SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-May-2020

Day Change Summary
	Previous	Current
	11-May-2020	12-May-2020	Change	Change %	Previous Week
Open	290.34	293.79	3.45	1.2%	280.74
High	294.00	294.24	0.24	0.1%	292.95
Low	289.88	286.52	-3.36	-1.2%	279.13
Close	292.50	286.67	-5.83	-2.0%	292.44
Range	4.12	7.72	3.60	87.4%	13.82
ATR	7.46	7.48	0.02	0.2%	0.00
Volume	79,514,200	95,870,704	16,356,504	20.6%	385,948,200

Daily Pivots for day following 12-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	312.30	307.21	290.92
R3	304.58	299.49	288.79
R2	296.86	296.86	288.09
R1	291.77	291.77	287.38	290.46
PP	289.14	289.14	289.14	288.49
S1	284.05	284.05	285.96	282.74
S2	281.42	281.42	285.25
S3	273.70	276.33	284.55
S4	265.98	268.61	282.42

Weekly Pivots for week ending 08-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	329.63	324.86	300.04
R3	315.81	311.04	296.24
R2	301.99	301.99	294.97
R1	297.22	297.22	293.71	299.61
PP	288.17	288.17	288.17	289.37
S1	283.40	283.40	291.17	285.79
S2	274.35	274.35	289.91
S3	260.53	269.58	288.64
S4	246.71	255.76	284.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	294.24	283.78	10.46	3.6%	4.45	1.6%	28%	True	False	80,178,000
10	294.88	279.13	15.75	5.5%	5.09	1.8%	48%	False	False	92,816,030
20	294.88	272.02	22.86	8.0%	5.21	1.8%	64%	False	False	101,073,985
40	294.88	218.26	76.62	26.7%	8.59	3.0%	89%	False	False	161,042,456
60	339.08	218.26	120.82	42.1%	9.51	3.3%	57%	False	False	182,874,708
80	339.08	218.26	120.82	42.1%	7.82	2.7%	57%	False	False	153,725,975
100	339.08	218.26	120.82	42.1%	6.62	2.3%	57%	False	False	134,768,233
120	339.08	218.26	120.82	42.1%	5.83	2.0%	57%	False	False	122,047,355

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.50
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	327.05
2.618	314.45
1.618	306.73
1.000	301.96
0.618	299.01
HIGH	294.24
0.618	291.29
0.500	290.38
0.382	289.47
LOW	286.52
0.618	281.75
1.000	278.80
1.618	274.03
2.618	266.31
4.250	253.71

Fisher Pivots for day following 12-May-2020
Pivot	1 day	3 day
R1	290.38	290.38
PP	289.14	289.14
S1	287.91	287.91

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

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