SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Aug-2020

Day Change Summary
	Previous	Current
	26-Aug-2020	27-Aug-2020	Change	Change %	Previous Week
Open	344.76	348.51	3.75	1.1%	337.94
High	347.86	349.90	2.04	0.6%	339.72
Low	344.17	346.53	2.36	0.7%	335.22
Close	347.57	348.33	0.76	0.2%	339.48
Range	3.69	3.37	-0.32	-8.7%	4.50
ATR	3.46	3.45	-0.01	-0.2%	0.00
Volume	50,790,200	58,034,100	7,243,900	14.3%	239,583,400

Daily Pivots for day following 27-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	358.36	356.72	350.18
R3	354.99	353.35	349.26
R2	351.62	351.62	348.95
R1	349.98	349.98	348.64	349.12
PP	348.25	348.25	348.25	347.82
S1	346.61	346.61	348.02	345.75
S2	344.88	344.88	347.71
S3	341.51	343.24	347.40
S4	338.14	339.87	346.48

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	349.90	337.55	12.35	3.5%	2.94	0.8%	87%	True	False	50,196,560
10	349.90	335.22	14.68	4.2%	2.71	0.8%	89%	True	False	48,271,990
20	349.90	321.33	28.57	8.2%	2.99	0.9%	95%	True	False	50,815,270
40	349.90	310.68	39.22	11.3%	3.58	1.0%	96%	True	False	59,106,824
60	349.90	296.74	53.16	15.3%	4.38	1.3%	97%	True	False	76,212,498
80	349.90	272.99	76.91	22.1%	4.51	1.3%	98%	True	False	80,281,561
100	349.90	264.89	85.01	24.4%	4.85	1.4%	98%	True	False	88,375,811
120	349.90	218.26	131.64	37.8%	6.41	1.8%	99%	True	False	116,793,503

Crabel Price Patterns
NR	True
NR4	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.62
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	364.22
2.618	358.72
1.618	355.35
1.000	353.27
0.618	351.98
HIGH	349.90
0.618	348.61
0.500	348.22
0.382	347.82
LOW	346.53
0.618	344.45
1.000	343.16
1.618	341.08
2.618	337.71
4.250	332.21

Fisher Pivots for day following 27-Aug-2020
Pivot	1 day	3 day
R1	348.29	347.58
PP	348.25	346.83
S1	348.22	346.09

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

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