SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	08-Jan-2020	09-Jan-2020	Change	Change %	Previous Week
Open	323.24	326.16	2.92	0.9%	322.95
High	325.78	326.73	0.95	0.3%	324.89
Low	322.67	325.52	2.85	0.9%	320.15
Close	324.45	326.65	2.20	0.7%	322.41
Range	3.11	1.21	-1.90	-61.1%	4.74
ATR	2.23	2.23	0.00	0.2%	0.00
Volume	68,434,096	48,569,600	-19,864,496	-29.0%	243,926,604

Daily Pivots for day following 09-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	329.93	329.50	327.32
R3	328.72	328.29	326.98
R2	327.51	327.51	326.87
R1	327.08	327.08	326.76	327.30
PP	326.30	326.30	326.30	326.41
S1	325.87	325.87	326.54	326.09
S2	325.09	325.09	326.43
S3	323.88	324.66	326.32
S4	322.67	323.45	325.98

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	326.73	320.36	6.37	2.0%	2.31	0.7%	99%	True	False	58,669,680
10	326.73	320.15	6.58	2.0%	2.13	0.7%	99%	True	False	53,307,080
20	326.73	313.44	13.29	4.1%	1.93	0.6%	99%	True	False	63,245,215
40	326.73	307.13	19.60	6.0%	1.81	0.6%	100%	True	False	58,075,187
60	326.73	296.97	29.76	9.1%	1.78	0.5%	100%	True	False	55,045,693
80	326.73	284.82	41.91	12.8%	2.14	0.7%	100%	True	False	60,047,470
100	326.73	283.47	43.26	13.2%	2.27	0.7%	100%	True	False	61,019,770
120	326.73	281.72	45.01	13.8%	2.57	0.8%	100%	True	False	65,753,823

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.35
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	331.87
2.618	329.90
1.618	328.69
1.000	327.94
0.618	327.48
HIGH	326.73
0.618	326.27
0.500	326.13
0.382	325.98
LOW	325.52
0.618	324.77
1.000	324.31
1.618	323.56
2.618	322.35
4.250	320.38

Fisher Pivots for day following 09-Jan-2020
Pivot	1 day	3 day
R1	326.48	325.93
PP	326.30	325.21
S1	326.13	324.49

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

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