SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Sep-2018

Day Change Summary
	Previous	Current
	27-Sep-2018	28-Sep-2018	Change	Change %	Previous Week
Open	290.41	289.99	-0.42	-0.1%	291.34
High	291.91	291.28	-0.63	-0.2%	292.24
Low	290.10	289.95	-0.15	-0.1%	289.41
Close	290.69	290.72	0.03	0.0%	290.72
Range	1.81	1.33	-0.48	-26.5%	2.83
ATR	1.90	1.86	-0.04	-2.1%	0.00
Volume	59,249,400	70,091,296	10,841,896	18.3%	306,859,896

Daily Pivots for day following 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	294.64	294.01	291.45
R3	293.31	292.68	291.09
R2	291.98	291.98	290.96
R1	291.35	291.35	290.84	291.67
PP	290.65	290.65	290.65	290.81
S1	290.02	290.02	290.60	290.34
S2	289.32	289.32	290.48
S3	287.99	288.69	290.35
S4	286.66	287.36	289.99

Weekly Pivots for week ending 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	299.28	297.83	292.28
R3	296.45	295.00	291.50
R2	293.62	293.62	291.24
R1	292.17	292.17	290.98	291.48
PP	290.79	290.79	290.79	290.45
S1	289.34	289.34	290.46	288.65
S2	287.96	287.96	290.20
S3	285.13	286.51	289.94
S4	282.30	283.68	289.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	292.24	289.41	2.83	1.0%	1.65	0.6%	46%	False	False	61,371,979
10	293.94	289.03	4.91	1.7%	1.71	0.6%	34%	False	False	69,195,499
20	293.94	286.71	7.23	2.5%	1.70	0.6%	55%	False	False	64,712,154
40	293.94	280.16	13.78	4.7%	1.61	0.6%	77%	False	False	60,481,630
60	293.94	272.72	21.23	7.3%	1.69	0.6%	85%	False	False	60,680,620
80	293.94	268.49	25.45	8.8%	1.82	0.6%	87%	False	False	64,673,047
100	293.94	267.09	26.85	9.2%	1.85	0.6%	88%	False	False	64,998,412
120	293.94	259.05	34.89	12.0%	2.04	0.7%	91%	False	False	67,567,605

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	True
Bull Hook	False
Stretch	0.36
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	296.93
2.618	294.76
1.618	293.43
1.000	292.61
0.618	292.10
HIGH	291.28
0.618	290.77
0.500	290.62
0.382	290.46
LOW	289.95
0.618	289.13
1.000	288.62
1.618	287.80
2.618	286.47
4.250	284.30

Fisher Pivots for day following 28-Sep-2018
Pivot	1 day	3 day
R1	290.69	290.83
PP	290.65	290.79
S1	290.62	290.76

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

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