SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jan-2020

Day Change Summary
	Previous	Current
	16-Jan-2020	17-Jan-2020	Change	Change %	Previous Week
Open	329.70	331.70	2.00	0.6%	326.39
High	330.92	332.18	1.26	0.4%	332.18
Low	329.45	330.85	1.40	0.4%	325.92
Close	330.92	331.95	1.03	0.3%	331.95
Range	1.47	1.33	-0.14	-9.8%	6.26
ATR	2.21	2.15	-0.06	-2.9%	0.00
Volume	54,050,300	95,846,000	41,795,700	77.3%	332,251,096

Daily Pivots for day following 17-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	335.64	335.12	332.68
R3	334.31	333.79	332.31
R2	332.99	332.99	332.19
R1	332.47	332.47	332.07	332.73
PP	331.66	331.66	331.66	331.79
S1	331.14	331.14	331.83	331.40
S2	330.34	330.34	331.71
S3	329.01	329.82	331.59
S4	327.68	328.49	331.22

Weekly Pivots for week ending 17-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	348.80	346.63	335.39
R3	342.54	340.37	333.67
R2	336.28	336.28	333.10
R1	334.11	334.11	332.52	335.20
PP	330.02	330.02	330.02	330.56
S1	327.85	327.85	331.38	328.94
S2	323.76	323.76	330.80
S3	317.50	321.59	330.23
S4	311.24	315.33	328.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	332.18	325.92	6.26	1.9%	1.67	0.5%	96%	True	False	66,450,219
10	332.18	320.36	11.82	3.6%	1.96	0.6%	98%	True	False	60,087,369
20	332.18	319.39	12.79	3.9%	1.86	0.6%	98%	True	False	61,319,570
40	332.18	307.13	25.05	7.5%	1.84	0.6%	99%	True	False	59,388,070
60	332.18	298.50	33.69	10.1%	1.77	0.5%	99%	True	False	56,499,075
80	332.18	284.82	47.36	14.3%	2.07	0.6%	100%	True	False	59,394,321
100	332.18	284.82	47.36	14.3%	2.18	0.7%	100%	True	False	60,585,914
120	332.18	281.72	50.46	15.2%	2.57	0.8%	100%	True	False	66,680,035

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.39
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	337.82
2.618	335.65
1.618	334.33
1.000	333.51
0.618	333.00
HIGH	332.18
0.618	331.67
0.500	331.52
0.382	331.36
LOW	330.85
0.618	330.03
1.000	329.53
1.618	328.71
2.618	327.38
4.250	325.22

Fisher Pivots for day following 17-Jan-2020
Pivot	1 day	3 day
R1	331.81	331.21
PP	331.66	330.46
S1	331.52	329.72

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

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