SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Oct-2017

Day Change Summary
	Previous	Current
	20-Oct-2017	23-Oct-2017	Change	Change %	Previous Week
Open	256.70	257.48	0.78	0.3%	255.21
High	257.14	257.51	0.37	0.1%	257.14
Low	255.77	256.02	0.25	0.1%	254.35
Close	257.11	256.11	-1.00	-0.4%	257.11
Range	1.37	1.49	0.12	8.8%	2.79
ATR	1.02	1.06	0.03	3.3%	0.00
Volume	89,176,304	63,915,300	-25,261,004	-28.3%	261,750,804

Daily Pivots for day following 23-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	261.02	260.05	256.93
R3	259.53	258.56	256.52
R2	258.04	258.04	256.38
R1	257.07	257.07	256.25	256.81
PP	256.55	256.55	256.55	256.42
S1	255.58	255.58	255.97	255.32
S2	255.06	255.06	255.84
S3	253.57	254.09	255.70
S4	252.08	252.60	255.29

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	264.57	263.63	258.64
R3	261.78	260.84	257.88
R2	258.99	258.99	257.62
R1	258.05	258.05	257.37	258.52
PP	256.20	256.20	256.20	256.44
S1	255.26	255.26	256.85	255.73
S2	253.41	253.41	256.60
S3	250.62	252.47	256.34
S4	247.83	249.68	255.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	257.51	254.35	3.16	1.2%	1.07	0.4%	56%	True	False	57,488,900
10	257.51	253.98	3.53	1.4%	0.91	0.4%	60%	True	False	51,826,320
20	257.51	248.81	8.71	3.4%	0.98	0.4%	84%	True	False	57,273,080
40	257.51	242.93	14.58	5.7%	1.04	0.4%	90%	True	False	60,598,228
60	257.51	241.83	15.68	6.1%	1.16	0.5%	91%	True	False	63,154,378
80	257.51	240.34	17.17	6.7%	1.15	0.5%	92%	True	False	60,915,465
100	257.51	239.96	17.55	6.9%	1.21	0.5%	92%	True	False	62,902,065
120	257.51	235.43	22.08	8.6%	1.20	0.5%	94%	True	False	63,804,768

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	0.26
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	263.84
2.618	261.41
1.618	259.92
1.000	259.00
0.618	258.43
HIGH	257.51
0.618	256.94
0.500	256.77
0.382	256.59
LOW	256.02
0.618	255.10
1.000	254.53
1.618	253.61
2.618	252.12
4.250	249.69

Fisher Pivots for day following 23-Oct-2017
Pivot	1 day	3 day
R1	256.77	256.05
PP	256.55	255.99
S1	256.33	255.93

Download as Excel Spreadsheet

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

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