SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Mar-2020

Day Change Summary
	Previous	Current
	17-Mar-2020	18-Mar-2020	Change	Change %	Previous Week
Open	245.04	236.25	-8.79	-3.6%	275.30
High	256.17	248.37	-7.80	-3.0%	288.52
Low	237.07	228.02	-9.05	-3.8%	247.68
Close	252.80	240.00	-12.80	-5.1%	269.32
Range	19.10	20.35	1.25	6.5%	40.84
ATR	14.13	14.90	0.76	5.4%	0.00
Volume	262,070,400	327,597,088	65,526,688	25.0%	1,564,064,528

Daily Pivots for day following 18-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	299.85	290.27	251.19
R3	279.50	269.92	245.60
R2	259.15	259.15	243.73
R1	249.57	249.57	241.87	254.36
PP	238.80	238.80	238.80	241.19
S1	229.22	229.22	238.13	234.01
S2	218.45	218.45	236.27
S3	198.10	208.87	234.40
S4	177.75	188.52	228.81

Weekly Pivots for week ending 13-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	391.03	371.01	291.78
R3	350.19	330.17	280.55
R2	309.35	309.35	276.81
R1	289.33	289.33	273.06	278.92
PP	268.51	268.51	268.51	263.30
S1	248.49	248.49	265.58	238.08
S2	227.67	227.67	261.83
S3	186.83	207.65	258.09
S4	145.99	166.81	246.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	271.48	228.02	43.46	18.1%	20.18	8.4%	28%	False	True	321,738,841
10	308.47	228.02	80.45	33.5%	15.48	6.4%	15%	False	True	286,600,592
20	338.64	228.02	110.62	46.1%	13.14	5.5%	11%	False	True	250,714,732
40	339.08	228.02	111.06	46.3%	7.97	3.3%	11%	False	True	156,811,471
60	339.08	228.02	111.06	46.3%	5.93	2.5%	11%	False	True	124,853,404
80	339.08	228.02	111.06	46.3%	4.89	2.0%	11%	False	True	108,075,348
100	339.08	228.02	111.06	46.3%	4.25	1.8%	11%	False	True	97,051,539
120	339.08	228.02	111.06	46.3%	4.02	1.7%	11%	False	True	91,902,608

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	5.01
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	334.86
2.618	301.65
1.618	281.30
1.000	268.72
0.618	260.95
HIGH	248.37
0.618	240.60
0.500	238.20
0.382	235.79
LOW	228.02
0.618	215.44
1.000	207.67
1.618	195.09
2.618	174.74
4.250	141.53

Fisher Pivots for day following 18-Mar-2020
Pivot	1 day	3 day
R1	239.40	242.46
PP	238.80	241.64
S1	238.20	240.82

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

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