SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Oct-2020

Day Change Summary
	Previous	Current
	01-Oct-2020	02-Oct-2020	Change	Change %	Previous Week
Open	337.69	331.70	-5.99	-1.8%	333.22
High	338.74	337.01	-1.73	-0.5%	338.74
Low	335.01	331.19	-3.82	-1.1%	331.19
Close	337.04	333.84	-3.20	-0.9%	333.84
Range	3.73	5.82	2.09	56.1%	7.55
ATR	5.96	5.95	-0.01	-0.1%	0.00
Volume	88,698,704	89,431,104	732,400	0.8%	398,327,012

Daily Pivots for day following 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	351.48	348.48	337.04
R3	345.66	342.66	335.44
R2	339.84	339.84	334.91
R1	336.84	336.84	334.37	338.34
PP	334.01	334.01	334.01	334.76
S1	331.02	331.02	333.31	332.52
S2	328.19	328.19	332.77
S3	322.37	325.19	332.24
S4	316.55	319.37	330.64

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	357.24	353.09	337.99
R3	349.69	345.54	335.92
R2	342.14	342.14	335.22
R1	337.99	337.99	334.53	340.07
PP	334.59	334.59	334.59	335.63
S1	330.44	330.44	333.15	332.52
S2	327.04	327.04	332.46
S3	319.49	322.89	331.76
S4	311.94	315.34	329.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	338.74	331.19	7.55	2.3%	4.18	1.3%	35%	False	True	79,665,402
10	338.74	319.80	18.94	5.7%	5.54	1.7%	74%	False	False	80,225,280
20	347.83	319.80	28.03	8.4%	6.30	1.9%	50%	False	False	86,036,244
40	358.75	319.80	38.95	11.7%	4.98	1.5%	36%	False	False	71,437,915
60	358.75	312.00	46.75	14.0%	4.60	1.4%	47%	False	False	68,671,263
80	358.75	296.74	62.01	18.6%	4.96	1.5%	60%	False	False	77,603,415
100	358.75	272.99	85.76	25.7%	4.92	1.5%	71%	False	False	81,295,982
120	358.75	272.02	86.73	26.0%	4.97	1.5%	71%	False	False	84,592,316

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.01
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	361.76
2.618	352.26
1.618	346.43
1.000	342.84
0.618	340.61
HIGH	337.01
0.618	334.79
0.500	334.10
0.382	333.41
LOW	331.19
0.618	327.59
1.000	325.37
1.618	321.77
2.618	315.95
4.250	306.44

Fisher Pivots for day following 02-Oct-2020
Pivot	1 day	3 day
R1	334.10	334.97
PP	334.01	334.59
S1	333.93	334.22

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

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