SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Feb-2020

Day Change Summary
	Previous	Current
	21-Feb-2020	24-Feb-2020	Change	Change %	Previous Week
Open	335.47	323.14	-12.33	-3.7%	336.51
High	335.81	333.56	-2.25	-0.7%	339.08
Low	332.58	321.24	-11.34	-3.4%	332.58
Close	333.48	322.42	-11.06	-3.3%	333.48
Range	3.23	12.32	9.09	281.5%	6.50
ATR	3.14	3.80	0.66	20.9%	0.00
Volume	113,788,200	161,088,400	47,300,200	41.6%	294,108,596

Daily Pivots for day following 24-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	362.71	354.89	329.20
R3	350.39	342.56	325.81
R2	338.06	338.06	324.68
R1	330.24	330.24	323.55	327.99
PP	325.74	325.74	325.74	324.62
S1	317.92	317.92	321.29	315.67
S2	313.42	313.42	320.16
S3	301.10	305.60	319.03
S4	288.77	293.27	315.64

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	321.24	17.84	5.5%	4.91	1.5%	7%	False	True	91,039,399
10	339.08	321.24	17.84	5.5%	3.58	1.1%	7%	False	True	71,520,819
20	339.08	320.73	18.35	5.7%	3.35	1.0%	9%	False	False	70,937,400
40	339.08	320.15	18.93	5.9%	2.75	0.9%	12%	False	False	65,083,142
60	339.08	307.13	31.95	9.9%	2.41	0.7%	48%	False	False	63,874,928
80	339.08	301.73	37.35	11.6%	2.22	0.7%	55%	False	False	61,458,618
100	339.08	284.82	54.26	16.8%	2.32	0.7%	69%	False	False	61,669,921
120	339.08	284.82	54.26	16.8%	2.35	0.7%	69%	False	False	62,453,850

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Widest range in 291 trading days

Fibonacci Retracements and Extensions
4.250	385.93
2.618	365.82
1.618	353.50
1.000	345.88
0.618	341.18
HIGH	333.56
0.618	328.86
0.500	327.40
0.382	325.95
LOW	321.24
0.618	313.62
1.000	308.92
1.618	301.30
2.618	288.98
4.250	268.87

Fisher Pivots for day following 24-Feb-2020
Pivot	1 day	3 day
R1	327.40	329.94
PP	325.74	327.43
S1	324.08	324.93

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

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