SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Oct-2020

Day Change Summary
	Previous	Current
	14-Oct-2020	15-Oct-2020	Change	Change %	Previous Week
Open	350.75	343.71	-7.04	-2.0%	336.06
High	351.93	348.02	-3.91	-1.1%	347.35
Low	347.14	343.13	-4.01	-1.2%	334.38
Close	347.93	347.50	-0.43	-0.1%	346.85
Range	4.79	4.89	0.10	2.1%	12.97
ATR	5.61	5.56	-0.05	-0.9%	0.00
Volume	57,958,700	60,357,600	2,398,900	4.1%	297,612,400

Daily Pivots for day following 15-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	360.89	359.08	350.19
R3	356.00	354.19	348.84
R2	351.11	351.11	348.40
R1	349.30	349.30	347.95	350.21
PP	346.22	346.22	346.22	346.67
S1	344.41	344.41	347.05	345.32
S2	341.33	341.33	346.60
S3	336.44	339.52	346.16
S4	331.55	334.63	344.81

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	343.13	10.89	3.1%	4.10	1.2%	40%	False	True	66,297,780
10	354.02	331.19	22.83	6.6%	4.36	1.3%	71%	False	False	65,900,380
20	354.02	319.80	34.22	9.8%	5.03	1.4%	81%	False	False	73,885,170
40	358.75	319.80	38.95	11.2%	5.24	1.5%	71%	False	False	74,268,165
60	358.75	319.25	39.50	11.4%	4.56	1.3%	72%	False	False	67,657,490
80	358.75	298.93	59.82	17.2%	4.64	1.3%	81%	False	False	70,720,197
100	358.75	296.74	62.01	17.8%	4.81	1.4%	82%	False	False	77,887,512
120	358.75	272.99	85.76	24.7%	4.89	1.4%	87%	False	False	81,105,009

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	0.70
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	368.80
2.618	360.82
1.618	355.93
1.000	352.91
0.618	351.04
HIGH	348.02
0.618	346.15
0.500	345.58
0.382	345.00
LOW	343.13
0.618	340.11
1.000	338.24
1.618	335.22
2.618	330.33
4.250	322.35

Fisher Pivots for day following 15-Oct-2020
Pivot	1 day	3 day
R1	346.86	347.80
PP	346.22	347.70
S1	345.58	347.60

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

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