SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Apr-2020

Day Change Summary
	Previous	Current
	31-Mar-2020	01-Apr-2020	Change	Change %	Previous Week
Open	260.56	247.98	-12.58	-4.8%	228.78
High	263.33	257.66	-5.67	-2.2%	262.80
Low	256.22	243.90	-12.32	-4.8%	218.26
Close	257.75	246.15	-11.60	-4.5%	253.42
Range	7.11	13.76	6.65	93.5%	44.54
ATR	14.02	14.00	-0.01	-0.1%	0.00
Volume	194,880,992	189,554,592	-5,326,400	-2.7%	1,342,923,696

Daily Pivots for day following 01-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	290.51	282.09	253.72
R3	276.75	268.33	249.93
R2	263.00	263.00	248.67
R1	254.57	254.57	247.41	251.90
PP	249.24	249.24	249.24	247.90
S1	240.81	240.81	244.89	238.15
S2	235.48	235.48	243.63
S3	221.72	227.05	242.37
S4	207.96	213.30	238.58

Weekly Pivots for week ending 27-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	378.45	360.47	277.92
R3	333.91	315.93	265.67
R2	289.37	289.37	261.59
R1	271.39	271.39	257.50	280.38
PP	244.83	244.83	244.83	249.32
S1	226.85	226.85	249.34	235.84
S2	200.29	200.29	245.25
S3	155.75	182.31	241.17
S4	111.21	137.77	228.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	263.33	243.90	19.43	7.9%	10.66	4.3%	12%	False	True	207,474,275
10	263.33	218.26	45.07	18.3%	12.27	5.0%	62%	False	False	253,480,184
20	308.47	218.26	90.21	36.6%	13.87	5.6%	31%	False	False	270,040,388
40	339.08	218.26	120.82	49.1%	10.17	4.1%	23%	False	False	202,392,872
60	339.08	218.26	120.82	49.1%	7.65	3.1%	23%	False	False	157,168,581
80	339.08	218.26	120.82	49.1%	6.21	2.5%	23%	False	False	133,402,298
100	339.08	218.26	120.82	49.1%	5.31	2.2%	23%	False	False	117,325,948
120	339.08	218.26	120.82	49.1%	4.73	1.9%	23%	False	False	106,434,034

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	2.54
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	316.14
2.618	293.68
1.618	279.92
1.000	271.42
0.618	266.16
HIGH	257.66
0.618	252.40
0.500	250.78
0.382	249.16
LOW	243.90
0.618	235.40
1.000	230.14
1.618	221.64
2.618	207.88
4.250	185.42

Fisher Pivots for day following 01-Apr-2020
Pivot	1 day	3 day
R1	250.78	253.62
PP	249.24	251.13
S1	247.69	248.64

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

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