SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Oct-2017

Day Change Summary
	Previous	Current
	27-Oct-2017	30-Oct-2017	Change	Change %	Previous Week
Open	256.54	257.07	0.53	0.2%	257.48
High	257.89	257.60	-0.29	-0.1%	257.89
Low	255.63	256.41	0.79	0.3%	254.00
Close	257.71	256.75	-0.96	-0.4%	257.71
Range	2.27	1.19	-1.08	-47.5%	3.89
ATR	1.21	1.22	0.01	0.5%	0.00
Volume	85,562,496	54,285,600	-31,276,896	-36.6%	389,926,800

Daily Pivots for day following 30-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	260.49	259.81	257.40
R3	259.30	258.62	257.08
R2	258.11	258.11	256.97
R1	257.43	257.43	256.86	257.18
PP	256.92	256.92	256.92	256.79
S1	256.24	256.24	256.64	255.99
S2	255.73	255.73	256.53
S3	254.54	255.05	256.42
S4	253.35	253.86	256.10

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	268.20	266.85	259.85
R3	264.31	262.96	258.78
R2	260.42	260.42	258.42
R1	259.07	259.07	258.07	259.75
PP	256.53	256.53	256.53	256.87
S1	255.18	255.18	257.35	255.86
S2	252.64	252.64	257.00
S3	248.75	251.29	256.64
S4	244.86	247.40	255.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	257.89	254.00	3.89	1.5%	1.45	0.6%	71%	False	False	76,059,420
10	257.89	254.00	3.89	1.5%	1.26	0.5%	71%	False	False	66,774,160
20	257.89	252.23	5.66	2.2%	1.07	0.4%	80%	False	False	60,064,785
40	257.89	244.95	12.94	5.0%	1.04	0.4%	91%	False	False	62,117,900
60	257.89	241.83	16.06	6.3%	1.21	0.5%	93%	False	False	65,006,865
80	257.89	240.85	17.04	6.6%	1.16	0.5%	93%	False	False	61,863,060
100	257.89	239.96	17.93	7.0%	1.23	0.5%	94%	False	False	63,666,684
120	257.89	235.43	22.46	8.7%	1.22	0.5%	95%	False	False	64,661,356

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	262.66
2.618	260.72
1.618	259.53
1.000	258.79
0.618	258.34
HIGH	257.60
0.618	257.15
0.500	257.01
0.382	256.86
LOW	256.41
0.618	255.67
1.000	255.22
1.618	254.48
2.618	253.29
4.250	251.35

Fisher Pivots for day following 30-Oct-2017
Pivot	1 day	3 day
R1	257.01	256.73
PP	256.92	256.71
S1	256.84	256.69

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

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