SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Aug-2020

Day Change Summary
	Previous	Current
	17-Aug-2020	18-Aug-2020	Change	Change %	Previous Week
Open	337.94	338.34	0.40	0.1%	335.06
High	338.34	339.10	0.76	0.2%	338.28
Low	336.85	336.61	-0.24	-0.1%	332.01
Close	337.91	338.64	0.73	0.2%	336.84
Range	1.49	2.49	1.00	67.3%	6.27
ATR	3.81	3.71	-0.09	-2.5%	0.00
Volume	35,480,900	38,733,900	3,253,000	9.2%	256,785,500

Daily Pivots for day following 18-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	345.59	344.60	340.01
R3	343.10	342.11	339.32
R2	340.61	340.61	339.10
R1	339.62	339.62	338.87	340.12
PP	338.12	338.12	338.12	338.36
S1	337.13	337.13	338.41	337.63
S2	335.63	335.63	338.18
S3	333.14	334.64	337.96
S4	330.65	332.15	337.27

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	354.52	351.95	340.29
R3	348.25	345.68	338.56
R2	341.98	341.98	337.99
R1	339.41	339.41	337.41	340.70
PP	335.71	335.71	335.71	336.35
S1	333.14	333.14	336.27	334.43
S2	329.44	329.44	335.69
S3	323.17	326.87	335.12
S4	316.90	320.60	333.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	339.10	332.84	6.26	1.8%	2.73	0.8%	93%	True	False	43,423,460
10	339.10	331.13	7.97	2.4%	2.91	0.9%	94%	True	False	47,485,420
20	339.10	319.25	19.85	5.9%	3.18	0.9%	98%	True	False	53,923,075
40	339.10	298.93	40.17	11.9%	4.03	1.2%	99%	True	False	67,182,655
60	339.10	295.46	43.64	12.9%	4.58	1.4%	99%	True	False	80,648,697
80	339.10	272.99	66.11	19.5%	4.72	1.4%	99%	True	False	84,646,461
100	339.10	243.90	95.20	28.1%	5.38	1.6%	100%	True	False	97,573,576
120	339.10	218.26	120.84	35.7%	6.91	2.0%	100%	True	False	128,997,057

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.84
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	349.68
2.618	345.62
1.618	343.13
1.000	341.59
0.618	340.64
HIGH	339.10
0.618	338.15
0.500	337.86
0.382	337.56
LOW	336.61
0.618	335.07
1.000	334.12
1.618	332.58
2.618	330.09
4.250	326.03

Fisher Pivots for day following 18-Aug-2020
Pivot	1 day	3 day
R1	338.38	338.21
PP	338.12	337.79
S1	337.86	337.36

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

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