SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Oct-2020

Day Change Summary
	Previous	Current
	20-Oct-2020	21-Oct-2020	Change	Change %	Previous Week
Open	343.46	343.33	-0.13	0.0%	349.59
High	346.88	348.68	1.80	0.5%	354.02
Low	342.64	342.40	-0.24	-0.1%	343.13
Close	343.38	342.73	-0.65	-0.2%	347.29
Range	4.24	6.28	2.04	48.2%	10.89
ATR	5.58	5.63	0.05	0.9%	0.00
Volume	60,051,800	63,574,900	3,523,100	5.9%	361,462,100

Daily Pivots for day following 21-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	363.46	359.38	346.19
R3	357.17	353.09	344.46
R2	350.89	350.89	343.88
R1	346.81	346.81	343.31	345.71
PP	344.60	344.60	344.60	344.05
S1	340.53	340.53	342.15	339.42
S2	338.32	338.32	341.58
S3	332.04	334.24	341.00
S4	325.75	327.96	339.27

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	350.75	341.04	9.71	2.8%	5.47	1.6%	17%	False	False	68,382,340
10	354.02	341.04	12.98	3.8%	4.49	1.3%	13%	False	False	65,828,540
20	354.02	319.80	34.22	10.0%	4.80	1.4%	67%	False	False	69,860,225
40	358.75	319.80	38.95	11.4%	5.52	1.6%	59%	False	False	76,697,860
60	358.75	319.64	39.11	11.4%	4.70	1.4%	59%	False	False	68,095,188
80	358.75	303.82	54.93	16.0%	4.57	1.3%	71%	False	False	68,864,428
100	358.75	296.74	62.01	18.1%	4.83	1.4%	74%	False	False	76,986,746
120	358.75	272.99	85.76	25.0%	4.87	1.4%	81%	False	False	79,517,151

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.84
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	375.39
2.618	365.14
1.618	358.85
1.000	354.97
0.618	352.57
HIGH	348.68
0.618	346.28
0.500	345.54
0.382	344.80
LOW	342.40
0.618	338.52
1.000	336.12
1.618	332.23
2.618	325.95
4.250	315.69

Fisher Pivots for day following 21-Oct-2020
Pivot	1 day	3 day
R1	345.54	345.19
PP	344.60	344.37
S1	343.67	343.55

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

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