SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Oct-2017

Day Change Summary
	Previous	Current
	06-Oct-2017	09-Oct-2017	Change	Change %	Previous Week
Open	254.15	254.63	0.48	0.2%	251.49
High	254.70	254.70	0.00	0.0%	254.70
Low	253.85	253.65	-0.20	-0.1%	251.29
Close	254.37	253.95	-0.42	-0.2%	254.37
Range	0.85	1.05	0.20	23.5%	3.41
ATR	1.16	1.16	-0.01	-0.7%	0.00
Volume	80,645,904	35,803,100	-44,842,804	-55.6%	325,955,204

Daily Pivots for day following 09-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	257.25	256.65	254.53
R3	256.20	255.60	254.24
R2	255.15	255.15	254.14
R1	254.55	254.55	254.05	254.33
PP	254.10	254.10	254.10	253.99
S1	253.50	253.50	253.85	253.28
S2	253.05	253.05	253.76
S3	252.00	252.45	253.66
S4	250.95	251.40	253.37

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	263.68	262.44	256.25
R3	260.27	259.03	255.31
R2	256.86	256.86	255.00
R1	255.62	255.62	254.68	256.24
PP	253.45	253.45	253.45	253.77
S1	252.21	252.21	254.06	252.83
S2	250.04	250.04	253.74
S3	246.63	248.80	253.43
S4	243.22	245.39	252.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	254.70	252.23	2.47	1.0%	0.98	0.4%	70%	True	False	60,547,080
10	254.70	248.81	5.90	2.3%	1.05	0.4%	87%	True	False	62,719,840
20	254.70	248.08	6.62	2.6%	0.93	0.4%	89%	True	False	62,180,395
40	254.70	241.83	12.87	5.1%	1.21	0.5%	94%	True	False	66,253,885
60	254.70	241.83	12.87	5.1%	1.17	0.5%	94%	True	False	63,402,035
80	254.70	239.96	14.74	5.8%	1.23	0.5%	95%	True	False	63,057,621
100	254.70	235.43	19.27	7.6%	1.23	0.5%	96%	True	False	64,591,968
120	254.70	233.78	20.92	8.2%	1.24	0.5%	96%	True	False	66,168,502

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	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	259.16
2.618	257.45
1.618	256.40
1.000	255.75
0.618	255.35
HIGH	254.70
0.618	254.30
0.500	254.18
0.382	254.05
LOW	253.65
0.618	253.00
1.000	252.60
1.618	251.95
2.618	250.90
4.250	249.19

Fisher Pivots for day following 09-Oct-2017
Pivot	1 day	3 day
R1	254.18	253.95
PP	254.10	253.95
S1	254.03	253.95

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

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