SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Feb-2020

Day Change Summary
	Previous	Current
	11-Feb-2020	12-Feb-2020	Change	Change %	Previous Week
Open	336.16	336.83	0.67	0.2%	323.35
High	337.02	337.65	0.63	0.2%	334.19
Low	334.68	336.43	1.75	0.5%	323.22
Close	335.26	337.42	2.16	0.6%	332.20
Range	2.34	1.22	-1.12	-47.8%	10.97
ATR	3.19	3.13	-0.06	-1.8%	0.00
Volume	54,864,500	43,992,600	-10,871,900	-19.8%	312,265,400

Daily Pivots for day following 12-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	340.83	340.34	338.09
R3	339.61	339.12	337.76
R2	338.39	338.39	337.64
R1	337.90	337.90	337.53	338.15
PP	337.17	337.17	337.17	337.29
S1	336.68	336.68	337.31	336.93
S2	335.95	335.95	337.20
S3	334.73	335.46	337.08
S4	333.51	334.24	336.75

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	337.65	331.19	6.46	1.9%	2.18	0.6%	96%	True	False	51,085,220
10	337.65	320.73	16.92	5.0%	2.94	0.9%	99%	True	False	64,252,980
20	337.65	320.73	16.92	5.0%	2.70	0.8%	99%	True	False	66,630,910
40	337.65	317.25	20.40	6.0%	2.27	0.7%	99%	True	False	63,230,612
60	337.65	307.13	30.52	9.0%	2.12	0.6%	99%	True	False	61,102,500
80	337.65	296.99	40.66	12.1%	2.02	0.6%	99%	True	False	58,169,185
100	337.65	284.82	52.83	15.7%	2.25	0.7%	100%	True	False	61,045,758
120	337.65	283.47	54.18	16.1%	2.35	0.7%	100%	True	False	62,024,455

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	0.50
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	342.84
2.618	340.84
1.618	339.62
1.000	338.87
0.618	338.40
HIGH	337.65
0.618	337.18
0.500	337.04
0.382	336.90
LOW	336.43
0.618	335.68
1.000	335.21
1.618	334.46
2.618	333.24
4.250	331.25

Fisher Pivots for day following 12-Feb-2020
Pivot	1 day	3 day
R1	337.29	336.42
PP	337.17	335.42
S1	337.04	334.42

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

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