SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Oct-2017

Day Change Summary
	Previous	Current
	09-Oct-2017	10-Oct-2017	Change	Change %	Previous Week
Open	254.63	254.60	-0.03	0.0%	251.49
High	254.70	255.05	0.35	0.1%	254.70
Low	253.65	253.98	0.33	0.1%	251.29
Close	253.95	254.62	0.67	0.3%	254.37
Range	1.05	1.07	0.02	1.9%	3.41
ATR	1.16	1.15	0.00	-0.3%	0.00
Volume	35,803,100	43,057,300	7,254,200	20.3%	325,955,204

Daily Pivots for day following 10-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	257.76	257.26	255.21
R3	256.69	256.19	254.91
R2	255.62	255.62	254.82
R1	255.12	255.12	254.72	255.37
PP	254.55	254.55	254.55	254.68
S1	254.05	254.05	254.52	254.30
S2	253.48	253.48	254.42
S3	252.41	252.98	254.33
S4	251.34	251.91	254.03

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	255.05	252.56	2.49	1.0%	1.07	0.4%	83%	True	False	55,796,520
10	255.05	248.87	6.18	2.4%	1.06	0.4%	93%	True	False	61,617,380
20	255.05	248.08	6.97	2.7%	0.95	0.4%	94%	True	False	61,488,460
40	255.05	241.83	13.22	5.2%	1.20	0.5%	97%	True	False	65,498,020
60	255.05	241.83	13.22	5.2%	1.17	0.5%	97%	True	False	63,560,792
80	255.05	239.96	15.09	5.9%	1.23	0.5%	97%	True	False	62,538,925
100	255.05	237.27	17.78	7.0%	1.22	0.5%	98%	True	False	63,952,065
120	255.05	234.13	20.92	8.2%	1.23	0.5%	98%	True	False	65,755,879

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	0.26
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	259.60
2.618	257.85
1.618	256.78
1.000	256.12
0.618	255.71
HIGH	255.05
0.618	254.64
0.500	254.52
0.382	254.39
LOW	253.98
0.618	253.32
1.000	252.91
1.618	252.25
2.618	251.18
4.250	249.43

Fisher Pivots for day following 10-Oct-2017
Pivot	1 day	3 day
R1	254.59	254.53
PP	254.55	254.44
S1	254.52	254.35

Download as Excel Spreadsheet

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

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