SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Oct-2020

Day Change Summary
	Previous	Current
	30-Sep-2020	01-Oct-2020	Change	Change %	Previous Week
Open	333.09	337.69	4.60	1.4%	325.70
High	338.29	338.74	0.45	0.1%	331.20
Low	332.88	335.01	2.13	0.6%	319.80
Close	334.89	337.04	2.15	0.6%	328.73
Range	5.41	3.73	-1.68	-31.1%	11.40
ATR	6.12	5.96	-0.16	-2.7%	0.00
Volume	104,081,104	88,698,704	-15,382,400	-14.8%	403,925,796

Daily Pivots for day following 01-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	348.12	346.31	339.09
R3	344.39	342.58	338.07
R2	340.66	340.66	337.72
R1	338.85	338.85	337.38	337.89
PP	336.93	336.93	336.93	336.45
S1	335.12	335.12	336.70	334.16
S2	333.20	333.20	336.36
S3	329.47	331.39	336.01
S4	325.74	327.66	334.99

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	338.74	321.64	17.10	5.1%	4.61	1.4%	90%	True	False	75,993,061
10	338.74	319.80	18.94	5.6%	5.71	1.7%	91%	True	False	81,869,960
20	356.38	319.80	36.58	10.9%	6.70	2.0%	47%	False	False	88,965,244
40	358.75	319.80	38.95	11.6%	4.92	1.5%	44%	False	False	70,294,122
60	358.75	310.68	48.07	14.3%	4.61	1.4%	55%	False	False	68,569,979
80	358.75	296.74	62.01	18.4%	4.94	1.5%	65%	False	False	77,673,035
100	358.75	272.99	85.76	25.4%	4.94	1.5%	75%	False	False	81,360,378
120	358.75	272.02	86.73	25.7%	5.00	1.5%	75%	False	False	84,964,917

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	0.97
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	354.59
2.618	348.51
1.618	344.78
1.000	342.47
0.618	341.05
HIGH	338.74
0.618	337.32
0.500	336.88
0.382	336.43
LOW	335.01
0.618	332.70
1.000	331.28
1.618	328.97
2.618	325.24
4.250	319.16

Fisher Pivots for day following 01-Oct-2020
Pivot	1 day	3 day
R1	336.99	336.42
PP	336.93	335.80
S1	336.88	335.18

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

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