SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Oct-2020

Day Change Summary
	Previous	Current
	07-Oct-2020	08-Oct-2020	Change	Change %	Previous Week
Open	338.12	342.85	4.73	1.4%	333.22
High	341.63	343.85	2.22	0.6%	338.74
Low	338.09	341.86	3.77	1.1%	331.19
Close	340.76	343.78	3.02	0.9%	333.84
Range	3.54	1.99	-1.55	-43.8%	7.55
ATR	6.14	5.92	-0.22	-3.5%	0.00
Volume	56,999,500	45,242,400	-11,757,100	-20.6%	398,327,012

Daily Pivots for day following 08-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	349.13	348.45	344.87
R3	347.14	346.46	344.33
R2	345.15	345.15	344.14
R1	344.47	344.47	343.96	344.81
PP	343.16	343.16	343.16	343.34
S1	342.48	342.48	343.60	342.82
S2	341.17	341.17	343.42
S3	339.18	340.49	343.23
S4	337.19	338.50	342.69

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	343.85	331.19	12.66	3.7%	4.62	1.3%	99%	True	False	65,502,980
10	343.85	321.64	22.21	6.5%	4.61	1.3%	100%	True	False	70,748,021
20	343.85	319.80	24.05	7.0%	5.26	1.5%	100%	True	False	76,157,775
40	358.75	319.80	38.95	11.3%	5.01	1.5%	62%	False	False	71,764,577
60	358.75	319.09	39.66	11.5%	4.47	1.3%	62%	False	False	66,949,308
80	358.75	298.93	59.82	17.4%	4.65	1.4%	75%	False	False	72,112,806
100	358.75	291.95	66.80	19.4%	4.80	1.4%	78%	False	False	78,695,167
120	358.75	272.02	86.73	25.2%	4.92	1.4%	83%	False	False	82,406,621

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	0.79
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	352.31
2.618	349.06
1.618	347.07
1.000	345.84
0.618	345.08
HIGH	343.85
0.618	343.09
0.500	342.86
0.382	342.62
LOW	341.86
0.618	340.63
1.000	339.87
1.618	338.64
2.618	336.65
4.250	333.40

Fisher Pivots for day following 08-Oct-2020
Pivot	1 day	3 day
R1	343.47	342.23
PP	343.16	340.67
S1	342.86	339.12

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

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