SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Oct-2017

Day Change Summary
	Previous	Current
	03-Oct-2017	04-Oct-2017	Change	Change %	Previous Week
Open	252.46	252.69	0.23	0.1%	249.15
High	252.89	253.44	0.55	0.2%	251.32
Low	252.23	252.56	0.33	0.1%	248.08
Close	252.86	253.16	0.30	0.1%	251.23
Range	0.66	0.88	0.22	33.3%	3.24
ATR	1.18	1.16	-0.02	-1.8%	0.00
Volume	66,810,100	55,953,600	-10,856,500	-16.2%	322,504,400

Daily Pivots for day following 04-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	255.69	255.31	253.64
R3	254.81	254.43	253.40
R2	253.93	253.93	253.32
R1	253.55	253.55	253.24	253.74
PP	253.05	253.05	253.05	253.15
S1	252.67	252.67	253.08	252.86
S2	252.17	252.17	253.00
S3	251.29	251.79	252.92
S4	250.41	250.91	252.68

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	259.93	258.82	253.01
R3	256.69	255.58	252.12
R2	253.45	253.45	251.82
R1	252.34	252.34	251.53	252.90
PP	250.21	250.21	250.21	250.49
S1	249.10	249.10	250.93	249.66
S2	246.97	246.97	250.64
S3	243.73	245.86	250.34
S4	240.49	242.62	249.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	253.44	249.63	3.81	1.5%	0.91	0.4%	93%	True	False	62,428,680
10	253.44	248.08	5.36	2.1%	1.00	0.4%	95%	True	False	60,371,630
20	253.44	246.30	7.14	2.8%	0.91	0.4%	96%	True	False	62,843,425
40	253.44	241.83	11.61	4.6%	1.25	0.5%	98%	True	False	68,204,140
60	253.44	241.83	11.61	4.6%	1.17	0.5%	98%	True	False	63,058,250
80	253.44	239.96	13.48	5.3%	1.24	0.5%	98%	True	False	63,372,150
100	253.44	235.43	18.01	7.1%	1.25	0.5%	98%	True	False	65,645,598
120	253.44	232.88	20.56	8.1%	1.25	0.5%	99%	True	False	66,504,829

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	257.18
2.618	255.74
1.618	254.86
1.000	254.32
0.618	253.98
HIGH	253.44
0.618	253.10
0.500	253.00
0.382	252.90
LOW	252.56
0.618	252.02
1.000	251.68
1.618	251.14
2.618	250.26
4.250	248.82

Fisher Pivots for day following 04-Oct-2017
Pivot	1 day	3 day
R1	253.11	252.90
PP	253.05	252.63
S1	253.00	252.37

Download as Excel Spreadsheet

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

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