SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Oct-2019

Day Change Summary
	Previous	Current
	17-Oct-2019	18-Oct-2019	Change	Change %	Previous Week
Open	299.68	298.69	-0.99	-0.3%	295.93
High	300.24	299.40	-0.85	-0.3%	300.24
Low	298.52	296.99	-1.53	-0.5%	295.57
Close	299.28	297.97	-1.31	-0.4%	297.97
Range	1.73	2.41	0.68	39.4%	4.67
ATR	3.33	3.26	-0.07	-2.0%	0.00
Volume	46,784,800	64,338,000	17,553,200	37.5%	250,065,200

Daily Pivots for day following 18-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	305.33	304.06	299.29
R3	302.93	301.65	298.63
R2	300.52	300.52	298.41
R1	299.25	299.25	298.19	298.68
PP	298.12	298.12	298.12	297.84
S1	296.84	296.84	297.75	296.28
S2	295.71	295.71	297.53
S3	293.31	294.44	297.31
S4	290.90	292.03	296.65

Weekly Pivots for week ending 18-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	311.94	309.62	300.54
R3	307.27	304.95	299.25
R2	302.60	302.60	298.83
R1	300.28	300.28	298.40	301.44
PP	297.93	297.93	297.93	298.51
S1	295.61	295.61	297.54	296.77
S2	293.26	293.26	297.11
S3	288.59	290.94	296.69
S4	283.92	286.27	295.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	300.24	295.57	4.67	1.6%	1.84	0.6%	51%	False	False	50,013,040
10	300.24	288.49	11.75	3.9%	2.45	0.8%	81%	False	False	63,648,249
20	300.24	284.82	15.42	5.2%	3.15	1.1%	85%	False	False	70,896,155
40	302.63	283.47	19.16	6.4%	2.99	1.0%	76%	False	False	70,049,965
60	302.63	281.72	20.91	7.0%	3.37	1.1%	78%	False	False	76,771,388
80	302.63	281.72	20.91	7.0%	3.00	1.0%	78%	False	False	70,103,442
100	302.63	273.09	29.54	9.9%	2.87	1.0%	84%	False	False	69,983,905
120	302.63	273.09	29.54	9.9%	2.95	1.0%	84%	False	False	72,412,369

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	309.62
2.618	305.69
1.618	303.29
1.000	301.80
0.618	300.88
HIGH	299.40
0.618	298.48
0.500	298.19
0.382	297.91
LOW	296.99
0.618	295.50
1.000	294.59
1.618	293.10
2.618	290.69
4.250	286.77

Fisher Pivots for day following 18-Oct-2019
Pivot	1 day	3 day
R1	298.19	298.62
PP	298.12	298.40
S1	298.04	298.19

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

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