SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Mar-2020

Day Change Summary
	Previous	Current
	09-Mar-2020	10-Mar-2020	Change	Change %	Previous Week
Open	275.30	284.64	9.34	3.4%	298.21
High	284.19	288.52	4.33	1.5%	313.84
Low	273.45	273.50	0.05	0.0%	290.23
Close	274.23	288.42	14.19	5.2%	297.46
Range	10.74	15.02	4.28	39.9%	23.61
ATR	9.38	9.78	0.40	4.3%	0.00
Volume	309,417,312	276,444,000	-32,973,312	-10.7%	1,130,490,016

Daily Pivots for day following 10-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	328.54	323.50	296.68
R3	313.52	308.48	292.55
R2	298.50	298.50	291.17
R1	293.46	293.46	289.80	295.98
PP	283.48	283.48	283.48	284.74
S1	278.44	278.44	287.04	280.96
S2	268.46	268.46	285.67
S3	253.44	263.42	284.29
S4	238.42	248.40	280.16

Weekly Pivots for week ending 06-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	371.34	358.01	310.45
R3	347.73	334.40	303.95
R2	324.12	324.12	301.79
R1	310.79	310.79	299.62	305.65
PP	300.51	300.51	300.51	297.94
S1	287.18	287.18	295.30	282.04
S2	276.90	276.90	293.13
S3	253.29	263.57	290.97
S4	229.68	239.96	284.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	313.10	273.45	39.65	13.7%	10.51	3.6%	38%	False	False	235,501,724
10	318.11	273.45	44.66	15.5%	11.73	4.1%	34%	False	False	258,123,094
20	339.08	273.45	65.63	22.8%	8.12	2.8%	23%	False	False	173,664,112
40	339.08	273.45	65.63	22.8%	5.42	1.9%	23%	False	False	120,433,541
60	339.08	273.45	65.63	22.8%	4.27	1.5%	23%	False	False	101,363,030
80	339.08	273.45	65.63	22.8%	3.62	1.3%	23%	False	False	89,337,030
100	339.08	273.45	65.63	22.8%	3.23	1.1%	23%	False	False	81,253,082
120	339.08	273.45	65.63	22.8%	3.24	1.1%	23%	False	False	80,260,768

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.70
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	352.36
2.618	327.84
1.618	312.82
1.000	303.54
0.618	297.80
HIGH	288.52
0.618	282.78
0.500	281.01
0.382	279.24
LOW	273.50
0.618	264.22
1.000	258.48
1.618	249.20
2.618	234.18
4.250	209.67

Fisher Pivots for day following 10-Mar-2020
Pivot	1 day	3 day
R1	285.95	287.65
PP	283.48	286.88
S1	281.01	286.12

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

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