SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Aug-2020

Day Change Summary
	Previous	Current
	27-Aug-2020	28-Aug-2020	Change	Change %	Previous Week
Open	348.51	349.44	0.93	0.3%	342.12
High	349.90	350.72	0.82	0.2%	350.72
Low	346.53	348.15	1.62	0.5%	339.45
Close	348.33	350.58	2.25	0.6%	350.58
Range	3.37	2.57	-0.80	-23.7%	11.27
ATR	3.45	3.39	-0.06	-1.8%	0.00
Volume	58,034,100	48,588,900	-9,445,200	-16.3%	244,465,100

Daily Pivots for day following 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	357.53	356.62	351.99
R3	354.96	354.05	351.29
R2	352.39	352.39	351.05
R1	351.48	351.48	350.82	351.94
PP	349.82	349.82	349.82	350.04
S1	348.91	348.91	350.34	349.37
S2	347.25	347.25	350.11
S3	344.68	346.34	349.87
S4	342.11	343.77	349.17

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	380.73	376.92	356.78
R3	369.46	365.65	353.68
R2	358.19	358.19	352.65
R1	354.38	354.38	351.61	356.28
PP	346.92	346.92	346.92	347.87
S1	343.11	343.11	349.55	345.02
S2	335.65	335.65	348.51
S3	324.38	331.84	347.48
S4	313.11	320.57	344.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	350.72	339.45	11.27	3.2%	3.02	0.9%	99%	True	False	48,893,020
10	350.72	335.22	15.50	4.4%	2.78	0.8%	99%	True	False	48,404,850
20	350.72	327.73	22.99	6.6%	2.85	0.8%	99%	True	False	48,984,180
40	350.72	310.68	40.04	11.4%	3.54	1.0%	100%	True	False	58,587,942
60	350.72	296.74	53.98	15.4%	4.36	1.2%	100%	True	False	75,759,075
80	350.72	272.99	77.73	22.2%	4.48	1.3%	100%	True	False	79,968,515
100	350.72	265.25	85.47	24.4%	4.77	1.4%	100%	True	False	86,847,429
120	350.72	218.26	132.46	37.8%	6.31	1.8%	100%	True	False	114,894,710

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	0.67
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	361.64
2.618	357.45
1.618	354.88
1.000	353.29
0.618	352.31
HIGH	350.72
0.618	349.74
0.500	349.44
0.382	349.13
LOW	348.15
0.618	346.56
1.000	345.58
1.618	343.99
2.618	341.42
4.250	337.23

Fisher Pivots for day following 28-Aug-2020
Pivot	1 day	3 day
R1	350.20	349.54
PP	349.82	348.49
S1	349.44	347.45

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

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