SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Sep-2020

Day Change Summary
	Previous	Current
	10-Sep-2020	11-Sep-2020	Change	Change %	Previous Week
Open	341.82	335.82	-6.00	-1.8%	336.71
High	342.53	336.97	-5.56	-1.6%	342.64
Low	332.85	331.00	-1.85	-0.6%	331.00
Close	333.89	334.06	0.17	0.1%	334.06
Range	9.68	5.97	-3.71	-38.3%	11.64
ATR	5.88	5.89	0.01	0.1%	0.00
Volume	90,569,504	84,680,096	-5,889,408	-6.5%	381,177,096

Daily Pivots for day following 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	351.92	348.96	337.34
R3	345.95	342.99	335.70
R2	339.98	339.98	335.15
R1	337.02	337.02	334.61	335.52
PP	334.01	334.01	334.01	333.26
S1	331.05	331.05	333.51	329.55
S2	328.04	328.04	332.97
S3	322.07	325.08	332.42
S4	316.10	319.11	330.78

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	370.82	364.08	340.46
R3	359.18	352.44	337.26
R2	347.54	347.54	336.19
R1	340.80	340.80	335.13	338.35
PP	335.90	335.90	335.90	334.68
S1	329.16	329.16	332.99	326.71
S2	324.26	324.26	331.93
S3	312.62	317.52	330.86
S4	300.98	305.88	327.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	347.83	331.00	16.83	5.0%	8.84	2.6%	18%	False	True	104,066,657
10	358.75	331.00	27.75	8.3%	7.16	2.1%	11%	False	True	90,757,169
20	358.75	331.00	27.75	8.3%	4.93	1.5%	11%	False	True	69,514,579
40	358.75	319.25	39.50	11.8%	4.17	1.2%	38%	False	False	63,096,514
60	358.75	298.93	59.82	17.9%	4.49	1.3%	59%	False	False	70,785,836
80	358.75	293.22	65.53	19.6%	4.70	1.4%	62%	False	False	79,198,150
100	358.75	272.99	85.76	25.7%	4.85	1.5%	71%	False	False	83,239,335
120	358.75	233.80	124.95	37.4%	5.60	1.7%	80%	False	False	98,489,429

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	1.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	362.34
2.618	352.60
1.618	346.63
1.000	342.94
0.618	340.66
HIGH	336.97
0.618	334.69
0.500	333.99
0.382	333.28
LOW	331.00
0.618	327.31
1.000	325.03
1.618	321.34
2.618	315.37
4.250	305.63

Fisher Pivots for day following 11-Sep-2020
Pivot	1 day	3 day
R1	334.04	336.77
PP	334.01	335.86
S1	333.99	334.96

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

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