SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Mar-2020

Day Change Summary
	Previous	Current
	10-Mar-2020	11-Mar-2020	Change	Change %	Previous Week
Open	284.64	280.70	-3.94	-1.4%	298.21
High	288.52	281.94	-6.58	-2.3%	313.84
Low	273.50	270.88	-2.62	-1.0%	290.23
Close	288.42	274.36	-14.06	-4.9%	297.46
Range	15.02	11.06	-3.96	-26.4%	23.61
ATR	9.78	10.34	0.55	5.7%	0.00
Volume	276,444,000	256,416,496	-20,027,504	-7.2%	1,130,490,016

Daily Pivots for day following 11-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	308.91	302.69	280.44
R3	297.85	291.63	277.40
R2	286.79	286.79	276.39
R1	280.57	280.57	275.37	278.15
PP	275.73	275.73	275.73	274.52
S1	269.51	269.51	273.35	267.09
S2	264.67	264.67	272.33
S3	253.61	258.45	271.32
S4	242.55	247.39	268.28

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	308.47	270.88	37.59	13.7%	10.77	3.9%	9%	False	True	251,462,342
10	313.84	270.88	42.96	15.7%	12.10	4.4%	8%	False	True	264,288,523
20	339.08	270.88	68.20	24.9%	8.56	3.1%	5%	False	True	183,741,712
40	339.08	270.88	68.20	24.9%	5.64	2.1%	5%	False	True	125,662,403
60	339.08	270.88	68.20	24.9%	4.39	1.6%	5%	False	True	104,026,875
80	339.08	270.88	68.20	24.9%	3.74	1.4%	5%	False	True	91,862,418
100	339.08	270.88	68.20	24.9%	3.33	1.2%	5%	False	True	83,311,612
120	339.08	270.88	68.20	24.9%	3.31	1.2%	5%	False	True	81,779,305

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	3.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	328.95
2.618	310.90
1.618	299.84
1.000	293.00
0.618	288.78
HIGH	281.94
0.618	277.72
0.500	276.41
0.382	275.10
LOW	270.88
0.618	264.04
1.000	259.82
1.618	252.98
2.618	241.92
4.250	223.88

Fisher Pivots for day following 11-Mar-2020
Pivot	1 day	3 day
R1	276.41	279.70
PP	275.73	277.92
S1	275.04	276.14

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

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