SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Oct-2020

Day Change Summary
	Previous	Current
	08-Oct-2020	09-Oct-2020	Change	Change %	Previous Week
Open	342.85	345.56	2.71	0.8%	336.06
High	343.85	347.35	3.50	1.0%	347.35
Low	341.86	344.89	3.03	0.9%	334.38
Close	343.78	346.85	3.07	0.9%	346.85
Range	1.99	2.46	0.47	23.6%	12.97
ATR	5.92	5.75	-0.17	-2.8%	0.00
Volume	45,242,400	59,528,600	14,286,200	31.6%	297,612,400

Daily Pivots for day following 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	353.74	352.76	348.20
R3	351.28	350.30	347.53
R2	348.82	348.82	347.30
R1	347.84	347.84	347.08	348.33
PP	346.36	346.36	346.36	346.61
S1	345.38	345.38	346.62	345.87
S2	343.90	343.90	346.40
S3	341.44	342.92	346.17
S4	338.98	340.46	345.50

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	381.77	377.28	353.98
R3	368.80	364.31	350.42
R2	355.83	355.83	349.23
R1	351.34	351.34	348.04	353.59
PP	342.86	342.86	342.86	343.98
S1	338.37	338.37	345.66	340.62
S2	329.89	329.89	344.47
S3	316.92	325.40	343.28
S4	303.95	312.43	339.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	347.35	334.38	12.97	3.7%	3.95	1.1%	96%	True	False	59,522,480
10	347.35	331.19	16.16	4.7%	4.07	1.2%	97%	True	False	69,593,941
20	347.35	319.80	27.55	7.9%	5.08	1.5%	98%	True	False	74,900,200
40	358.75	319.80	38.95	11.2%	5.01	1.4%	69%	False	False	72,207,390
60	358.75	319.25	39.50	11.4%	4.47	1.3%	70%	False	False	67,031,076
80	358.75	298.93	59.82	17.2%	4.63	1.3%	80%	False	False	71,814,427
100	358.75	293.22	65.53	18.9%	4.78	1.4%	82%	False	False	78,338,560
120	358.75	272.99	85.76	24.7%	4.89	1.4%	86%	False	False	81,849,479

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.76
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	357.81
2.618	353.79
1.618	351.33
1.000	349.81
0.618	348.87
HIGH	347.35
0.618	346.41
0.500	346.12
0.382	345.83
LOW	344.89
0.618	343.37
1.000	342.43
1.618	340.91
2.618	338.45
4.250	334.44

Fisher Pivots for day following 09-Oct-2020
Pivot	1 day	3 day
R1	346.61	345.47
PP	346.36	344.10
S1	346.12	342.72

Download as Excel Spreadsheet

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

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