SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Sep-2019

Day Change Summary
	Previous	Current
	20-Sep-2019	23-Sep-2019	Change	Change %	Previous Week
Open	300.36	297.55	-2.81	-0.9%	299.84
High	300.67	299.00	-1.67	-0.6%	302.63
Low	297.41	297.27	-0.14	0.0%	297.41
Close	298.28	298.21	-0.07	0.0%	298.28
Range	3.26	1.73	-1.53	-46.9%	5.22
ATR	3.05	2.96	-0.09	-3.1%	0.00
Volume	97,455,904	47,541,300	-49,914,604	-51.2%	350,842,604

Daily Pivots for day following 23-Sep-2019
	Classic	Woodie	Camarilla	DeMark
R4	303.35	302.51	299.16
R3	301.62	300.78	298.69
R2	299.89	299.89	298.53
R1	299.05	299.05	298.37	299.47
PP	298.16	298.16	298.16	298.37
S1	297.32	297.32	298.05	297.74
S2	296.43	296.43	297.89
S3	294.70	295.59	297.73
S4	292.97	293.86	297.26

Weekly Pivots for week ending 20-Sep-2019
	Classic	Woodie	Camarilla	DeMark
R4	315.10	311.91	301.15
R3	309.88	306.69	299.72
R2	304.66	304.66	299.24
R1	301.47	301.47	298.76	300.46
PP	299.44	299.44	299.44	298.93
S1	296.25	296.25	297.80	295.24
S2	294.22	294.22	297.32
S3	289.00	291.03	296.84
S4	283.78	285.81	295.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	302.63	297.27	5.36	1.8%	2.23	0.7%	18%	False	True	68,038,560
10	302.63	295.97	6.66	2.2%	2.12	0.7%	34%	False	False	66,016,550
20	302.63	285.25	17.38	5.8%	2.45	0.8%	75%	False	False	64,114,935
40	302.63	281.72	20.91	7.0%	3.48	1.2%	79%	False	False	79,770,437
60	302.63	281.72	20.91	7.0%	2.96	1.0%	79%	False	False	69,958,973
80	302.63	273.09	29.54	9.9%	2.79	0.9%	85%	False	False	69,568,562
100	302.63	273.09	29.54	9.9%	2.89	1.0%	85%	False	False	72,474,307
120	302.63	273.09	29.54	9.9%	2.70	0.9%	85%	False	False	70,088,486

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.55
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	306.35
2.618	303.53
1.618	301.80
1.000	300.73
0.618	300.07
HIGH	299.00
0.618	298.34
0.500	298.14
0.382	297.93
LOW	297.27
0.618	296.20
1.000	295.54
1.618	294.47
2.618	292.74
4.250	289.92

Fisher Pivots for day following 23-Sep-2019
Pivot	1 day	3 day
R1	298.19	299.95
PP	298.16	299.37
S1	298.14	298.79

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

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