SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Sep-2020

Day Change Summary
	Previous	Current
	31-Aug-2020	01-Sep-2020	Change	Change %	Previous Week
Open	350.35	350.21	-0.14	0.0%	342.12
High	351.30	352.71	1.41	0.4%	350.72
Low	349.06	349.24	0.18	0.1%	339.45
Close	349.31	352.60	3.29	0.9%	350.58
Range	2.24	3.47	1.23	54.9%	11.27
ATR	3.31	3.32	0.01	0.4%	0.00
Volume	66,099,100	54,999,300	-11,099,800	-16.8%	244,465,100

Daily Pivots for day following 01-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	361.93	360.73	354.51
R3	358.46	357.26	353.55
R2	354.99	354.99	353.24
R1	353.79	353.79	352.92	354.39
PP	351.52	351.52	351.52	351.82
S1	350.32	350.32	352.28	350.92
S2	348.05	348.05	351.96
S3	344.58	346.85	351.65
S4	341.11	343.38	350.69

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	352.71	344.17	8.54	2.4%	3.07	0.9%	99%	True	False	55,702,320
10	352.71	335.22	17.49	5.0%	2.96	0.8%	99%	True	False	53,093,210
20	352.71	331.13	21.58	6.1%	2.93	0.8%	99%	True	False	50,289,315
40	352.71	310.68	42.03	11.9%	3.52	1.0%	100%	True	False	57,999,809
60	352.71	296.74	55.97	15.9%	4.33	1.2%	100%	True	False	74,041,285
80	352.71	272.99	79.72	22.6%	4.48	1.3%	100%	True	False	79,583,839
100	352.71	271.41	81.30	23.1%	4.66	1.3%	100%	True	False	84,617,842
120	352.71	218.26	134.45	38.1%	6.11	1.7%	100%	True	False	110,498,554

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.74
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	367.46
2.618	361.79
1.618	358.32
1.000	356.18
0.618	354.85
HIGH	352.71
0.618	351.38
0.500	350.98
0.382	350.57
LOW	349.24
0.618	347.10
1.000	345.77
1.618	343.63
2.618	340.16
4.250	334.49

Fisher Pivots for day following 01-Sep-2020
Pivot	1 day	3 day
R1	352.06	351.88
PP	351.52	351.15
S1	350.98	350.43

Download as Excel Spreadsheet

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

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