SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	336.85	335.44	-1.41	-0.4%	328.32
High	337.54	338.28	0.74	0.2%	334.88
Low	332.01	332.84	0.83	0.2%	327.73
Close	332.80	337.44	4.64	1.4%	334.57
Range	5.53	5.44	-0.09	-1.6%	7.15
ATR	4.20	4.29	0.09	2.2%	0.00
Volume	69,601,000	53,826,100	-15,774,900	-22.7%	238,849,600

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	352.51	350.42	340.43
R3	347.07	344.98	338.94
R2	341.63	341.63	338.44
R1	339.53	339.53	337.94	340.58
PP	336.19	336.19	336.19	336.71
S1	334.09	334.09	336.94	335.14
S2	330.74	330.74	336.44
S3	325.30	328.65	335.94
S4	319.86	323.21	334.45

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	353.84	351.36	338.50
R3	346.69	344.21	336.54
R2	339.54	339.54	335.88
R1	337.06	337.06	335.23	338.30
PP	332.39	332.39	332.39	333.02
S1	329.91	329.91	333.91	331.15
S2	325.24	325.24	333.26
S3	318.09	322.76	332.60
S4	310.94	315.61	330.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	338.28	331.13	7.15	2.1%	3.94	1.2%	88%	True	False	53,739,340
10	338.28	319.64	18.64	5.5%	3.51	1.0%	95%	True	False	55,363,110
20	338.28	319.09	19.19	5.7%	3.39	1.0%	96%	True	False	57,318,770
40	338.28	298.93	39.35	11.7%	4.29	1.3%	98%	True	False	72,461,034
60	338.28	291.95	46.33	13.7%	4.66	1.4%	98%	True	False	83,315,560
80	338.28	272.02	66.26	19.6%	4.87	1.4%	99%	True	False	87,727,642
100	338.28	218.26	120.02	35.6%	5.82	1.7%	99%	True	False	107,126,489
120	338.28	218.26	120.02	35.6%	7.23	2.1%	99%	True	False	134,795,607

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.92
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	361.41
2.618	352.53
1.618	347.09
1.000	343.72
0.618	341.64
HIGH	338.28
0.618	336.20
0.500	335.56
0.382	334.92
LOW	332.84
0.618	329.47
1.000	327.40
1.618	324.03
2.618	318.59
4.250	309.71

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	336.81	336.68
PP	336.19	335.91
S1	335.56	335.15

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

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