SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Oct-2020

Day Change Summary
	Previous	Current
	19-Oct-2020	20-Oct-2020	Change	Change %	Previous Week
Open	348.65	343.46	-5.19	-1.5%	349.59
High	349.33	346.88	-2.45	-0.7%	354.02
Low	341.04	342.64	1.60	0.5%	343.13
Close	342.01	343.38	1.37	0.4%	347.29
Range	8.29	4.24	-4.05	-48.9%	10.89
ATR	5.63	5.58	-0.05	-1.0%	0.00
Volume	68,425,600	60,051,800	-8,373,800	-12.2%	361,462,100

Daily Pivots for day following 20-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	357.02	354.44	345.71
R3	352.78	350.20	344.55
R2	348.54	348.54	344.16
R1	345.96	345.96	343.77	345.13
PP	344.30	344.30	344.30	343.89
S1	341.72	341.72	342.99	340.89
S2	340.06	340.06	342.60
S3	335.82	337.48	342.21
S4	331.58	333.24	341.05

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	351.93	341.04	10.89	3.2%	5.17	1.5%	21%	False	False	67,259,100
10	354.02	338.09	15.93	4.6%	4.22	1.2%	33%	False	False	65,171,000
20	354.02	319.80	34.22	10.0%	4.94	1.4%	69%	False	False	71,337,090
40	358.75	319.80	38.95	11.3%	5.41	1.6%	61%	False	False	76,070,070
60	358.75	319.64	39.11	11.4%	4.64	1.4%	61%	False	False	67,993,855
80	358.75	298.93	59.82	17.4%	4.57	1.3%	74%	False	False	69,066,907
100	358.75	296.74	62.01	18.1%	4.80	1.4%	75%	False	False	76,918,795
120	358.75	272.99	85.76	25.0%	4.90	1.4%	82%	False	False	80,030,526

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.75
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	364.90
2.618	357.98
1.618	353.74
1.000	351.12
0.618	349.50
HIGH	346.88
0.618	345.26
0.500	344.76
0.382	344.26
LOW	342.64
0.618	340.02
1.000	338.40
1.618	335.78
2.618	331.54
4.250	324.62

Fisher Pivots for day following 20-Oct-2020
Pivot	1 day	3 day
R1	344.76	345.90
PP	344.30	345.06
S1	343.84	344.22

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

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