SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jan-2020

Day Change Summary
	Previous	Current
	10-Jan-2020	13-Jan-2020	Change	Change %	Previous Week
Open	327.29	326.39	-0.90	-0.3%	320.49
High	327.46	327.96	0.50	0.2%	327.46
Low	325.20	325.92	0.72	0.2%	320.36
Close	325.71	327.95	2.24	0.7%	325.71
Range	2.26	2.04	-0.22	-9.7%	7.10
ATR	2.23	2.24	0.00	0.1%	0.00
Volume	53,057,300	47,262,000	-5,795,300	-10.9%	268,622,596

Daily Pivots for day following 13-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	333.40	332.71	329.07
R3	331.36	330.67	328.51
R2	329.32	329.32	328.32
R1	328.63	328.63	328.14	328.98
PP	327.28	327.28	327.28	327.45
S1	326.59	326.59	327.76	326.94
S2	325.24	325.24	327.58
S3	323.20	324.55	327.39
S4	321.16	322.51	326.83

Weekly Pivots for week ending 10-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	345.81	342.86	329.62
R3	338.71	335.76	327.66
R2	331.61	331.61	327.01
R1	328.66	328.66	326.36	330.14
PP	324.51	324.51	324.51	325.25
S1	321.56	321.56	325.06	323.04
S2	317.41	317.41	324.41
S3	310.31	314.46	323.76
S4	303.21	307.36	321.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	327.96	322.24	5.72	1.7%	1.98	0.6%	100%	True	False	52,024,539
10	327.96	320.15	7.81	2.4%	2.27	0.7%	100%	True	False	55,981,120
20	327.96	316.02	11.94	3.6%	1.89	0.6%	100%	True	False	60,755,820
40	327.96	307.13	20.83	6.4%	1.83	0.6%	100%	True	False	58,062,432
60	327.96	296.99	30.97	9.4%	1.79	0.5%	100%	True	False	55,077,751
80	327.96	284.82	43.14	13.2%	2.14	0.7%	100%	True	False	59,837,756
100	327.96	283.47	44.49	13.6%	2.28	0.7%	100%	True	False	60,970,035
120	327.96	281.72	46.24	14.1%	2.58	0.8%	100%	True	False	65,853,606

Crabel Price Patterns
NR	True
NR4	False
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	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	336.63
2.618	333.30
1.618	331.26
1.000	330.00
0.618	329.22
HIGH	327.96
0.618	327.18
0.500	326.94
0.382	326.70
LOW	325.92
0.618	324.66
1.000	323.88
1.618	322.62
2.618	320.58
4.250	317.25

Fisher Pivots for day following 13-Jan-2020
Pivot	1 day	3 day
R1	327.61	327.49
PP	327.28	327.04
S1	326.94	326.58

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

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