SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Sep-2020

Day Change Summary
	Previous	Current
	09-Sep-2020	10-Sep-2020	Change	Change %	Previous Week
Open	337.55	341.82	4.27	1.3%	350.35
High	342.46	342.53	0.07	0.0%	358.75
Low	336.61	332.85	-3.76	-1.1%	334.87
Close	339.79	333.89	-5.90	-1.7%	342.57
Range	5.85	9.68	3.83	65.5%	23.88
ATR	5.59	5.88	0.29	5.2%	0.00
Volume	91,462,200	90,569,504	-892,696	-1.0%	477,805,696

Daily Pivots for day following 10-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	365.46	359.36	339.21
R3	355.78	349.68	336.55
R2	346.10	346.10	335.66
R1	340.00	340.00	334.78	338.21
PP	336.42	336.42	336.42	335.53
S1	330.32	330.32	333.00	328.53
S2	326.74	326.74	332.12
S3	317.06	320.64	331.23
S4	307.38	310.96	328.57

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	356.38	332.85	23.53	7.0%	10.41	3.1%	4%	False	True	116,732,859
10	358.75	332.85	25.90	7.8%	6.90	2.1%	4%	False	True	88,092,569
20	358.75	332.85	25.90	7.8%	4.76	1.4%	4%	False	True	67,371,379
40	358.75	319.09	39.66	11.9%	4.07	1.2%	37%	False	False	62,345,075
60	358.75	298.93	59.82	17.9%	4.44	1.3%	58%	False	False	70,764,483
80	358.75	291.95	66.80	20.0%	4.68	1.4%	63%	False	False	79,329,515
100	358.75	272.02	86.73	26.0%	4.85	1.5%	71%	False	False	83,656,390
120	358.75	218.26	140.49	42.1%	5.64	1.7%	82%	False	False	100,500,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	383.67
2.618	367.87
1.618	358.19
1.000	352.21
0.618	348.51
HIGH	342.53
0.618	338.83
0.500	337.69
0.382	336.55
LOW	332.85
0.618	326.87
1.000	323.17
1.618	317.19
2.618	307.51
4.250	291.71

Fisher Pivots for day following 10-Sep-2020
Pivot	1 day	3 day
R1	337.69	337.75
PP	336.42	336.46
S1	335.16	335.18

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

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