SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Sep-2020

Day Change Summary
	Previous	Current
	03-Sep-2020	04-Sep-2020	Change	Change %	Previous Week
Open	355.87	346.13	-9.74	-2.7%	350.35
High	356.38	347.83	-8.55	-2.4%	358.75
Low	342.59	334.87	-7.72	-2.3%	334.87
Close	345.39	342.57	-2.82	-0.8%	342.57
Range	13.79	12.96	-0.83	-6.0%	23.88
ATR	4.35	4.96	0.62	14.1%	0.00
Volume	148,011,104	139,156,192	-8,854,912	-6.0%	477,805,696

Daily Pivots for day following 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	380.64	374.56	349.70
R3	367.68	361.60	346.13
R2	354.72	354.72	344.95
R1	348.64	348.64	343.76	345.20
PP	341.76	341.76	341.76	340.04
S1	335.68	335.68	341.38	332.24
S2	328.80	328.80	340.19
S3	315.84	322.72	339.01
S4	302.88	309.76	335.44

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	417.04	403.68	355.70
R3	393.16	379.80	349.14
R2	369.28	369.28	346.95
R1	355.92	355.92	344.76	350.66
PP	345.40	345.40	345.40	342.77
S1	332.04	332.04	340.38	326.78
S2	321.52	321.52	338.19
S3	297.64	308.16	336.00
S4	273.76	284.28	329.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	358.75	334.87	23.88	7.0%	7.56	2.2%	32%	False	True	95,561,139
10	358.75	334.87	23.88	7.0%	5.29	1.5%	32%	False	True	72,227,079
20	358.75	332.01	26.74	7.8%	4.18	1.2%	39%	False	False	60,931,984
40	358.75	312.00	46.75	13.6%	3.95	1.2%	65%	False	False	62,028,919
60	358.75	296.74	62.01	18.1%	4.52	1.3%	74%	False	False	73,624,350
80	358.75	272.99	85.76	25.0%	4.63	1.4%	81%	False	False	80,041,355
100	358.75	272.02	86.73	25.3%	4.74	1.4%	81%	False	False	84,477,342
120	358.75	218.26	140.49	41.0%	5.86	1.7%	88%	False	False	106,063,811

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	1.02
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	402.91
2.618	381.76
1.618	368.80
1.000	360.79
0.618	355.84
HIGH	347.83
0.618	342.88
0.500	341.35
0.382	339.82
LOW	334.87
0.618	326.86
1.000	321.91
1.618	313.90
2.618	300.94
4.250	279.79

Fisher Pivots for day following 04-Sep-2020
Pivot	1 day	3 day
R1	342.16	346.81
PP	341.76	345.40
S1	341.35	343.98

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

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