SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Oct-2017

Day Change Summary
	Previous	Current
	10-Oct-2017	11-Oct-2017	Change	Change %	Previous Week
Open	254.60	254.51	-0.09	0.0%	251.49
High	255.05	255.02	-0.03	0.0%	254.70
Low	253.98	254.32	0.34	0.1%	251.29
Close	254.62	255.02	0.40	0.2%	254.37
Range	1.07	0.70	-0.37	-34.6%	3.41
ATR	1.15	1.12	-0.03	-2.8%	0.00
Volume	43,057,300	47,674,300	4,617,000	10.7%	325,955,204

Daily Pivots for day following 11-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	256.89	256.65	255.41
R3	256.19	255.95	255.21
R2	255.49	255.49	255.15
R1	255.25	255.25	255.08	255.37
PP	254.79	254.79	254.79	254.85
S1	254.55	254.55	254.96	254.67
S2	254.09	254.09	254.89
S3	253.39	253.85	254.83
S4	252.69	253.15	254.64

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	253.20	1.85	0.7%	1.03	0.4%	98%	False	False	54,140,660
10	255.05	249.63	5.42	2.1%	0.97	0.4%	99%	False	False	58,284,670
20	255.05	248.08	6.97	2.7%	0.96	0.4%	100%	False	False	60,910,775
40	255.05	241.83	13.22	5.2%	1.20	0.5%	100%	False	False	65,308,810
60	255.05	241.83	13.22	5.2%	1.17	0.5%	100%	False	False	63,642,988
80	255.05	239.96	15.09	5.9%	1.22	0.5%	100%	False	False	62,320,806
100	255.05	238.82	16.23	6.4%	1.21	0.5%	100%	False	False	63,278,695
120	255.05	234.56	20.49	8.0%	1.23	0.5%	100%	False	False	65,233,250

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	258.00
2.618	256.85
1.618	256.15
1.000	255.72
0.618	255.45
HIGH	255.02
0.618	254.75
0.500	254.67
0.382	254.59
LOW	254.32
0.618	253.89
1.000	253.62
1.618	253.19
2.618	252.49
4.250	251.35

Fisher Pivots for day following 11-Oct-2017
Pivot	1 day	3 day
R1	254.90	254.80
PP	254.79	254.57
S1	254.67	254.35

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

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