SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Aug-2020

Day Change Summary
	Previous	Current
	12-Aug-2020	13-Aug-2020	Change	Change %	Previous Week
Open	335.44	336.61	1.17	0.3%	328.32
High	338.28	338.25	-0.03	0.0%	334.88
Low	332.84	335.83	2.99	0.9%	327.73
Close	337.44	336.83	-0.61	-0.2%	334.57
Range	5.44	2.42	-3.02	-55.5%	7.15
ATR	4.29	4.15	-0.13	-3.1%	0.00
Volume	53,826,100	41,816,100	-12,010,000	-22.3%	238,849,600

Daily Pivots for day following 13-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	344.23	342.95	338.16
R3	341.81	340.53	337.50
R2	339.39	339.39	337.27
R1	338.11	338.11	337.05	338.75
PP	336.97	336.97	336.97	337.29
S1	335.69	335.69	336.61	336.33
S2	334.55	334.55	336.39
S3	332.13	333.27	336.16
S4	329.71	330.85	335.50

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	332.01	6.27	1.9%	3.76	1.1%	77%	False	False	53,366,680
10	338.28	321.33	16.95	5.0%	3.27	1.0%	91%	False	False	53,358,550
20	338.28	319.25	19.03	5.7%	3.40	1.0%	92%	False	False	56,678,450
40	338.28	298.93	39.35	11.7%	4.26	1.3%	96%	False	False	71,421,465
60	338.28	293.22	45.06	13.4%	4.63	1.4%	97%	False	False	82,426,007
80	338.28	272.99	65.29	19.4%	4.83	1.4%	98%	False	False	86,670,524
100	338.28	233.80	104.48	31.0%	5.73	1.7%	99%	False	False	104,284,399
120	338.28	218.26	120.02	35.6%	7.15	2.1%	99%	False	False	133,801,671

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.78
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	348.54
2.618	344.59
1.618	342.17
1.000	340.67
0.618	339.75
HIGH	338.25
0.618	337.33
0.500	337.04
0.382	336.75
LOW	335.83
0.618	334.33
1.000	333.41
1.618	331.91
2.618	329.49
4.250	325.54

Fisher Pivots for day following 13-Aug-2020
Pivot	1 day	3 day
R1	337.04	336.27
PP	336.97	335.71
S1	336.90	335.15

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

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