SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Oct-2019

Day Change Summary
	Previous	Current
	30-Oct-2019	31-Oct-2019	Change	Change %	Previous Week
Open	303.43	304.13	0.70	0.2%	299.42
High	304.55	304.13	-0.42	-0.1%	302.20
Low	301.99	301.73	-0.26	-0.1%	298.50
Close	304.14	303.33	-0.81	-0.3%	301.60
Range	2.56	2.40	-0.16	-6.3%	3.71
ATR	2.70	2.68	-0.02	-0.8%	0.00
Volume	49,643,900	69,053,696	19,409,796	39.1%	204,641,500

Daily Pivots for day following 31-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	310.26	309.20	304.65
R3	307.86	306.80	303.99
R2	305.46	305.46	303.77
R1	304.40	304.40	303.55	303.73
PP	303.06	303.06	303.06	302.73
S1	302.00	302.00	303.11	301.33
S2	300.66	300.66	302.89
S3	298.26	299.60	302.67
S4	295.86	297.20	302.01

Weekly Pivots for week ending 25-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	311.88	310.45	303.64
R3	308.18	306.74	302.62
R2	304.47	304.47	302.28
R1	303.04	303.04	301.94	303.75
PP	300.77	300.77	300.77	301.12
S1	299.33	299.33	301.26	300.05
S2	297.06	297.06	300.92
S3	293.36	295.63	300.58
S4	289.65	291.92	299.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	304.55	299.68	4.87	1.6%	1.96	0.6%	75%	False	False	50,066,959
10	304.55	296.99	7.56	2.5%	1.85	0.6%	84%	False	False	47,410,889
20	304.55	288.49	16.06	5.3%	2.22	0.7%	92%	False	False	55,647,699
40	304.55	284.82	19.73	6.5%	2.55	0.8%	94%	False	False	63,529,065
60	304.55	282.39	22.16	7.3%	3.01	1.0%	94%	False	False	68,055,405
80	304.55	281.72	22.83	7.5%	2.98	1.0%	95%	False	False	69,245,172
100	304.55	281.72	22.83	7.5%	2.77	0.9%	95%	False	False	67,508,028
120	304.55	273.09	31.46	10.4%	2.78	0.9%	96%	False	False	68,494,356

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	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	314.33
2.618	310.41
1.618	308.01
1.000	306.53
0.618	305.61
HIGH	304.13
0.618	303.21
0.500	302.93
0.382	302.65
LOW	301.73
0.618	300.25
1.000	299.33
1.618	297.85
2.618	295.45
4.250	291.53

Fisher Pivots for day following 31-Oct-2019
Pivot	1 day	3 day
R1	303.20	303.27
PP	303.06	303.20
S1	302.93	303.14

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

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