SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Oct-2020

Day Change Summary
	Previous	Current
	09-Oct-2020	12-Oct-2020	Change	Change %	Previous Week
Open	345.56	349.59	4.03	1.2%	336.06
High	347.35	354.02	6.67	1.9%	347.35
Low	344.89	349.06	4.17	1.2%	334.38
Close	346.85	352.43	5.58	1.6%	346.85
Range	2.46	4.96	2.50	101.6%	12.97
ATR	5.75	5.85	0.10	1.8%	0.00
Volume	59,528,600	80,388,496	20,859,896	35.0%	297,612,400

Daily Pivots for day following 12-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	366.72	364.53	355.16
R3	361.76	359.57	353.79
R2	356.80	356.80	353.34
R1	354.61	354.61	352.88	355.71
PP	351.84	351.84	351.84	352.38
S1	349.65	349.65	351.98	350.75
S2	346.88	346.88	351.52
S3	341.92	344.69	351.07
S4	336.96	339.73	349.70

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	381.77	377.28	353.98
R3	368.80	364.31	350.42
R2	355.83	355.83	349.23
R1	351.34	351.34	348.04	353.59
PP	342.86	342.86	342.86	343.98
S1	338.37	338.37	345.66	340.62
S2	329.89	329.89	344.47
S3	316.92	325.40	343.28
S4	303.95	312.43	339.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	354.02	334.38	19.64	5.6%	4.15	1.2%	92%	True	False	66,457,559
10	354.02	331.19	22.83	6.5%	4.28	1.2%	93%	True	False	71,174,330
20	354.02	319.80	34.22	9.7%	5.02	1.4%	95%	True	False	75,639,345
40	358.75	319.80	38.95	11.1%	5.09	1.4%	84%	False	False	73,035,594
60	358.75	319.25	39.50	11.2%	4.51	1.3%	84%	False	False	67,324,636
80	358.75	298.93	59.82	17.0%	4.66	1.3%	89%	False	False	71,808,926
100	358.75	293.22	65.53	18.6%	4.81	1.4%	90%	False	False	78,283,829
120	358.75	272.99	85.76	24.3%	4.90	1.4%	93%	False	False	81,740,012

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.71
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	375.10
2.618	367.01
1.618	362.05
1.000	358.98
0.618	357.09
HIGH	354.02
0.618	352.13
0.500	351.54
0.382	350.95
LOW	349.06
0.618	345.99
1.000	344.10
1.618	341.03
2.618	336.07
4.250	327.98

Fisher Pivots for day following 12-Oct-2020
Pivot	1 day	3 day
R1	352.13	350.93
PP	351.84	349.44
S1	351.54	347.94

Download as Excel Spreadsheet

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

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