SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Oct-2017

Day Change Summary
	Previous	Current
	13-Oct-2017	16-Oct-2017	Change	Change %	Previous Week
Open	255.14	255.21	0.07	0.0%	254.63
High	255.27	255.51	0.24	0.1%	255.27
Low	254.64	254.82	0.18	0.1%	253.65
Close	254.95	255.29	0.34	0.1%	254.95
Range	0.63	0.69	0.06	9.5%	1.62
ATR	1.06	1.03	-0.03	-2.5%	0.00
Volume	54,800,400	38,221,600	-16,578,800	-30.3%	228,400,200

Daily Pivots for day following 16-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	257.28	256.97	255.67
R3	256.59	256.28	255.48
R2	255.90	255.90	255.42
R1	255.59	255.59	255.35	255.75
PP	255.21	255.21	255.21	255.28
S1	254.90	254.90	255.23	255.06
S2	254.52	254.52	255.16
S3	253.83	254.21	255.10
S4	253.14	253.52	254.91

Weekly Pivots for week ending 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	259.48	258.84	255.84
R3	257.86	257.22	255.40
R2	256.24	256.24	255.25
R1	255.60	255.60	255.10	255.92
PP	254.62	254.62	254.62	254.79
S1	253.98	253.98	254.80	254.30
S2	253.00	253.00	254.65
S3	251.38	252.36	254.50
S4	249.76	250.74	254.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	255.51	253.98	1.53	0.6%	0.76	0.3%	86%	True	False	46,163,740
10	255.51	252.23	3.28	1.3%	0.87	0.3%	93%	True	False	53,355,410
20	255.51	248.08	7.43	2.9%	0.94	0.4%	97%	True	False	56,059,440
40	255.51	241.83	13.68	5.4%	1.09	0.4%	98%	True	False	60,762,142
60	255.51	241.83	13.68	5.4%	1.16	0.5%	98%	True	False	62,863,102
80	255.51	239.96	15.55	6.1%	1.21	0.5%	99%	True	False	62,108,997
100	255.51	239.96	15.55	6.1%	1.21	0.5%	99%	True	False	63,094,233
120	255.51	235.43	20.08	7.9%	1.20	0.5%	99%	True	False	64,062,222

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	258.44
2.618	257.32
1.618	256.63
1.000	256.20
0.618	255.94
HIGH	255.51
0.618	255.25
0.500	255.17
0.382	255.08
LOW	254.82
0.618	254.39
1.000	254.13
1.618	253.70
2.618	253.01
4.250	251.89

Fisher Pivots for day following 16-Oct-2017
Pivot	1 day	3 day
R1	255.25	255.17
PP	255.21	255.06
S1	255.17	254.94

Download as Excel Spreadsheet

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

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