SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Sep-2020

Day Change Summary
	Previous	Current
	24-Sep-2020	25-Sep-2020	Change	Change %	Previous Week
Open	321.22	322.58	1.36	0.4%	325.70
High	326.80	329.58	2.78	0.9%	331.20
Low	319.80	321.64	1.84	0.6%	319.80
Close	323.50	328.73	5.23	1.6%	328.73
Range	7.00	7.94	0.94	13.5%	11.40
ATR	6.26	6.38	0.12	1.9%	0.00
Volume	76,681,296	71,069,400	-5,611,896	-7.3%	403,925,796

Daily Pivots for day following 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	350.47	347.54	333.10
R3	342.53	339.60	330.91
R2	334.59	334.59	330.19
R1	331.66	331.66	329.46	333.13
PP	326.65	326.65	326.65	327.38
S1	323.72	323.72	328.00	325.19
S2	318.71	318.71	327.27
S3	310.77	315.78	326.55
S4	302.83	307.84	324.36

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	360.78	356.15	335.00
R3	349.38	344.75	331.87
R2	337.98	337.98	330.82
R1	333.35	333.35	329.78	335.67
PP	326.58	326.58	326.58	327.73
S1	321.95	321.95	327.69	324.27
S2	315.18	315.18	326.64
S3	303.78	310.55	325.60
S4	292.38	299.15	322.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	331.20	319.80	11.40	3.5%	6.90	2.1%	78%	False	False	80,785,159
10	343.06	319.80	23.26	7.1%	6.10	1.9%	38%	False	False	80,206,459
20	358.75	319.80	38.95	11.8%	6.63	2.0%	23%	False	False	85,481,814
40	358.75	319.80	38.95	11.8%	4.81	1.5%	23%	False	False	68,148,542
60	358.75	310.68	48.07	14.6%	4.59	1.4%	38%	False	False	67,898,488
80	358.75	296.74	62.01	18.9%	4.95	1.5%	52%	False	False	78,529,827
100	358.75	272.99	85.76	26.1%	4.93	1.5%	65%	False	False	81,321,612
120	358.75	264.89	93.86	28.6%	5.14	1.6%	68%	False	False	87,893,478

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	1.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	363.33
2.618	350.37
1.618	342.43
1.000	337.52
0.618	334.49
HIGH	329.58
0.618	326.55
0.500	325.61
0.382	324.67
LOW	321.64
0.618	316.73
1.000	313.70
1.618	308.79
2.618	300.85
4.250	287.90

Fisher Pivots for day following 25-Sep-2020
Pivot	1 day	3 day
R1	327.69	327.65
PP	326.65	326.58
S1	325.61	325.50

Download as Excel Spreadsheet

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

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