SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Aug-2020

Day Change Summary
	Previous	Current
	18-Aug-2020	19-Aug-2020	Change	Change %	Previous Week
Open	338.34	339.05	0.71	0.2%	335.06
High	339.10	339.61	0.51	0.2%	338.28
Low	336.61	336.62	0.01	0.0%	332.01
Close	338.64	337.23	-1.41	-0.4%	336.84
Range	2.49	2.99	0.50	20.1%	6.27
ATR	3.71	3.66	-0.05	-1.4%	0.00
Volume	38,733,900	68,054,200	29,320,300	75.7%	256,785,500

Daily Pivots for day following 19-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	346.79	345.00	338.87
R3	343.80	342.01	338.05
R2	340.81	340.81	337.78
R1	339.02	339.02	337.50	338.42
PP	337.82	337.82	337.82	337.52
S1	336.03	336.03	336.96	335.43
S2	334.83	334.83	336.68
S3	331.84	333.04	336.41
S4	328.85	330.05	335.59

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	339.61	335.62	3.99	1.2%	2.24	0.7%	40%	True	False	46,269,080
10	339.61	331.13	8.48	2.5%	3.09	0.9%	72%	True	False	50,004,210
20	339.61	319.25	20.36	6.0%	3.19	0.9%	88%	True	False	54,436,140
40	339.61	298.93	40.68	12.1%	4.03	1.2%	94%	True	False	67,172,230
60	339.61	296.74	42.87	12.7%	4.52	1.3%	94%	True	False	80,300,410
80	339.61	272.99	66.62	19.8%	4.71	1.4%	96%	True	False	84,523,431
100	339.61	243.90	95.71	28.4%	5.31	1.6%	98%	True	False	96,010,706
120	339.61	218.26	121.35	36.0%	6.83	2.0%	98%	True	False	126,349,476

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.86
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	352.32
2.618	347.44
1.618	344.45
1.000	342.60
0.618	341.46
HIGH	339.61
0.618	338.47
0.500	338.12
0.382	337.76
LOW	336.62
0.618	334.77
1.000	333.63
1.618	331.78
2.618	328.79
4.250	323.91

Fisher Pivots for day following 19-Aug-2020
Pivot	1 day	3 day
R1	338.12	338.11
PP	337.82	337.82
S1	337.53	337.52

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

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