SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Nov-2017

Day Change Summary
	Previous	Current
	31-Oct-2017	01-Nov-2017	Change	Change %	Previous Week
Open	257.18	258.04	0.86	0.3%	257.48
High	257.44	258.43	0.99	0.4%	257.89
Low	256.81	257.07	0.27	0.1%	254.00
Close	257.15	257.49	0.34	0.1%	257.71
Range	0.64	1.36	0.73	114.2%	3.89
ATR	1.18	1.19	0.01	1.1%	0.00
Volume	60,304,700	54,202,700	-6,102,000	-10.1%	389,926,800

Daily Pivots for day following 01-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	261.74	260.98	258.24
R3	260.38	259.62	257.86
R2	259.02	259.02	257.74
R1	258.26	258.26	257.61	257.96
PP	257.66	257.66	257.66	257.52
S1	256.90	256.90	257.37	256.60
S2	256.30	256.30	257.24
S3	254.94	255.54	257.12
S4	253.58	254.18	256.74

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	258.43	255.48	2.95	1.1%	1.25	0.5%	68%	True	False	64,830,680
10	258.43	254.00	4.43	1.7%	1.36	0.5%	79%	True	False	70,979,980
20	258.43	253.20	5.23	2.0%	1.09	0.4%	82%	True	False	59,651,970
40	258.43	246.30	12.13	4.7%	1.00	0.4%	92%	True	False	61,247,697
60	258.43	241.83	16.60	6.4%	1.20	0.5%	94%	True	False	65,353,417
80	258.43	241.83	16.60	6.4%	1.15	0.4%	94%	True	False	62,206,680
100	258.43	239.96	18.47	7.2%	1.21	0.5%	95%	True	False	62,628,114
120	258.43	235.43	23.00	8.9%	1.22	0.5%	96%	True	False	64,646,660

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	264.21
2.618	261.99
1.618	260.63
1.000	259.79
0.618	259.27
HIGH	258.43
0.618	257.91
0.500	257.75
0.382	257.59
LOW	257.07
0.618	256.23
1.000	255.71
1.618	254.87
2.618	253.51
4.250	251.29

Fisher Pivots for day following 01-Nov-2017
Pivot	1 day	3 day
R1	257.75	257.47
PP	257.66	257.44
S1	257.58	257.42

Download as Excel Spreadsheet

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

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