SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Feb-2020

Day Change Summary
	Previous	Current
	10-Feb-2020	11-Feb-2020	Change	Change %	Previous Week
Open	331.23	336.16	4.93	1.5%	323.35
High	334.75	337.02	2.27	0.7%	334.19
Low	331.19	334.68	3.49	1.1%	323.22
Close	334.68	335.26	0.58	0.2%	332.20
Range	3.56	2.34	-1.22	-34.4%	10.97
ATR	3.25	3.19	-0.07	-2.0%	0.00
Volume	42,070,000	54,864,500	12,794,500	30.4%	312,265,400

Daily Pivots for day following 11-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	342.66	341.30	336.54
R3	340.33	338.96	335.90
R2	337.99	337.99	335.69
R1	336.63	336.63	335.47	336.14
PP	335.65	335.65	335.65	335.41
S1	334.29	334.29	335.05	333.80
S2	333.32	333.32	334.83
S3	330.98	331.95	334.62
S4	328.65	329.62	333.98

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	337.02	330.67	6.35	1.9%	2.42	0.7%	72%	True	False	55,476,920
10	337.02	320.73	16.29	4.9%	3.04	0.9%	89%	True	False	65,257,800
20	337.02	320.73	16.29	4.9%	2.72	0.8%	89%	True	False	67,583,095
40	337.02	316.02	21.00	6.3%	2.31	0.7%	92%	True	False	64,169,457
60	337.02	307.13	29.89	8.9%	2.13	0.6%	94%	True	False	61,235,986
80	337.02	296.99	40.03	11.9%	2.02	0.6%	96%	True	False	58,204,087
100	337.02	284.82	52.20	15.6%	2.26	0.7%	97%	True	False	61,386,824
120	337.02	283.47	53.55	16.0%	2.35	0.7%	97%	True	False	62,072,211

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.49
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	346.95
2.618	343.14
1.618	340.80
1.000	339.36
0.618	338.46
HIGH	337.02
0.618	336.13
0.500	335.85
0.382	335.58
LOW	334.68
0.618	333.24
1.000	332.35
1.618	330.90
2.618	328.57
4.250	324.76

Fisher Pivots for day following 11-Feb-2020
Pivot	1 day	3 day
R1	335.85	334.88
PP	335.65	334.49
S1	335.46	334.11

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

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