SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Apr-2020

Day Change Summary
	Previous	Current
	24-Apr-2020	27-Apr-2020	Change	Change %	Previous Week
Open	280.73	285.12	4.39	1.6%	282.61
High	283.70	288.27	4.57	1.6%	286.79
Low	278.50	284.62	6.12	2.2%	272.02
Close	282.97	287.05	4.08	1.4%	282.97
Range	5.20	3.65	-1.55	-29.8%	14.77
ATR	9.70	9.38	-0.31	-3.2%	0.00
Volume	85,165,904	77,896,600	-7,269,304	-8.5%	509,894,896

Daily Pivots for day following 27-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	297.60	295.97	289.06
R3	293.95	292.32	288.05
R2	290.30	290.30	287.72
R1	288.67	288.67	287.38	289.49
PP	286.65	286.65	286.65	287.05
S1	285.02	285.02	286.72	285.84
S2	283.00	283.00	286.38
S3	279.35	281.37	286.05
S4	275.70	277.72	285.04

Weekly Pivots for week ending 24-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	324.91	318.71	291.09
R3	310.14	303.94	287.03
R2	295.36	295.36	285.68
R1	289.17	289.17	284.32	292.27
PP	280.59	280.59	280.59	282.14
S1	274.40	274.40	281.62	277.50
S2	265.82	265.82	280.26
S3	251.05	259.63	278.91
S4	236.28	244.85	274.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	288.27	272.02	16.25	5.7%	4.83	1.7%	92%	True	False	97,536,459
10	288.27	272.02	16.25	5.7%	5.66	2.0%	92%	True	False	112,219,280
20	288.27	243.90	44.37	15.5%	7.71	2.7%	97%	True	False	141,959,804
40	313.84	218.26	95.58	33.3%	11.06	3.9%	72%	False	False	210,001,564
60	339.08	218.26	120.82	42.1%	9.05	3.2%	57%	False	False	177,086,240
80	339.08	218.26	120.82	42.1%	7.40	2.6%	57%	False	False	148,833,905
100	339.08	218.26	120.82	42.1%	6.27	2.2%	57%	False	False	131,211,273
120	339.08	218.26	120.82	42.1%	5.49	1.9%	57%	False	False	118,053,506

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.73
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	303.78
2.618	297.83
1.618	294.18
1.000	291.92
0.618	290.53
HIGH	288.27
0.618	286.88
0.500	286.45
0.382	286.01
LOW	284.62
0.618	282.36
1.000	280.97
1.618	278.71
2.618	275.06
4.250	269.11

Fisher Pivots for day following 27-Apr-2020
Pivot	1 day	3 day
R1	286.85	285.83
PP	286.65	284.61
S1	286.45	283.39

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

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