SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Feb-2020

Day Change Summary
	Previous	Current
	20-Feb-2020	21-Feb-2020	Change	Change %	Previous Week
Open	337.74	335.47	-2.27	-0.7%	336.51
High	338.64	335.81	-2.83	-0.8%	339.08
Low	333.68	332.58	-1.10	-0.3%	332.58
Close	336.95	333.48	-3.47	-1.0%	333.48
Range	4.96	3.23	-1.73	-34.9%	6.50
ATR	3.05	3.14	0.09	3.1%	0.00
Volume	74,163,296	113,788,200	39,624,904	53.4%	294,108,596

Daily Pivots for day following 21-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	343.65	341.79	335.26
R3	340.42	338.56	334.37
R2	337.19	337.19	334.07
R1	335.33	335.33	333.78	334.65
PP	333.96	333.96	333.96	333.61
S1	332.10	332.10	333.18	331.42
S2	330.73	330.73	332.89
S3	327.50	328.87	332.59
S4	324.27	325.64	331.70

Weekly Pivots for week ending 21-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	354.55	350.51	337.06
R3	348.05	344.01	335.27
R2	341.55	341.55	334.67
R1	337.51	337.51	334.08	336.28
PP	335.05	335.05	335.05	334.43
S1	331.01	331.01	332.88	329.78
S2	328.55	328.55	332.29
S3	322.05	324.51	331.69
S4	315.55	318.01	329.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	339.08	332.58	6.50	1.9%	2.76	0.8%	14%	False	True	71,738,159
10	339.08	331.19	7.89	2.4%	2.58	0.8%	29%	False	False	61,825,919
20	339.08	320.73	18.35	5.5%	2.99	0.9%	69%	False	False	67,261,900
40	339.08	320.15	18.93	5.7%	2.46	0.7%	70%	False	False	61,562,682
60	339.08	307.13	31.95	9.6%	2.23	0.7%	82%	False	False	62,002,831
80	339.08	301.73	37.35	11.2%	2.08	0.6%	85%	False	False	59,971,850
100	339.08	284.82	54.26	16.3%	2.21	0.7%	90%	False	False	60,584,664
120	339.08	284.82	54.26	16.3%	2.27	0.7%	90%	False	False	61,636,127

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	0.57
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	349.54
2.618	344.27
1.618	341.04
1.000	339.04
0.618	337.81
HIGH	335.81
0.618	334.58
0.500	334.20
0.382	333.81
LOW	332.58
0.618	330.58
1.000	329.35
1.618	327.35
2.618	324.12
4.250	318.85

Fisher Pivots for day following 21-Feb-2020
Pivot	1 day	3 day
R1	334.20	335.83
PP	333.96	335.05
S1	333.72	334.26

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

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