SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Sep-2020

Day Change Summary
	Previous	Current
	11-Sep-2020	14-Sep-2020	Change	Change %	Previous Week
Open	335.82	337.49	1.67	0.5%	336.71
High	336.97	340.38	3.41	1.0%	342.64
Low	331.00	334.22	3.22	1.0%	331.00
Close	334.06	338.46	4.40	1.3%	334.06
Range	5.97	6.16	0.19	3.2%	11.64
ATR	5.89	5.92	0.03	0.5%	0.00
Volume	84,680,096	65,605,600	-19,074,496	-22.5%	381,177,096

Daily Pivots for day following 14-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	356.16	353.47	341.85
R3	350.01	347.31	340.15
R2	343.85	343.85	339.59
R1	341.15	341.15	339.02	342.50
PP	337.69	337.69	337.69	338.36
S1	334.99	334.99	337.90	336.34
S2	331.53	331.53	337.33
S3	325.37	328.83	336.77
S4	319.21	322.68	335.07

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	342.64	331.00	11.64	3.4%	7.48	2.2%	64%	False	False	89,356,539
10	358.75	331.00	27.75	8.2%	7.52	2.2%	27%	False	False	92,458,839
20	358.75	331.00	27.75	8.2%	5.15	1.5%	27%	False	False	70,431,844
40	358.75	319.25	39.50	11.7%	4.25	1.3%	49%	False	False	63,167,282
60	358.75	298.93	59.82	17.7%	4.54	1.3%	66%	False	False	70,532,119
80	358.75	293.22	65.53	19.4%	4.75	1.4%	69%	False	False	78,944,950
100	358.75	272.99	85.76	25.3%	4.87	1.4%	76%	False	False	82,960,146
120	358.75	239.75	119.00	35.2%	5.56	1.6%	83%	False	False	97,073,689

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.49
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	366.56
2.618	356.50
1.618	350.35
1.000	346.54
0.618	344.19
HIGH	340.38
0.618	338.03
0.500	337.30
0.382	336.57
LOW	334.22
0.618	330.41
1.000	328.06
1.618	324.26
2.618	318.10
4.250	308.04

Fisher Pivots for day following 14-Sep-2020
Pivot	1 day	3 day
R1	338.07	337.90
PP	337.69	337.33
S1	337.30	336.77

Download as Excel Spreadsheet

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

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