SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Sep-2020

Day Change Summary
	Previous	Current
	15-Sep-2020	16-Sep-2020	Change	Change %	Previous Week
Open	341.12	341.51	0.39	0.1%	336.71
High	342.02	343.06	1.04	0.3%	342.64
Low	338.47	338.52	0.05	0.0%	331.00
Close	340.17	338.82	-1.35	-0.4%	334.06
Range	3.55	4.54	0.99	27.8%	11.64
ATR	5.75	5.66	-0.09	-1.5%	0.00
Volume	52,920,800	82,211,200	29,290,400	55.3%	381,177,096

Daily Pivots for day following 16-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	353.75	350.83	341.32
R3	349.21	346.29	340.07
R2	344.67	344.67	339.65
R1	341.75	341.75	339.24	340.94
PP	340.13	340.13	340.13	339.73
S1	337.21	337.21	338.40	336.40
S2	335.59	335.59	337.99
S3	331.05	332.67	337.57
S4	326.51	328.13	336.32

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	343.06	331.00	12.06	3.6%	5.98	1.8%	65%	True	False	75,197,440
10	358.75	331.00	27.75	8.2%	7.76	2.3%	28%	False	False	93,862,199
20	358.75	331.00	27.75	8.2%	5.36	1.6%	28%	False	False	73,477,704
40	358.75	319.25	39.50	11.7%	4.27	1.3%	50%	False	False	63,700,389
60	358.75	298.93	59.82	17.7%	4.47	1.3%	67%	False	False	69,281,004
80	358.75	295.46	63.29	18.7%	4.77	1.4%	69%	False	False	78,855,949
100	358.75	272.99	85.76	25.3%	4.85	1.4%	77%	False	False	82,412,710
120	358.75	243.90	114.85	33.9%	5.38	1.6%	83%	False	False	93,557,597

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	1.54
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	362.36
2.618	354.95
1.618	350.41
1.000	347.60
0.618	345.87
HIGH	343.06
0.618	341.33
0.500	340.79
0.382	340.25
LOW	338.52
0.618	335.71
1.000	333.98
1.618	331.17
2.618	326.63
4.250	319.23

Fisher Pivots for day following 16-Sep-2020
Pivot	1 day	3 day
R1	340.79	338.76
PP	340.13	338.70
S1	339.48	338.64

Download as Excel Spreadsheet

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

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