SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Sep-2020

Day Change Summary
	Previous	Current
	21-Sep-2020	22-Sep-2020	Change	Change %	Previous Week
Open	325.70	328.57	2.87	0.9%	337.49
High	327.13	330.90	3.77	1.2%	343.06
Low	321.73	325.86	4.13	1.3%	327.97
Close	326.97	330.30	3.33	1.0%	330.65
Range	5.40	5.04	-0.36	-6.7%	15.09
ATR	6.05	5.98	-0.07	-1.2%	0.00
Volume	99,450,800	63,612,100	-35,838,700	-36.0%	398,138,800

Daily Pivots for day following 22-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	344.14	342.26	333.07
R3	339.10	337.22	331.69
R2	334.06	334.06	331.22
R1	332.18	332.18	330.76	333.12
PP	329.02	329.02	329.02	329.49
S1	327.14	327.14	329.84	328.08
S2	323.98	323.98	329.38
S3	318.94	322.10	328.91
S4	313.90	317.06	327.53

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	379.16	370.00	338.95
R3	364.07	354.91	334.80
R2	348.98	348.98	333.42
R1	339.82	339.82	332.03	336.86
PP	333.89	333.89	333.89	332.41
S1	324.73	324.73	329.27	321.77
S2	318.80	318.80	327.88
S3	303.71	309.64	326.50
S4	288.62	294.55	322.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	343.06	321.73	21.33	6.5%	5.44	1.6%	40%	False	False	88,535,060
10	343.06	321.73	21.33	6.5%	5.84	1.8%	40%	False	False	82,791,350
20	358.75	321.73	37.02	11.2%	5.88	1.8%	23%	False	False	80,803,049
40	358.75	319.64	39.11	11.8%	4.49	1.4%	27%	False	False	66,322,237
60	358.75	298.93	59.82	18.1%	4.44	1.3%	52%	False	False	68,310,179
80	358.75	296.74	62.01	18.8%	4.76	1.4%	54%	False	False	78,314,221
100	358.75	272.99	85.76	26.0%	4.89	1.5%	67%	False	False	81,769,214
120	358.75	244.59	114.16	34.6%	5.23	1.6%	75%	False	False	90,063,643

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	1.26
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	352.32
2.618	344.09
1.618	339.05
1.000	335.94
0.618	334.01
HIGH	330.90
0.618	328.97
0.500	328.38
0.382	327.79
LOW	325.86
0.618	322.75
1.000	320.82
1.618	317.71
2.618	312.67
4.250	304.44

Fisher Pivots for day following 22-Sep-2020
Pivot	1 day	3 day
R1	329.66	329.74
PP	329.02	329.17
S1	328.38	328.61

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

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