SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Apr-2020

Day Change Summary
	Previous	Current
	20-Apr-2020	21-Apr-2020	Change	Change %	Previous Week
Open	282.61	276.73	-5.88	-2.1%	277.14
High	286.79	278.04	-8.75	-3.1%	287.30
Low	281.35	272.02	-9.33	-3.3%	271.41
Close	281.59	273.04	-8.55	-3.0%	286.64
Range	5.44	6.02	0.58	10.6%	15.89
ATR	10.68	10.60	-0.08	-0.7%	0.00
Volume	100,109,200	126,385,600	26,276,400	26.2%	649,240,304

Daily Pivots for day following 21-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	292.43	288.75	276.35
R3	286.41	282.73	274.70
R2	280.39	280.39	274.14
R1	276.71	276.71	273.59	275.54
PP	274.37	274.37	274.37	273.78
S1	270.69	270.69	272.49	269.52
S2	268.35	268.35	271.94
S3	262.33	264.67	271.38
S4	256.31	258.65	269.73

Weekly Pivots for week ending 17-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	329.45	323.94	295.38
R3	313.56	308.05	291.01
R2	297.67	297.67	289.55
R1	292.16	292.16	288.10	294.92
PP	281.78	281.78	281.78	283.16
S1	276.27	276.27	285.18	279.03
S2	265.89	265.89	283.73
S3	250.00	260.38	282.27
S4	234.11	244.49	277.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	287.30	272.02	15.28	5.6%	5.82	2.1%	7%	False	True	125,350,561
10	287.30	264.89	22.41	8.2%	7.12	2.6%	36%	False	False	142,121,931
20	287.30	233.80	53.50	19.6%	9.32	3.4%	73%	False	False	174,739,900
40	324.61	218.26	106.35	39.0%	11.78	4.3%	52%	False	False	228,063,965
60	339.08	218.26	120.82	44.2%	8.97	3.3%	45%	False	False	175,688,443
80	339.08	218.26	120.82	44.2%	7.26	2.7%	45%	False	False	146,573,553
100	339.08	218.26	120.82	44.2%	6.16	2.3%	45%	False	False	129,550,543
120	339.08	218.26	120.82	44.2%	5.41	2.0%	45%	False	False	116,993,734

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	1.74
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	303.63
2.618	293.80
1.618	287.78
1.000	284.06
0.618	281.76
HIGH	278.04
0.618	275.74
0.500	275.03
0.382	274.32
LOW	272.02
0.618	268.30
1.000	266.00
1.618	262.28
2.618	256.26
4.250	246.44

Fisher Pivots for day following 21-Apr-2020
Pivot	1 day	3 day
R1	275.03	279.66
PP	274.37	277.45
S1	273.70	275.25

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

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