SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Apr-2020

Day Change Summary
	Previous	Current
	01-Apr-2020	02-Apr-2020	Change	Change %	Previous Week
Open	247.98	245.19	-2.79	-1.1%	228.78
High	257.66	252.68	-4.98	-1.9%	262.80
Low	243.90	244.59	0.69	0.3%	218.26
Close	246.15	251.83	5.68	2.3%	253.42
Range	13.76	8.09	-5.67	-41.2%	44.54
ATR	14.00	13.58	-0.42	-3.0%	0.00
Volume	189,554,592	177,660,400	-11,894,192	-6.3%	1,342,923,696

Daily Pivots for day following 02-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	273.97	270.99	256.28
R3	265.88	262.90	254.05
R2	257.79	257.79	253.31
R1	254.81	254.81	252.57	256.30
PP	249.70	249.70	249.70	250.45
S1	246.72	246.72	251.09	248.21
S2	241.61	241.61	250.35
S3	233.52	238.63	249.61
S4	225.43	230.54	247.38

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	7.7%	9.52	3.8%	41%	False	False	191,479,795
10	263.33	218.26	45.07	17.9%	11.57	4.6%	74%	False	False	242,314,025
20	298.78	218.26	80.52	32.0%	13.86	5.5%	42%	False	False	269,605,068
40	339.08	218.26	120.82	48.0%	10.32	4.1%	28%	False	False	205,185,604
60	339.08	218.26	120.82	48.0%	7.77	3.1%	28%	False	False	159,416,259
80	339.08	218.26	120.82	48.0%	6.29	2.5%	28%	False	False	135,011,094
100	339.08	218.26	120.82	48.0%	5.38	2.1%	28%	False	False	118,559,830
120	339.08	218.26	120.82	48.0%	4.77	1.9%	28%	False	False	107,437,404

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.04
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	287.06
2.618	273.86
1.618	265.77
1.000	260.77
0.618	257.68
HIGH	252.68
0.618	249.59
0.500	248.64
0.382	247.68
LOW	244.59
0.618	239.59
1.000	236.50
1.618	231.50
2.618	223.41
4.250	210.21

Fisher Pivots for day following 02-Apr-2020
Pivot	1 day	3 day
R1	250.77	253.62
PP	249.70	253.02
S1	248.64	252.43

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

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