SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Jul-2020

Day Change Summary
	Previous	Current
	17-Jul-2020	20-Jul-2020	Change	Change %	Previous Week
Open	321.88	321.43	-0.45	-0.1%	320.13
High	322.57	325.13	2.56	0.8%	323.04
Low	319.74	320.62	0.89	0.3%	312.00
Close	321.72	324.32	2.60	0.8%	321.72
Range	2.84	4.51	1.68	59.1%	11.04
ATR	5.64	5.56	-0.08	-1.4%	0.00
Volume	62,774,900	56,308,800	-6,466,100	-10.3%	401,248,192

Daily Pivots for day following 20-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	336.89	335.11	326.80
R3	332.38	330.60	325.56
R2	327.87	327.87	325.15
R1	326.09	326.09	324.73	326.98
PP	323.36	323.36	323.36	323.80
S1	321.58	321.58	323.91	322.47
S2	318.85	318.85	323.49
S3	314.34	317.07	323.08
S4	309.83	312.56	321.84

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	352.04	347.92	327.79
R3	341.00	336.88	324.76
R2	329.96	329.96	323.74
R1	325.84	325.84	322.73	327.90
PP	318.92	318.92	318.92	319.95
S1	314.80	314.80	320.71	316.86
S2	307.88	307.88	319.70
S3	296.84	303.76	318.68
S4	285.80	292.72	315.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	325.13	312.00	13.13	4.0%	4.21	1.3%	94%	True	False	70,911,918
10	325.13	310.68	14.45	4.5%	4.89	1.5%	94%	True	False	73,600,979
20	325.13	298.93	26.20	8.1%	4.95	1.5%	97%	True	False	81,299,754
40	325.13	293.22	31.91	9.8%	5.27	1.6%	97%	True	False	94,172,990
60	325.13	272.99	52.14	16.1%	5.27	1.6%	98%	True	False	95,348,707
80	325.13	243.90	81.23	25.0%	6.06	1.9%	99%	True	False	110,987,875
100	325.13	218.26	106.87	33.0%	7.76	2.4%	99%	True	False	146,280,399
120	339.08	218.26	120.82	37.3%	7.14	2.2%	88%	False	False	135,938,057

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.22
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	344.30
2.618	336.94
1.618	332.43
1.000	329.64
0.618	327.92
HIGH	325.13
0.618	323.41
0.500	322.88
0.382	322.34
LOW	320.62
0.618	317.83
1.000	316.11
1.618	313.32
2.618	308.81
4.250	301.45

Fisher Pivots for day following 20-Jul-2020
Pivot	1 day	3 day
R1	323.84	323.58
PP	323.36	322.85
S1	322.88	322.11

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

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