SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Oct-2017

Day Change Summary
	Previous	Current
	24-Oct-2017	25-Oct-2017	Change	Change %	Previous Week
Open	256.60	256.18	-0.42	-0.2%	255.21
High	256.83	256.31	-0.52	-0.2%	257.14
Low	256.15	254.00	-2.15	-0.8%	254.35
Close	256.56	255.29	-1.27	-0.5%	257.11
Range	0.68	2.31	1.63	239.7%	2.79
ATR	1.03	1.14	0.11	10.6%	0.00
Volume	66,935,900	103,715,200	36,779,300	54.9%	261,750,804

Daily Pivots for day following 25-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	262.13	261.02	256.56
R3	259.82	258.71	255.93
R2	257.51	257.51	255.71
R1	256.40	256.40	255.50	255.80
PP	255.20	255.20	255.20	254.90
S1	254.09	254.09	255.08	253.49
S2	252.89	252.89	254.87
S3	250.58	251.78	254.65
S4	248.27	249.47	254.02

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	254.00	3.51	1.4%	1.47	0.6%	37%	False	True	77,129,280
10	257.51	254.00	3.51	1.4%	1.03	0.4%	37%	False	True	59,818,270
20	257.51	249.63	7.88	3.1%	1.00	0.4%	72%	False	False	59,051,470
40	257.51	244.62	12.89	5.0%	1.04	0.4%	83%	False	False	62,572,788
60	257.51	241.83	15.68	6.1%	1.18	0.5%	86%	False	False	63,983,747
80	257.51	240.34	17.17	6.7%	1.16	0.5%	87%	False	False	61,473,924
100	257.51	239.96	17.55	6.9%	1.22	0.5%	87%	False	False	63,274,927
120	257.51	235.43	22.08	8.6%	1.21	0.5%	90%	False	False	64,197,995

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	0.23
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	266.13
2.618	262.36
1.618	260.05
1.000	258.62
0.618	257.74
HIGH	256.31
0.618	255.43
0.500	255.16
0.382	254.88
LOW	254.00
0.618	252.57
1.000	251.69
1.618	250.26
2.618	247.95
4.250	244.18

Fisher Pivots for day following 25-Oct-2017
Pivot	1 day	3 day
R1	255.25	255.76
PP	255.20	255.60
S1	255.16	255.45

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

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