SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Sep-2020

Day Change Summary
	Previous	Current
	02-Sep-2020	03-Sep-2020	Change	Change %	Previous Week
Open	354.67	355.87	1.20	0.3%	342.12
High	358.75	356.38	-2.37	-0.7%	350.72
Low	353.43	342.59	-10.84	-3.1%	339.45
Close	357.70	345.39	-12.31	-3.4%	350.58
Range	5.32	13.79	8.47	159.2%	11.27
ATR	3.52	4.35	0.83	23.5%	0.00
Volume	69,540,000	148,011,104	78,471,104	112.8%	244,465,100

Daily Pivots for day following 03-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	389.49	381.23	352.97
R3	375.70	367.44	349.18
R2	361.91	361.91	347.92
R1	353.65	353.65	346.65	350.89
PP	348.12	348.12	348.12	346.74
S1	339.86	339.86	344.13	337.10
S2	334.33	334.33	342.86
S3	320.54	326.07	341.60
S4	306.75	312.28	337.81

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	358.75	342.59	16.16	4.7%	5.48	1.6%	17%	False	True	77,447,680
10	358.75	337.55	21.20	6.1%	4.21	1.2%	37%	False	False	63,822,120
20	358.75	332.01	26.74	7.7%	3.66	1.1%	50%	False	False	56,839,585
40	358.75	312.00	46.75	13.5%	3.75	1.1%	71%	False	False	59,988,772
60	358.75	296.74	62.01	18.0%	4.51	1.3%	78%	False	False	74,792,471
80	358.75	272.99	85.76	24.8%	4.57	1.3%	84%	False	False	80,110,916
100	358.75	272.02	86.73	25.1%	4.70	1.4%	85%	False	False	84,303,530
120	358.75	218.26	140.49	40.7%	5.91	1.7%	90%	False	False	107,088,096

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.85
Widest range in 105 trading days

Fibonacci Retracements and Extensions
4.250	414.99
2.618	392.48
1.618	378.69
1.000	370.17
0.618	364.90
HIGH	356.38
0.618	351.11
0.500	349.49
0.382	347.86
LOW	342.59
0.618	334.07
1.000	328.80
1.618	320.28
2.618	306.49
4.250	283.98

Fisher Pivots for day following 03-Sep-2020
Pivot	1 day	3 day
R1	349.49	350.67
PP	348.12	348.91
S1	346.76	347.15

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

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