SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Oct-2017

Day Change Summary
	Previous	Current
	16-Oct-2017	17-Oct-2017	Change	Change %	Previous Week
Open	255.21	255.23	0.02	0.0%	254.63
High	255.51	255.52	0.01	0.0%	255.27
Low	254.82	254.98	0.16	0.1%	253.65
Close	255.29	255.47	0.18	0.1%	254.95
Range	0.69	0.54	-0.15	-21.7%	1.62
ATR	1.03	1.00	-0.04	-3.4%	0.00
Volume	38,221,600	31,560,900	-6,660,700	-17.4%	228,400,200

Daily Pivots for day following 17-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	256.94	256.75	255.77
R3	256.40	256.21	255.62
R2	255.86	255.86	255.57
R1	255.67	255.67	255.52	255.77
PP	255.32	255.32	255.32	255.37
S1	255.13	255.13	255.42	255.23
S2	254.78	254.78	255.37
S3	254.24	254.59	255.32
S4	253.70	254.05	255.17

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	255.52	254.32	1.20	0.5%	0.65	0.3%	96%	True	False	43,864,460
10	255.52	252.56	2.96	1.2%	0.86	0.3%	98%	True	False	49,830,490
20	255.52	248.08	7.44	2.9%	0.95	0.4%	99%	True	False	55,282,080
40	255.52	242.93	12.59	4.9%	1.06	0.4%	100%	True	False	59,914,422
60	255.52	241.83	13.69	5.4%	1.15	0.5%	100%	True	False	62,612,080
80	255.52	239.96	15.56	6.1%	1.20	0.5%	100%	True	False	61,666,174
100	255.52	239.96	15.56	6.1%	1.20	0.5%	100%	True	False	62,769,126
120	255.52	235.43	20.09	7.9%	1.20	0.5%	100%	True	False	63,846,810

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	257.82
2.618	256.93
1.618	256.39
1.000	256.06
0.618	255.85
HIGH	255.52
0.618	255.31
0.500	255.25
0.382	255.19
LOW	254.98
0.618	254.65
1.000	254.44
1.618	254.11
2.618	253.57
4.250	252.69

Fisher Pivots for day following 17-Oct-2017
Pivot	1 day	3 day
R1	255.40	255.34
PP	255.32	255.21
S1	255.25	255.08

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

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