SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Feb-2020

Day Change Summary
	Previous	Current
	25-Feb-2020	26-Feb-2020	Change	Change %	Previous Week
Open	324.02	314.18	-9.84	-3.0%	336.51
High	324.61	318.11	-6.50	-2.0%	339.08
Low	311.69	310.70	-0.99	-0.3%	332.58
Close	312.65	311.50	-1.15	-0.4%	333.48
Range	12.92	7.41	-5.51	-42.6%	6.50
ATR	4.45	4.66	0.21	4.8%	0.00
Volume	218,913,104	194,762,208	-24,150,896	-11.0%	294,108,596

Daily Pivots for day following 26-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	335.67	330.99	315.58
R3	328.26	323.58	313.54
R2	320.85	320.85	312.86
R1	316.17	316.17	312.18	314.81
PP	313.44	313.44	313.44	312.75
S1	308.76	308.76	310.82	307.40
S2	306.03	306.03	310.14
S3	298.62	301.35	309.46
S4	291.21	293.94	307.42

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	338.64	310.70	27.94	9.0%	8.17	2.6%	3%	False	True	152,543,041
10	339.08	310.70	28.38	9.1%	5.02	1.6%	3%	False	True	103,194,900
20	339.08	310.70	28.38	9.1%	4.03	1.3%	3%	False	True	84,226,350
40	339.08	310.70	28.38	9.1%	3.19	1.0%	3%	False	True	73,585,552
60	339.08	307.13	31.95	10.3%	2.71	0.9%	14%	False	False	69,394,166
80	339.08	301.73	37.35	12.0%	2.43	0.8%	26%	False	False	65,455,450
100	339.08	284.82	54.26	17.4%	2.42	0.8%	49%	False	False	63,662,431
120	339.08	284.82	54.26	17.4%	2.49	0.8%	49%	False	False	64,932,513

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	0.96
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	349.60
2.618	337.51
1.618	330.10
1.000	325.52
0.618	322.69
HIGH	318.11
0.618	315.28
0.500	314.41
0.382	313.53
LOW	310.70
0.618	306.12
1.000	303.29
1.618	298.71
2.618	291.30
4.250	279.21

Fisher Pivots for day following 26-Feb-2020
Pivot	1 day	3 day
R1	314.41	322.13
PP	313.44	318.59
S1	312.47	315.04

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

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