SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Sep-2020

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	322.58	333.22	10.64	3.3%	325.70
High	329.58	334.96	5.38	1.6%	331.20
Low	321.64	332.15	10.51	3.3%	319.80
Close	328.73	334.19	5.46	1.7%	328.73
Range	7.94	2.81	-5.13	-64.6%	11.40
ATR	6.38	6.37	-0.01	-0.2%	0.00
Volume	71,069,400	64,584,600	-6,484,800	-9.1%	403,925,796

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	342.20	341.00	335.74
R3	339.39	338.19	334.96
R2	336.58	336.58	334.71
R1	335.38	335.38	334.45	335.98
PP	333.77	333.77	333.77	334.07
S1	332.57	332.57	333.93	333.17
S2	330.96	330.96	333.67
S3	328.15	329.76	333.42
S4	325.34	326.95	332.64

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	334.96	319.80	15.16	4.5%	6.38	1.9%	95%	True	False	73,811,919
10	343.06	319.80	23.26	7.0%	5.76	1.7%	62%	False	False	80,104,359
20	358.75	319.80	38.95	11.7%	6.64	2.0%	37%	False	False	86,281,599
40	358.75	319.80	38.95	11.7%	4.75	1.4%	37%	False	False	67,632,889
60	358.75	310.68	48.07	14.4%	4.57	1.4%	49%	False	False	67,819,161
80	358.75	296.74	62.01	18.6%	4.93	1.5%	60%	False	False	78,389,706
100	358.75	272.99	85.76	25.7%	4.91	1.5%	71%	False	False	81,231,132
120	358.75	265.25	93.50	28.0%	5.08	1.5%	74%	False	False	86,753,124

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.06
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	346.90
2.618	342.32
1.618	339.51
1.000	337.77
0.618	336.70
HIGH	334.96
0.618	333.89
0.500	333.56
0.382	333.22
LOW	332.15
0.618	330.41
1.000	329.34
1.618	327.60
2.618	324.79
4.250	320.21

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	333.98	331.92
PP	333.77	329.65
S1	333.56	327.38

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

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