SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Feb-2020

Day Change Summary
	Previous	Current
	05-Feb-2020	06-Feb-2020	Change	Change %	Previous Week
Open	332.27	333.91	1.64	0.5%	323.03
High	333.09	334.19	1.10	0.3%	328.63
Low	330.67	332.80	2.13	0.6%	320.73
Close	332.86	333.98	1.12	0.3%	321.73
Range	2.42	1.39	-1.03	-42.6%	7.90
ATR	3.44	3.29	-0.15	-4.3%	0.00
Volume	65,951,100	50,359,600	-15,591,500	-23.6%	391,274,404

Daily Pivots for day following 06-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	337.83	337.29	334.74
R3	336.44	335.90	334.36
R2	335.05	335.05	334.23
R1	334.51	334.51	334.11	334.78
PP	333.66	333.66	333.66	333.79
S1	333.12	333.12	333.85	333.39
S2	332.27	332.27	333.73
S3	330.88	331.73	333.60
S4	329.49	330.34	333.22

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	334.19	320.73	13.46	4.0%	3.10	0.9%	98%	True	False	72,394,300
10	334.19	320.73	13.46	4.0%	3.40	1.0%	98%	True	False	72,697,880
20	334.19	320.73	13.46	4.0%	2.58	0.8%	98%	True	False	66,973,845
40	334.19	312.81	21.38	6.4%	2.27	0.7%	99%	True	False	65,222,967
60	334.19	307.13	27.06	8.1%	2.07	0.6%	99%	True	False	60,830,828
80	334.19	295.57	38.62	11.6%	1.98	0.6%	99%	True	False	57,927,443
100	334.19	284.82	49.37	14.8%	2.24	0.7%	100%	True	False	61,528,960
120	334.19	283.47	50.72	15.2%	2.35	0.7%	100%	True	False	62,322,579

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	0.47
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	340.10
2.618	337.83
1.618	336.44
1.000	335.58
0.618	335.05
HIGH	334.19
0.618	333.66
0.500	333.50
0.382	333.33
LOW	332.80
0.618	331.94
1.000	331.41
1.618	330.55
2.618	329.16
4.250	326.89

Fisher Pivots for day following 06-Feb-2020
Pivot	1 day	3 day
R1	333.82	332.97
PP	333.66	331.96
S1	333.50	330.96

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

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