SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Oct-2020

Day Change Summary
	Previous	Current
	21-Oct-2020	22-Oct-2020	Change	Change %	Previous Week
Open	343.33	342.96	-0.37	-0.1%	349.59
High	348.68	345.24	-3.44	-1.0%	354.02
Low	342.40	340.65	-1.75	-0.5%	343.13
Close	342.73	344.61	1.88	0.5%	347.29
Range	6.28	4.59	-1.69	-27.0%	10.89
ATR	5.63	5.55	-0.07	-1.3%	0.00
Volume	63,574,900	55,399,200	-8,175,700	-12.9%	361,462,100

Daily Pivots for day following 22-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	357.27	355.53	347.13
R3	352.68	350.94	345.87
R2	348.09	348.09	345.45
R1	346.35	346.35	345.03	347.22
PP	343.50	343.50	343.50	343.94
S1	341.76	341.76	344.19	342.63
S2	338.91	338.91	343.77
S3	334.32	337.17	343.35
S4	329.73	332.58	342.09

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	340.65	10.10	2.9%	5.41	1.6%	39%	False	True	67,390,660
10	354.02	340.65	13.37	3.9%	4.75	1.4%	30%	False	True	66,844,220
20	354.02	321.64	32.38	9.4%	4.68	1.4%	71%	False	False	68,796,120
40	358.75	319.80	38.95	11.3%	5.54	1.6%	64%	False	False	76,813,085
60	358.75	319.64	39.11	11.3%	4.71	1.4%	64%	False	False	68,210,940
80	358.75	309.07	49.68	14.4%	4.55	1.3%	72%	False	False	68,139,484
100	358.75	296.74	62.01	18.0%	4.85	1.4%	77%	False	False	76,798,067
120	358.75	272.99	85.76	24.9%	4.87	1.4%	84%	False	False	79,304,867

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.96
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	364.75
2.618	357.26
1.618	352.67
1.000	349.83
0.618	348.08
HIGH	345.24
0.618	343.49
0.500	342.95
0.382	342.40
LOW	340.65
0.618	337.81
1.000	336.06
1.618	333.22
2.618	328.63
4.250	321.14

Fisher Pivots for day following 22-Oct-2020
Pivot	1 day	3 day
R1	344.06	344.67
PP	343.50	344.65
S1	342.95	344.63

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

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