SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Oct-2020

Day Change Summary
	Previous	Current
	06-Oct-2020	07-Oct-2020	Change	Change %	Previous Week
Open	339.91	338.12	-1.79	-0.5%	333.22
High	342.17	341.63	-0.54	-0.2%	338.74
Low	334.38	338.09	3.71	1.1%	331.19
Close	334.93	340.76	5.83	1.7%	333.84
Range	7.79	3.54	-4.25	-54.6%	7.55
ATR	6.10	6.14	0.04	0.7%	0.00
Volume	90,128,800	56,999,500	-33,129,300	-36.8%	398,327,012

Daily Pivots for day following 07-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	350.78	349.31	342.71
R3	347.24	345.77	341.73
R2	343.70	343.70	341.41
R1	342.23	342.23	341.08	342.97
PP	340.16	340.16	340.16	340.53
S1	338.69	338.69	340.44	339.43
S2	336.62	336.62	340.11
S3	333.08	335.15	339.79
S4	329.54	331.61	338.81

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	342.17	331.19	10.98	3.2%	4.97	1.5%	87%	False	False	74,194,241
10	342.17	319.80	22.37	6.6%	5.11	1.5%	94%	False	False	73,891,910
20	343.06	319.80	23.26	6.8%	5.64	1.7%	90%	False	False	78,424,130
40	358.75	319.80	38.95	11.4%	5.09	1.5%	54%	False	False	71,979,170
60	358.75	319.09	39.66	11.6%	4.50	1.3%	55%	False	False	67,648,543
80	358.75	298.93	59.82	17.6%	4.72	1.4%	70%	False	False	73,267,620
100	358.75	291.95	66.80	19.6%	4.82	1.4%	73%	False	False	79,445,945
120	358.75	272.02	86.73	25.5%	4.95	1.5%	79%	False	False	82,863,844

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.83
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	356.68
2.618	350.90
1.618	347.36
1.000	345.17
0.618	343.82
HIGH	341.63
0.618	340.28
0.500	339.86
0.382	339.44
LOW	338.09
0.618	335.90
1.000	334.55
1.618	332.36
2.618	328.82
4.250	323.05

Fisher Pivots for day following 07-Oct-2020
Pivot	1 day	3 day
R1	340.46	339.93
PP	340.16	339.10
S1	339.86	338.28

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

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