SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Jan-2020

Day Change Summary
	Previous	Current
	07-Jan-2020	08-Jan-2020	Change	Change %	Previous Week
Open	323.02	323.24	0.22	0.1%	322.95
High	323.54	325.78	2.24	0.7%	324.89
Low	322.24	322.67	0.43	0.1%	320.15
Close	322.73	324.45	1.72	0.5%	322.41
Range	1.30	3.11	1.81	139.2%	4.74
ATR	2.16	2.23	0.07	3.1%	0.00
Volume	42,799,700	68,434,096	25,634,396	59.9%	243,926,604

Daily Pivots for day following 08-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	333.63	332.15	326.16
R3	330.52	329.04	325.31
R2	327.41	327.41	325.02
R1	325.93	325.93	324.74	326.67
PP	324.30	324.30	324.30	324.67
S1	322.82	322.82	324.16	323.56
S2	321.19	321.19	323.88
S3	318.08	319.71	323.59
S4	314.97	316.60	322.74

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	325.78	320.36	5.42	1.7%	2.54	0.8%	75%	True	False	60,806,520
10	325.78	320.15	5.63	1.7%	2.07	0.6%	76%	True	False	50,477,120
20	325.78	312.81	12.97	4.0%	1.96	0.6%	90%	True	False	63,472,090
40	325.78	307.13	18.65	5.7%	1.82	0.6%	93%	True	False	57,759,320
60	325.78	295.57	30.21	9.3%	1.78	0.5%	96%	True	False	54,911,976
80	325.78	284.82	40.96	12.6%	2.15	0.7%	97%	True	False	60,167,739
100	325.78	283.47	42.31	13.0%	2.31	0.7%	97%	True	False	61,392,326
120	325.78	281.72	44.06	13.6%	2.59	0.8%	97%	True	False	65,941,420

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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	339.00
2.618	333.92
1.618	330.81
1.000	328.89
0.618	327.70
HIGH	325.78
0.618	324.59
0.500	324.23
0.382	323.86
LOW	322.67
0.618	320.75
1.000	319.56
1.618	317.64
2.618	314.53
4.250	309.45

Fisher Pivots for day following 08-Jan-2020
Pivot	1 day	3 day
R1	324.38	323.99
PP	324.30	323.53
S1	324.23	323.07

Download as Excel Spreadsheet

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

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