SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Sep-2019

Day Change Summary
	Previous	Current
	10-Sep-2019	11-Sep-2019	Change	Change %	Previous Week
Open	297.36	298.47	1.11	0.4%	290.57
High	298.20	300.34	2.14	0.7%	298.83
Low	295.97	297.75	1.78	0.6%	289.27
Close	298.13	300.25	2.12	0.7%	298.05
Range	2.23	2.59	0.36	16.1%	9.56
ATR	3.68	3.60	-0.08	-2.1%	0.00
Volume	57,947,100	68,821,000	10,873,900	18.8%	249,176,604

Daily Pivots for day following 11-Sep-2019
	Classic	Woodie	Camarilla	DeMark
R4	307.22	306.32	301.67
R3	304.63	303.73	300.96
R2	302.04	302.04	300.72
R1	301.14	301.14	300.49	301.59
PP	299.45	299.45	299.45	299.67
S1	298.55	298.55	300.01	299.00
S2	296.86	296.86	299.78
S3	294.27	295.96	299.54
S4	291.68	293.37	298.83

Weekly Pivots for week ending 06-Sep-2019
	Classic	Woodie	Camarilla	DeMark
R4	324.06	320.62	303.31
R3	314.50	311.06	300.68
R2	304.94	304.94	299.80
R1	301.50	301.50	298.93	303.22
PP	295.38	295.38	295.38	296.25
S1	291.94	291.94	297.17	293.66
S2	285.82	285.82	296.30
S3	276.26	282.38	295.42
S4	266.70	272.82	292.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	300.34	294.00	6.34	2.1%	2.61	0.9%	99%	True	False	62,193,840
10	300.34	285.25	15.09	5.0%	2.63	0.9%	99%	True	False	60,801,780
20	300.34	282.39	17.95	6.0%	3.36	1.1%	99%	True	False	71,417,589
40	302.23	281.72	20.51	6.8%	3.49	1.2%	90%	False	False	76,508,544
60	302.23	281.72	20.51	6.8%	2.97	1.0%	90%	False	False	70,828,015
80	302.23	273.09	29.14	9.7%	2.82	0.9%	93%	False	False	69,721,380
100	302.23	273.09	29.14	9.7%	2.89	1.0%	93%	False	False	71,755,013
120	302.23	273.09	29.14	9.7%	2.73	0.9%	93%	False	False	70,682,661

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.81
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	311.35
2.618	307.12
1.618	304.53
1.000	302.93
0.618	301.94
HIGH	300.34
0.618	299.35
0.500	299.05
0.382	298.74
LOW	297.75
0.618	296.15
1.000	295.16
1.618	293.56
2.618	290.97
4.250	286.74

Fisher Pivots for day following 11-Sep-2019
Pivot	1 day	3 day
R1	299.85	299.55
PP	299.45	298.85
S1	299.05	298.16

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

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