SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Sep-2020

Day Change Summary
	Previous	Current
	22-Sep-2020	23-Sep-2020	Change	Change %	Previous Week
Open	328.57	330.90	2.33	0.7%	337.49
High	330.90	331.20	0.30	0.1%	343.06
Low	325.86	322.10	-3.76	-1.2%	327.97
Close	330.30	322.64	-7.66	-2.3%	330.65
Range	5.04	9.10	4.06	80.6%	15.09
ATR	5.98	6.20	0.22	3.7%	0.00
Volume	63,612,100	93,112,200	29,500,100	46.4%	398,138,800

Daily Pivots for day following 23-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	352.61	346.73	327.65
R3	343.51	337.63	325.14
R2	334.41	334.41	324.31
R1	328.53	328.53	323.47	326.92
PP	325.31	325.31	325.31	324.51
S1	319.43	319.43	321.81	317.82
S2	316.21	316.21	320.97
S3	307.11	310.33	320.14
S4	298.01	301.23	317.64

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	337.70	321.73	15.97	4.9%	6.35	2.0%	6%	False	False	90,715,260
10	343.06	321.73	21.33	6.6%	6.17	1.9%	4%	False	False	82,956,350
20	358.75	321.73	37.02	11.5%	6.23	1.9%	2%	False	False	83,535,494
40	358.75	319.64	39.11	12.1%	4.65	1.4%	8%	False	False	67,212,669
60	358.75	303.82	54.93	17.0%	4.50	1.4%	34%	False	False	68,532,496
80	358.75	296.74	62.01	19.2%	4.84	1.5%	42%	False	False	78,768,376
100	358.75	272.99	85.76	26.6%	4.89	1.5%	58%	False	False	81,448,536
120	358.75	245.22	113.53	35.2%	5.24	1.6%	68%	False	False	89,359,075

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.19
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	369.88
2.618	355.02
1.618	345.92
1.000	340.30
0.618	336.82
HIGH	331.20
0.618	327.72
0.500	326.65
0.382	325.58
LOW	322.10
0.618	316.48
1.000	313.00
1.618	307.38
2.618	298.28
4.250	283.43

Fisher Pivots for day following 23-Sep-2020
Pivot	1 day	3 day
R1	326.65	326.47
PP	325.31	325.19
S1	323.98	323.92

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

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