SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Oct-2020

Day Change Summary
	Previous	Current
	13-Oct-2020	14-Oct-2020	Change	Change %	Previous Week
Open	352.28	350.75	-1.53	-0.4%	336.06
High	352.47	351.93	-0.54	-0.2%	347.35
Low	349.09	347.14	-1.95	-0.6%	334.38
Close	350.13	347.93	-2.20	-0.6%	346.85
Range	3.38	4.79	1.41	41.9%	12.97
ATR	5.68	5.61	-0.06	-1.1%	0.00
Volume	73,255,504	57,958,700	-15,296,804	-20.9%	297,612,400

Daily Pivots for day following 14-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	363.37	360.44	350.56
R3	358.58	355.65	349.25
R2	353.79	353.79	348.81
R1	350.86	350.86	348.37	349.93
PP	349.00	349.00	349.00	348.54
S1	346.07	346.07	347.49	345.14
S2	344.21	344.21	347.05
S3	339.42	341.28	346.61
S4	334.63	336.49	345.30

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	341.86	12.16	3.5%	3.52	1.0%	50%	False	False	63,274,740
10	354.02	331.19	22.83	6.6%	4.24	1.2%	73%	False	False	68,734,490
20	354.02	319.80	34.22	9.8%	5.02	1.4%	82%	False	False	75,443,455
40	358.75	319.80	38.95	11.2%	5.19	1.5%	72%	False	False	74,460,580
60	358.75	319.25	39.50	11.4%	4.52	1.3%	73%	False	False	67,614,745
80	358.75	298.93	59.82	17.2%	4.61	1.3%	82%	False	False	70,821,617
100	358.75	295.46	63.29	18.2%	4.82	1.4%	83%	False	False	78,173,450
120	358.75	272.99	85.76	24.6%	4.88	1.4%	87%	False	False	81,251,167

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.75
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	372.29
2.618	364.47
1.618	359.68
1.000	356.72
0.618	354.89
HIGH	351.93
0.618	350.10
0.500	349.54
0.382	348.97
LOW	347.14
0.618	344.18
1.000	342.35
1.618	339.39
2.618	334.60
4.250	326.78

Fisher Pivots for day following 14-Oct-2020
Pivot	1 day	3 day
R1	349.54	350.58
PP	349.00	349.70
S1	348.47	348.81

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

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