618	332.72
2.618	329.17
4.250	323.37

Fisher Pivots for day following 15-Sep-2020
Pivot	1 day	3 day
R1	340.24	338.95
PP	340.22	337.73
S1	340.19	336.51

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

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