SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Oct-2017

Day Change Summary
	Previous	Current
	18-Oct-2017	19-Oct-2017	Change	Change %	Previous Week
Open	255.90	254.83	-1.07	-0.4%	254.63
High	255.95	255.83	-0.12	0.0%	255.27
Low	255.50	254.35	-1.15	-0.5%	253.65
Close	255.72	255.79	0.07	0.0%	254.95
Range	0.45	1.48	1.03	228.9%	1.62
ATR	0.96	1.00	0.04	3.9%	0.00
Volume	40,888,300	61,903,700	21,015,400	51.4%	228,400,200

Daily Pivots for day following 19-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	259.76	259.26	256.60
R3	258.28	257.78	256.20
R2	256.80	256.80	256.06
R1	256.30	256.30	255.93	256.55
PP	255.32	255.32	255.32	255.45
S1	254.82	254.82	255.65	255.07
S2	253.84	253.84	255.52
S3	252.36	253.34	255.38
S4	250.88	251.86	254.98

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	255.95	254.35	1.60	0.6%	0.76	0.3%	90%	False	True	45,474,980
10	255.95	253.65	2.30	0.9%	0.82	0.3%	93%	False	False	48,162,060
20	255.95	248.08	7.87	3.1%	0.94	0.4%	98%	False	False	55,032,415
40	255.95	242.93	13.02	5.1%	1.04	0.4%	99%	False	False	59,650,625
60	255.95	241.83	14.12	5.5%	1.17	0.5%	99%	False	False	62,617,098
80	255.95	239.96	15.99	6.3%	1.18	0.5%	99%	False	False	61,214,224
100	255.95	239.96	15.99	6.3%	1.21	0.5%	99%	False	False	62,978,729
120	255.95	235.43	20.52	8.0%	1.20	0.5%	99%	False	False	63,616,616

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	262.12
2.618	259.70
1.618	258.22
1.000	257.31
0.618	256.74
HIGH	255.83
0.618	255.26
0.500	255.09
0.382	254.92
LOW	254.35
0.618	253.44
1.000	252.87
1.618	251.96
2.618	250.48
4.250	248.06

Fisher Pivots for day following 19-Oct-2017
Pivot	1 day	3 day
R1	255.56	255.58
PP	255.32	255.36
S1	255.09	255.15

Download as Excel Spreadsheet

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

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