SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Nov-2017

Day Change Summary
	Previous	Current
	01-Nov-2017	02-Nov-2017	Change	Change %	Previous Week
Open	258.04	257.41	-0.63	-0.2%	257.48
High	258.43	257.75	-0.68	-0.3%	257.89
Low	257.07	256.19	-0.88	-0.3%	254.00
Close	257.49	257.59	0.10	0.0%	257.71
Range	1.36	1.56	0.20	14.7%	3.89
ATR	1.19	1.22	0.03	2.2%	0.00
Volume	54,202,700	56,449,500	2,246,800	4.1%	389,926,800

Daily Pivots for day following 02-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	261.86	261.28	258.45
R3	260.30	259.72	258.02
R2	258.74	258.74	257.88
R1	258.16	258.16	257.73	258.45
PP	257.18	257.18	257.18	257.32
S1	256.60	256.60	257.45	256.89
S2	255.62	255.62	257.30
S3	254.06	255.04	257.16
S4	252.50	253.48	256.73

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	255.63	2.81	1.1%	1.40	0.5%	70%	False	False	62,160,999
10	258.43	254.00	4.43	1.7%	1.37	0.5%	81%	False	False	70,434,560
20	258.43	253.65	4.78	1.9%	1.09	0.4%	82%	False	False	59,298,310
40	258.43	246.30	12.13	4.7%	1.02	0.4%	93%	False	False	61,208,067
60	258.43	241.83	16.60	6.4%	1.20	0.5%	95%	False	False	65,250,365
80	258.43	241.83	16.60	6.4%	1.15	0.4%	95%	False	False	62,167,169
100	258.43	239.96	18.47	7.2%	1.22	0.5%	95%	False	False	62,591,940
120	258.43	235.43	23.00	8.9%	1.23	0.5%	96%	False	False	64,601,081

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.36
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	264.38
2.618	261.83
1.618	260.27
1.000	259.31
0.618	258.71
HIGH	257.75
0.618	257.15
0.500	256.97
0.382	256.79
LOW	256.19
0.618	255.23
1.000	254.63
1.618	253.67
2.618	252.11
4.250	249.56

Fisher Pivots for day following 02-Nov-2017
Pivot	1 day	3 day
R1	257.38	257.50
PP	257.18	257.40
S1	256.97	257.31

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

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