SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Feb-2020

Day Change Summary
	Previous	Current
	24-Feb-2020	25-Feb-2020	Change	Change %	Previous Week
Open	323.14	324.02	0.88	0.3%	336.51
High	333.56	324.61	-8.95	-2.7%	339.08
Low	321.24	311.69	-9.55	-3.0%	332.58
Close	322.42	312.65	-9.77	-3.0%	333.48
Range	12.32	12.92	0.60	4.9%	6.50
ATR	3.80	4.45	0.65	17.2%	0.00
Volume	161,088,400	218,913,104	57,824,704	35.9%	294,108,596

Daily Pivots for day following 25-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	355.08	346.78	319.76
R3	342.16	333.86	316.20
R2	329.24	329.24	315.02
R1	320.94	320.94	313.83	318.63
PP	316.32	316.32	316.32	315.16
S1	308.02	308.02	311.47	305.71
S2	303.40	303.40	310.28
S3	290.48	295.10	309.10
S4	277.56	282.18	305.54

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	311.69	27.39	8.8%	7.01	2.2%	4%	False	True	123,353,520
10	339.08	311.69	27.39	8.8%	4.51	1.4%	4%	False	True	89,205,130
20	339.08	311.69	27.39	8.8%	3.87	1.2%	4%	False	True	77,679,935
40	339.08	311.69	27.39	8.8%	3.04	1.0%	4%	False	True	69,780,367
60	339.08	307.13	31.95	10.2%	2.60	0.8%	17%	False	False	66,894,681
80	339.08	301.73	37.35	11.9%	2.37	0.8%	29%	False	False	63,641,471
100	339.08	284.82	54.26	17.4%	2.39	0.8%	51%	False	False	62,960,048
120	339.08	284.82	54.26	17.4%	2.44	0.8%	51%	False	False	63,701,194

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	0.70
Widest range in 1133 trading days

Fibonacci Retracements and Extensions
4.250	379.52
2.618	358.43
1.618	345.51
1.000	337.53
0.618	332.59
HIGH	324.61
0.618	319.67
0.500	318.15
0.382	316.63
LOW	311.69
0.618	303.71
1.000	298.77
1.618	290.79
2.618	277.87
4.250	256.78

Fisher Pivots for day following 25-Feb-2020
Pivot	1 day	3 day
R1	318.15	323.75
PP	316.32	320.05
S1	314.48	316.35

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

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