SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Jan-2020

Day Change Summary
	Previous	Current
	30-Jan-2020	31-Jan-2020	Change	Change %	Previous Week
Open	324.36	327.00	2.64	0.8%	323.03
High	327.91	327.17	-0.74	-0.2%	328.63
Low	323.54	320.73	-2.81	-0.9%	320.73
Close	327.68	321.73	-5.95	-1.8%	321.73
Range	4.37	6.44	2.07	47.4%	7.90
ATR	2.81	3.11	0.30	10.5%	0.00
Volume	75,491,800	113,845,504	38,353,704	50.8%	391,274,404

Daily Pivots for day following 31-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	342.53	338.57	325.27
R3	336.09	332.13	323.50
R2	329.65	329.65	322.91
R1	325.69	325.69	322.32	324.45
PP	323.21	323.21	323.21	322.59
S1	319.25	319.25	321.14	318.01
S2	316.77	316.77	320.55
S3	310.33	312.81	319.96
S4	303.89	306.37	318.19

Weekly Pivots for week ending 31-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	347.40	342.46	326.08
R3	339.50	334.56	323.90
R2	331.60	331.60	323.18
R1	326.66	326.66	322.45	325.18
PP	323.70	323.70	323.70	322.96
S1	318.76	318.76	321.01	317.28
S2	315.80	315.80	320.28
S3	307.90	310.86	319.56
S4	300.00	302.96	317.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	328.63	320.73	7.90	2.5%	3.95	1.2%	13%	False	True	78,254,880
10	332.95	320.73	12.22	3.8%	3.21	1.0%	8%	False	True	75,331,890
20	332.95	320.36	12.59	3.9%	2.65	0.8%	11%	False	False	66,806,485
40	332.95	310.32	22.63	7.0%	2.20	0.7%	50%	False	False	63,365,642
60	332.95	306.06	26.89	8.4%	2.03	0.6%	58%	False	False	59,908,083
80	332.95	288.49	44.46	13.8%	2.03	0.6%	75%	False	False	58,897,878
100	332.95	284.82	48.13	15.0%	2.23	0.7%	77%	False	False	61,665,516
120	332.95	282.39	50.56	15.7%	2.47	0.8%	78%	False	False	63,567,615

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Widest range in 110 trading days

Fibonacci Retracements and Extensions
4.250	354.54
2.618	344.03
1.618	337.59
1.000	333.61
0.618	331.15
HIGH	327.17
0.618	324.71
0.500	323.95
0.382	323.19
LOW	320.73
0.618	316.75
1.000	314.29
1.618	310.31
2.618	303.87
4.250	293.36

Fisher Pivots for day following 31-Jan-2020
Pivot	1 day	3 day
R1	323.95	324.68
PP	323.21	323.70
S1	322.47	322.71

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

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