SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Oct-2017

Day Change Summary
	Previous	Current
	11-Oct-2017	12-Oct-2017	Change	Change %	Previous Week
Open	254.51	254.66	0.15	0.1%	251.49
High	255.02	255.06	0.04	0.0%	254.70
Low	254.32	254.37	0.05	0.0%	251.29
Close	255.02	254.64	-0.38	-0.1%	254.37
Range	0.70	0.70	-0.01	-0.7%	3.41
ATR	1.12	1.09	-0.03	-2.7%	0.00
Volume	47,674,300	47,065,100	-609,200	-1.3%	325,955,204

Daily Pivots for day following 12-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	256.77	256.40	255.02
R3	256.08	255.71	254.83
R2	255.38	255.38	254.77
R1	255.01	255.01	254.70	254.85
PP	254.69	254.69	254.69	254.61
S1	254.32	254.32	254.58	254.16
S2	253.99	253.99	254.51
S3	253.30	253.62	254.45
S4	252.60	252.93	254.26

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	255.06	253.65	1.41	0.6%	0.87	0.3%	70%	True	False	50,849,140
10	255.06	250.13	4.93	1.9%	0.96	0.4%	91%	True	False	58,513,300
20	255.06	248.08	6.98	2.7%	0.96	0.4%	94%	True	False	58,491,715
40	255.06	241.83	13.23	5.2%	1.19	0.5%	97%	True	False	65,067,550
60	255.06	241.83	13.23	5.2%	1.16	0.5%	97%	True	False	63,576,837
80	255.06	239.96	15.10	5.9%	1.22	0.5%	97%	True	False	62,197,791
100	255.06	239.51	15.55	6.1%	1.21	0.5%	97%	True	False	63,139,240
120	255.06	235.43	19.63	7.7%	1.21	0.5%	98%	True	False	64,632,044

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	258.01
2.618	256.88
1.618	256.18
1.000	255.76
0.618	255.49
HIGH	255.06
0.618	254.79
0.500	254.71
0.382	254.63
LOW	254.37
0.618	253.94
1.000	253.67
1.618	253.24
2.618	252.55
4.250	251.41

Fisher Pivots for day following 12-Oct-2017
Pivot	1 day	3 day
R1	254.71	254.60
PP	254.69	254.56
S1	254.66	254.52

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

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