SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Feb-2020

Day Change Summary
	Previous	Current
	18-Feb-2020	19-Feb-2020	Change	Change %	Previous Week
Open	336.51	337.79	1.28	0.4%	331.23
High	337.67	339.08	1.41	0.4%	338.12
Low	335.21	337.48	2.27	0.7%	331.19
Close	336.73	338.34	1.61	0.5%	337.60
Range	2.46	1.60	-0.86	-34.9%	6.93
ATR	2.94	2.90	-0.04	-1.4%	0.00
Volume	57,342,500	48,814,600	-8,527,900	-14.9%	260,011,200

Daily Pivots for day following 19-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	343.10	342.32	339.22
R3	341.50	340.72	338.78
R2	339.90	339.90	338.63
R1	339.12	339.12	338.49	339.51
PP	338.30	338.30	338.30	338.50
S1	337.52	337.52	338.19	337.91
S2	336.70	336.70	338.05
S3	335.10	335.92	337.90
S4	333.50	334.32	337.46

Weekly Pivots for week ending 14-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	356.43	353.94	341.41
R3	349.50	347.01	339.51
R2	342.57	342.57	338.87
R1	340.08	340.08	338.24	341.33
PP	335.64	335.64	335.64	336.26
S1	333.15	333.15	336.96	334.40
S2	328.71	328.71	336.33
S3	321.78	326.22	335.69
S4	314.85	319.29	333.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	339.08	335.21	3.87	1.1%	1.87	0.6%	81%	True	False	53,846,760
10	339.08	330.67	8.41	2.5%	2.15	0.6%	91%	True	False	54,661,840
20	339.08	320.73	18.35	5.4%	2.81	0.8%	96%	True	False	62,908,210
40	339.08	319.39	19.69	5.8%	2.33	0.7%	96%	True	False	61,922,740
60	339.08	307.13	31.95	9.4%	2.14	0.6%	98%	True	False	60,528,886
80	339.08	299.46	39.62	11.7%	2.03	0.6%	98%	True	False	58,635,741
100	339.08	284.82	54.26	16.0%	2.20	0.6%	99%	True	False	60,140,183
120	339.08	284.82	54.26	16.0%	2.26	0.7%	99%	True	False	61,051,958

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	0.56
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	345.88
2.618	343.27
1.618	341.67
1.000	340.68
0.618	340.07
HIGH	339.08
0.618	338.47
0.500	338.28
0.382	338.09
LOW	337.48
0.618	336.49
1.000	335.88
1.618	334.89
2.618	333.29
4.250	330.68

Fisher Pivots for day following 19-Feb-2020
Pivot	1 day	3 day
R1	338.32	337.94
PP	338.30	337.54
S1	338.28	337.15

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

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