SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Aug-2020

Day Change Summary
	Previous	Current
	24-Aug-2020	25-Aug-2020	Change	Change %	Previous Week
Open	342.12	343.53	1.41	0.4%	337.94
High	343.00	344.21	1.21	0.4%	339.72
Low	339.45	342.27	2.82	0.8%	335.22
Close	342.92	344.12	1.20	0.3%	339.48
Range	3.55	1.94	-1.61	-45.3%	4.50
ATR	3.55	3.44	-0.12	-3.2%	0.00
Volume	48,588,600	38,463,300	-10,125,300	-20.8%	239,583,400

Daily Pivots for day following 25-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	349.35	348.68	345.19
R3	347.41	346.74	344.65
R2	345.47	345.47	344.48
R1	344.80	344.80	344.30	345.14
PP	343.53	343.53	343.53	343.70
S1	342.86	342.86	343.94	343.20
S2	341.59	341.59	343.76
S3	339.65	340.92	343.59
S4	337.71	338.98	343.05

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	344.21	335.22	8.99	2.6%	2.85	0.8%	99%	True	False	50,484,100
10	344.21	332.84	11.37	3.3%	2.79	0.8%	99%	True	False	46,953,780
20	344.21	319.64	24.57	7.1%	3.06	0.9%	100%	True	False	50,889,845
40	344.21	303.82	40.39	11.7%	3.63	1.1%	100%	True	False	61,030,997
60	344.21	296.74	47.47	13.8%	4.37	1.3%	100%	True	False	77,179,337
80	344.21	272.99	71.22	20.7%	4.55	1.3%	100%	True	False	80,926,796
100	344.21	245.22	98.99	28.8%	5.05	1.5%	100%	True	False	90,523,791
120	344.21	218.26	125.95	36.6%	6.51	1.9%	100%	True	False	120,370,670

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.76
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	352.46
2.618	349.29
1.618	347.35
1.000	346.15
0.618	345.41
HIGH	344.21
0.618	343.47
0.500	343.24
0.382	343.01
LOW	342.27
0.618	341.07
1.000	340.33
1.618	339.13
2.618	337.19
4.250	334.03

Fisher Pivots for day following 25-Aug-2020
Pivot	1 day	3 day
R1	343.83	343.04
PP	343.53	341.96
S1	343.24	340.88

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

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