SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Aug-2020

Day Change Summary
	Previous	Current
	20-Aug-2020	21-Aug-2020	Change	Change %	Previous Week
Open	335.36	337.55	2.19	0.7%	337.94
High	338.80	339.72	0.92	0.3%	339.72
Low	335.22	337.55	2.33	0.7%	335.22
Close	338.28	339.48	1.20	0.4%	339.48
Range	3.58	2.17	-1.41	-39.4%	4.50
ATR	3.66	3.55	-0.11	-2.9%	0.00
Volume	42,207,800	55,106,600	12,898,800	30.6%	239,583,400

Daily Pivots for day following 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	345.43	344.62	340.67
R3	343.26	342.45	340.08
R2	341.09	341.09	339.88
R1	340.28	340.28	339.68	340.69
PP	338.92	338.92	338.92	339.12
S1	338.11	338.11	339.28	338.52
S2	336.75	336.75	339.08
S3	334.58	335.94	338.88
S4	332.41	333.77	338.29

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	351.64	350.06	341.96
R3	347.14	345.56	340.72
R2	342.64	342.64	340.31
R1	341.06	341.06	339.89	341.85
PP	338.14	338.14	338.14	338.54
S1	336.56	336.56	339.07	337.35
S2	333.64	333.64	338.66
S3	329.14	332.06	338.24
S4	324.64	327.56	337.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	339.72	335.22	4.50	1.3%	2.54	0.7%	95%	True	False	47,916,680
10	339.72	332.01	7.71	2.3%	3.07	0.9%	97%	True	False	49,636,890
20	339.72	319.64	20.08	5.9%	3.05	0.9%	99%	True	False	51,826,640
40	339.72	298.93	40.79	12.0%	3.81	1.1%	99%	True	False	64,048,054
60	339.72	296.74	42.98	12.7%	4.42	1.3%	99%	True	False	78,662,563
80	339.72	272.99	66.73	19.7%	4.65	1.4%	100%	True	False	82,939,669
100	339.72	243.90	95.82	28.2%	5.21	1.5%	100%	True	False	93,325,422
120	339.72	218.26	121.46	35.8%	6.62	1.9%	100%	True	False	122,670,073

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.74
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	348.94
2.618	345.40
1.618	343.23
1.000	341.89
0.618	341.06
HIGH	339.72
0.618	338.89
0.500	338.64
0.382	338.38
LOW	337.55
0.618	336.21
1.000	335.38
1.618	334.04
2.618	331.87
4.250	328.33

Fisher Pivots for day following 21-Aug-2020
Pivot	1 day	3 day
R1	339.20	338.81
PP	338.92	338.14
S1	338.64	337.47

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

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