SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Sep-2020

Day Change Summary
	Previous	Current
	28-Sep-2020	29-Sep-2020	Change	Change %	Previous Week
Open	333.22	333.97	0.75	0.2%	325.70
High	334.96	334.77	-0.19	-0.1%	331.20
Low	332.15	331.62	-0.53	-0.2%	319.80
Close	334.19	332.37	-1.82	-0.5%	328.73
Range	2.81	3.15	0.34	12.1%	11.40
ATR	6.37	6.14	-0.23	-3.6%	0.00
Volume	64,584,600	51,531,500	-13,053,100	-20.2%	403,925,796

Daily Pivots for day following 29-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	342.37	340.52	334.10
R3	339.22	337.37	333.24
R2	336.07	336.07	332.95
R1	334.22	334.22	332.66	333.57
PP	332.92	332.92	332.92	332.60
S1	331.07	331.07	332.08	330.42
S2	329.77	329.77	331.79
S3	326.62	327.92	331.50
S4	323.47	324.77	330.64

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	4.6%	6.00	1.8%	83%	False	False	71,395,799
10	343.06	319.80	23.26	7.0%	5.72	1.7%	54%	False	False	79,965,429
20	358.75	319.80	38.95	11.7%	6.69	2.0%	32%	False	False	85,553,219
40	358.75	319.80	38.95	11.7%	4.78	1.4%	32%	False	False	67,594,229
60	358.75	310.68	48.07	14.5%	4.59	1.4%	45%	False	False	67,649,456
80	358.75	296.74	62.01	18.7%	4.92	1.5%	57%	False	False	77,152,292
100	358.75	272.99	85.76	25.8%	4.92	1.5%	69%	False	False	80,993,943
120	358.75	271.41	87.34	26.3%	5.02	1.5%	70%	False	False	85,901,100

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	348.15
2.618	343.01
1.618	339.87
1.000	337.92
0.618	336.72
HIGH	334.77
0.618	333.57
0.500	333.20
0.382	332.82
LOW	331.62
0.618	329.67
1.000	328.47
1.618	326.53
2.618	323.38
4.250	318.24

Fisher Pivots for day following 29-Sep-2020
Pivot	1 day	3 day
R1	333.20	331.01
PP	332.92	329.66
S1	332.65	328.30

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

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