SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jan-2020

Day Change Summary
	Previous	Current
	02-Jan-2020	03-Jan-2020	Change	Change %	Previous Week
Open	323.54	321.16	-2.38	-0.7%	322.95
High	324.89	323.64	-1.25	-0.4%	324.89
Low	322.53	321.10	-1.43	-0.4%	320.15
Close	324.87	322.41	-2.46	-0.8%	322.41
Range	2.36	2.54	0.18	7.6%	4.74
ATR	2.00	2.13	0.13	6.3%	0.00
Volume	59,253,800	77,783,104	18,529,304	31.3%	243,926,604

Daily Pivots for day following 03-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	330.00	328.75	323.81
R3	327.46	326.21	323.11
R2	324.92	324.92	322.88
R1	323.67	323.67	322.64	324.30
PP	322.38	322.38	322.38	322.70
S1	321.13	321.13	322.18	321.76
S2	319.84	319.84	321.94
S3	317.30	318.59	321.71
S4	314.76	316.05	321.01

Weekly Pivots for week ending 03-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	336.70	334.30	325.02
R3	331.96	329.56	323.71
R2	327.22	327.22	323.28
R1	324.82	324.82	322.84	323.65
PP	322.48	322.48	322.48	321.90
S1	320.08	320.08	321.98	318.91
S2	317.74	317.74	321.54
S3	313.00	315.34	321.11
S4	308.26	310.60	319.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	324.89	320.15	4.74	1.5%	2.19	0.7%	48%	False	False	57,296,280
10	324.89	319.39	5.50	1.7%	1.75	0.5%	55%	False	False	62,551,771
20	324.89	310.58	14.31	4.4%	1.78	0.6%	83%	False	False	61,354,435
40	324.89	306.06	18.83	5.8%	1.75	0.5%	87%	False	False	57,330,130
60	324.89	288.66	36.23	11.2%	1.81	0.6%	93%	False	False	55,865,138
80	324.89	284.82	40.07	12.4%	2.13	0.7%	94%	False	False	60,628,224
100	324.89	282.39	42.50	13.2%	2.42	0.7%	94%	False	False	63,045,816
120	324.89	281.72	43.17	13.4%	2.57	0.8%	94%	False	False	65,686,221

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	0.31
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	334.44
2.618	330.29
1.618	327.75
1.000	326.18
0.618	325.21
HIGH	323.64
0.618	322.67
0.500	322.37
0.382	322.07
LOW	321.10
0.618	319.53
1.000	318.56
1.618	316.99
2.618	314.45
4.250	310.31

Fisher Pivots for day following 03-Jan-2020
Pivot	1 day	3 day
R1	322.40	322.52
PP	322.38	322.48
S1	322.37	322.45

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

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