SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Aug-2020

Day Change Summary
	Previous	Current
	28-Aug-2020	31-Aug-2020	Change	Change %	Previous Week
Open	349.44	350.35	0.91	0.3%	342.12
High	350.72	351.30	0.58	0.2%	350.72
Low	348.15	349.06	0.91	0.3%	339.45
Close	350.58	349.31	-1.27	-0.4%	350.58
Range	2.57	2.24	-0.33	-12.8%	11.27
ATR	3.39	3.31	-0.08	-2.4%	0.00
Volume	48,588,900	66,099,100	17,510,200	36.0%	244,465,100

Daily Pivots for day following 31-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	356.61	355.20	350.54
R3	354.37	352.96	349.93
R2	352.13	352.13	349.72
R1	350.72	350.72	349.52	350.31
PP	349.89	349.89	349.89	349.68
S1	348.48	348.48	349.10	348.07
S2	347.65	347.65	348.90
S3	345.41	346.24	348.69
S4	343.17	344.00	348.08

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	351.30	342.27	9.03	2.6%	2.76	0.8%	78%	True	False	52,395,120
10	351.30	335.22	16.08	4.6%	2.86	0.8%	88%	True	False	51,466,670
20	351.30	327.86	23.44	6.7%	2.87	0.8%	92%	True	False	49,635,240
40	351.30	310.68	40.62	11.6%	3.54	1.0%	95%	True	False	58,697,574
60	351.30	296.74	54.56	15.6%	4.33	1.2%	96%	True	False	74,351,983
80	351.30	272.99	78.31	22.4%	4.48	1.3%	97%	True	False	79,854,124
100	351.30	271.41	79.89	22.9%	4.69	1.3%	98%	True	False	85,970,676
120	351.30	218.26	133.04	38.1%	6.23	1.8%	99%	True	False	113,308,732

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.72
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	360.82
2.618	357.16
1.618	354.92
1.000	353.54
0.618	352.68
HIGH	351.30
0.618	350.44
0.500	350.18
0.382	349.92
LOW	349.06
0.618	347.68
1.000	346.82
1.618	345.44
2.618	343.20
4.250	339.54

Fisher Pivots for day following 31-Aug-2020
Pivot	1 day	3 day
R1	350.18	349.18
PP	349.89	349.05
S1	349.60	348.92

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

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