SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Oct-2020

Day Change Summary
	Previous	Current
	16-Oct-2020	19-Oct-2020	Change	Change %	Previous Week
Open	348.96	348.65	-0.31	-0.1%	349.59
High	350.75	349.33	-1.42	-0.4%	354.02
Low	347.10	341.04	-6.06	-1.7%	343.13
Close	347.29	342.01	-5.28	-1.5%	347.29
Range	3.65	8.29	4.64	127.1%	10.89
ATR	5.43	5.63	0.20	3.8%	0.00
Volume	89,501,800	68,425,600	-21,076,200	-23.5%	361,462,100

Daily Pivots for day following 19-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	369.00	363.79	346.57
R3	360.71	355.50	344.29
R2	352.42	352.42	343.53
R1	347.21	347.21	342.77	345.67
PP	344.13	344.13	344.13	343.36
S1	338.92	338.92	341.25	337.38
S2	335.84	335.84	340.49
S3	327.55	330.63	339.73
S4	319.26	322.34	337.45

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	380.82	374.94	353.28
R3	369.93	364.05	350.28
R2	359.04	359.04	349.29
R1	353.16	353.16	348.29	350.66
PP	348.15	348.15	348.15	346.89
S1	342.27	342.27	346.29	339.77
S2	337.26	337.26	345.29
S3	326.37	331.38	344.30
S4	315.48	320.49	341.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	352.47	341.04	11.43	3.3%	5.00	1.5%	8%	False	True	69,899,840
10	354.02	334.38	19.64	5.7%	4.57	1.3%	39%	False	False	68,178,700
20	354.02	319.80	34.22	10.0%	4.98	1.5%	65%	False	False	71,515,105
40	358.75	319.80	38.95	11.4%	5.39	1.6%	57%	False	False	75,783,490
60	358.75	319.64	39.11	11.4%	4.61	1.3%	57%	False	False	67,797,873
80	358.75	298.93	59.82	17.5%	4.60	1.3%	72%	False	False	69,915,772
100	358.75	296.74	62.01	18.1%	4.81	1.4%	73%	False	False	77,510,934
120	358.75	272.99	85.76	25.1%	4.90	1.4%	80%	False	False	80,554,276

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.89
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	384.56
2.618	371.03
1.618	362.74
1.000	357.62
0.618	354.45
HIGH	349.33
0.618	346.16
0.500	345.19
0.382	344.21
LOW	341.04
0.618	335.92
1.000	332.75
1.618	327.63
2.618	319.34
4.250	305.81

Fisher Pivots for day following 19-Oct-2020
Pivot	1 day	3 day
R1	345.19	345.90
PP	344.13	344.60
S1	343.07	343.31

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

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