SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Feb-2020

Day Change Summary
	Previous	Current
	06-Feb-2020	07-Feb-2020	Change	Change %	Previous Week
Open	333.91	332.82	-1.09	-0.3%	323.35
High	334.19	333.99	-0.20	-0.1%	334.19
Low	332.80	331.60	-1.20	-0.4%	323.22
Close	333.98	332.20	-1.78	-0.5%	332.20
Range	1.39	2.39	1.00	72.2%	10.97
ATR	3.29	3.23	-0.06	-2.0%	0.00
Volume	50,359,600	64,139,400	13,779,800	27.4%	312,265,400

Daily Pivots for day following 07-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	339.78	338.38	333.52
R3	337.39	335.99	332.86
R2	334.99	334.99	332.64
R1	333.60	333.60	332.42	333.10
PP	332.60	332.60	332.60	332.35
S1	331.20	331.20	331.98	330.70
S2	330.20	330.20	331.76
S3	327.81	328.81	331.54
S4	325.42	326.41	330.88

Weekly Pivots for week ending 07-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	362.78	358.46	338.23
R3	351.81	347.49	335.22
R2	340.84	340.84	334.21
R1	336.52	336.52	333.21	338.68
PP	329.87	329.87	329.87	330.95
S1	325.55	325.55	331.19	327.71
S2	318.90	318.90	330.19
S3	307.93	314.58	329.18
S4	296.96	303.61	326.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	334.19	323.22	10.97	3.3%	2.29	0.7%	82%	False	False	62,453,080
10	334.19	320.73	13.46	4.1%	3.12	0.9%	85%	False	False	70,353,980
20	334.19	320.73	13.46	4.1%	2.64	0.8%	85%	False	False	67,752,335
40	334.19	313.44	20.75	6.2%	2.29	0.7%	90%	False	False	65,498,775
60	334.19	307.13	27.06	8.1%	2.09	0.6%	93%	False	False	61,300,903
80	334.19	296.97	37.22	11.2%	2.00	0.6%	95%	False	False	58,222,353
100	334.19	284.82	49.37	14.9%	2.24	0.7%	96%	False	False	61,588,443
120	334.19	283.47	50.72	15.3%	2.34	0.7%	96%	False	False	62,141,864

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	344.17
2.618	340.26
1.618	337.87
1.000	336.39
0.618	335.47
HIGH	333.99
0.618	333.08
0.500	332.80
0.382	332.51
LOW	331.60
0.618	330.12
1.000	329.21
1.618	327.73
2.618	325.33
4.250	321.43

Fisher Pivots for day following 07-Feb-2020
Pivot	1 day	3 day
R1	332.80	332.43
PP	332.60	332.35
S1	332.40	332.28

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

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