SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Oct-2018

Day Change Summary
	Previous	Current
	28-Sep-2018	01-Oct-2018	Change	Change %	Previous Week
Open	289.99	292.11	2.12	0.7%	291.34
High	291.28	292.93	1.65	0.6%	292.24
Low	289.95	290.98	1.03	0.4%	289.41
Close	290.72	291.73	1.01	0.3%	290.72
Range	1.33	1.95	0.62	46.6%	2.83
ATR	1.86	1.88	0.03	1.4%	0.00
Volume	70,091,296	62,078,900	-8,012,396	-11.4%	306,859,896

Daily Pivots for day following 01-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	297.73	296.68	292.80
R3	295.78	294.73	292.27
R2	293.83	293.83	292.09
R1	292.78	292.78	291.91	292.33
PP	291.88	291.88	291.88	291.66
S1	290.83	290.83	291.55	290.38
S2	289.93	289.93	291.37
S3	287.98	288.88	291.19
S4	286.03	286.93	290.66

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	292.93	289.41	3.52	1.2%	1.82	0.6%	66%	True	False	63,105,839
10	293.94	289.41	4.53	1.6%	1.72	0.6%	51%	False	False	68,578,989
20	293.94	286.71	7.23	2.5%	1.72	0.6%	69%	False	False	64,509,059
40	293.94	280.16	13.78	4.7%	1.62	0.6%	84%	False	False	60,685,220
60	293.94	276.50	17.44	6.0%	1.67	0.6%	87%	False	False	60,607,041
80	293.94	268.49	25.45	8.7%	1.82	0.6%	91%	False	False	64,536,916
100	293.94	267.76	26.18	9.0%	1.85	0.6%	92%	False	False	65,022,540
120	293.94	259.05	34.89	12.0%	2.04	0.7%	94%	False	False	67,325,427

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	0.44
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	301.22
2.618	298.04
1.618	296.09
1.000	294.88
0.618	294.14
HIGH	292.93
0.618	292.19
0.500	291.96
0.382	291.72
LOW	290.98
0.618	289.77
1.000	289.03
1.618	287.82
2.618	285.87
4.250	282.69

Fisher Pivots for day following 01-Oct-2018
Pivot	1 day	3 day
R1	291.96	291.63
PP	291.88	291.54
S1	291.81	291.44

Download as Excel Spreadsheet

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

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