SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Nov-2017

Day Change Summary
	Previous	Current
	02-Nov-2017	03-Nov-2017	Change	Change %	Previous Week
Open	257.41	257.77	0.36	0.1%	257.07
High	257.75	258.50	0.75	0.3%	258.50
Low	256.19	257.30	1.11	0.4%	256.19
Close	257.59	258.45	0.86	0.3%	258.45
Range	1.56	1.20	-0.36	-23.1%	2.31
ATR	1.22	1.22	0.00	-0.1%	0.00
Volume	56,449,500	59,589,700	3,140,200	5.6%	284,832,200

Daily Pivots for day following 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	261.68	261.27	259.11
R3	260.48	260.07	258.78
R2	259.28	259.28	258.67
R1	258.87	258.87	258.56	259.08
PP	258.08	258.08	258.08	258.19
S1	257.67	257.67	258.34	257.88
S2	256.88	256.88	258.23
S3	255.68	256.47	258.12
S4	254.48	255.27	257.79

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	264.64	263.86	259.72
R3	262.33	261.55	259.09
R2	260.02	260.02	258.87
R1	259.24	259.24	258.66	259.63
PP	257.71	257.71	257.71	257.91
S1	256.93	256.93	258.24	257.32
S2	255.40	255.40	258.03
S3	253.09	254.62	257.81
S4	250.78	252.31	257.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	258.50	256.19	2.31	0.9%	1.19	0.5%	98%	True	False	56,966,440
10	258.50	254.00	4.50	1.7%	1.35	0.5%	99%	True	False	67,475,900
20	258.50	253.65	4.85	1.9%	1.11	0.4%	99%	True	False	58,245,500
40	258.50	248.02	10.48	4.1%	1.03	0.4%	100%	True	False	61,101,990
60	258.50	241.83	16.67	6.4%	1.18	0.5%	100%	True	False	64,235,537
80	258.50	241.83	16.67	6.4%	1.16	0.4%	100%	True	False	62,418,645
100	258.50	239.96	18.54	7.2%	1.21	0.5%	100%	True	False	62,401,814
120	258.50	235.43	23.07	8.9%	1.23	0.5%	100%	True	False	64,670,648

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.36
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	263.60
2.618	261.64
1.618	260.44
1.000	259.70
0.618	259.24
HIGH	258.50
0.618	258.04
0.500	257.90
0.382	257.76
LOW	257.30
0.618	256.56
1.000	256.10
1.618	255.36
2.618	254.16
4.250	252.20

Fisher Pivots for day following 03-Nov-2017
Pivot	1 day	3 day
R1	258.27	258.08
PP	258.08	257.71
S1	257.90	257.35

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

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