SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Feb-2020

Day Change Summary
	Previous	Current
	31-Jan-2020	03-Feb-2020	Change	Change %	Previous Week
Open	327.00	323.35	-3.65	-1.1%	323.03
High	327.17	326.16	-1.01	-0.3%	328.63
Low	320.73	323.22	2.49	0.8%	320.73
Close	321.73	324.12	2.39	0.7%	321.73
Range	6.44	2.94	-3.50	-54.3%	7.90
ATR	3.11	3.20	0.09	3.0%	0.00
Volume	113,845,504	69,242,200	-44,603,304	-39.2%	391,274,404

Daily Pivots for day following 03-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	333.32	331.66	325.74
R3	330.38	328.72	324.93
R2	327.44	327.44	324.66
R1	325.78	325.78	324.39	326.61
PP	324.50	324.50	324.50	324.92
S1	322.84	322.84	323.85	323.67
S2	321.56	321.56	323.58
S3	318.62	319.90	323.31
S4	315.68	316.96	322.50

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	2.4%	4.05	1.2%	43%	False	False	75,290,840
10	332.95	320.73	12.22	3.8%	3.38	1.0%	28%	False	False	72,671,510
20	332.95	320.36	12.59	3.9%	2.67	0.8%	30%	False	False	66,379,439
40	332.95	310.58	22.37	6.9%	2.22	0.7%	61%	False	False	63,866,937
60	332.95	306.06	26.89	8.3%	2.06	0.6%	67%	False	False	60,346,566
80	332.95	288.66	44.29	13.7%	2.02	0.6%	80%	False	False	58,493,713
100	332.95	284.82	48.13	14.8%	2.24	0.7%	82%	False	False	61,778,467
120	332.95	282.39	50.56	15.6%	2.46	0.8%	83%	False	False	63,601,420

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	338.66
2.618	333.86
1.618	330.92
1.000	329.10
0.618	327.98
HIGH	326.16
0.618	325.04
0.500	324.69
0.382	324.34
LOW	323.22
0.618	321.40
1.000	320.28
1.618	318.46
2.618	315.52
4.250	310.73

Fisher Pivots for day following 03-Feb-2020
Pivot	1 day	3 day
R1	324.69	324.32
PP	324.50	324.25
S1	324.31	324.19

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

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