SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Oct-2018

Day Change Summary
	Previous	Current
	02-Oct-2018	03-Oct-2018	Change	Change %	Previous Week
Open	291.56	292.74	1.18	0.4%	291.34
High	292.36	293.21	0.86	0.3%	292.24
Low	291.14	291.32	0.18	0.1%	289.41
Close	291.56	291.72	0.16	0.1%	290.72
Range	1.22	1.89	0.68	55.6%	2.83
ATR	1.83	1.84	0.00	0.2%	0.00
Volume	47,258,200	64,694,500	17,436,300	36.9%	306,859,896

Daily Pivots for day following 03-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	297.75	296.63	292.76
R3	295.86	294.74	292.24
R2	293.97	293.97	292.07
R1	292.85	292.85	291.89	292.47
PP	292.08	292.08	292.08	291.89
S1	290.96	290.96	291.55	290.58
S2	290.19	290.19	291.37
S3	288.30	289.07	291.20
S4	286.41	287.18	290.68

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	293.21	289.95	3.26	1.1%	1.64	0.6%	54%	True	False	60,674,459
10	293.94	289.41	4.53	1.6%	1.74	0.6%	51%	False	False	68,673,169
20	293.94	286.71	7.23	2.5%	1.71	0.6%	69%	False	False	63,604,359
40	293.94	280.16	13.78	4.7%	1.64	0.6%	84%	False	False	61,419,102
60	293.94	276.52	17.42	6.0%	1.68	0.6%	87%	False	False	60,764,300
80	293.94	268.49	25.45	8.7%	1.82	0.6%	91%	False	False	64,298,422
100	293.94	267.76	26.18	9.0%	1.84	0.6%	92%	False	False	64,822,712
120	293.94	259.05	34.89	12.0%	2.02	0.7%	94%	False	False	66,975,287

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.51
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	301.24
2.618	298.16
1.618	296.27
1.000	295.10
0.618	294.38
HIGH	293.21
0.618	292.49
0.500	292.27
0.382	292.04
LOW	291.32
0.618	290.15
1.000	289.43
1.618	288.26
2.618	286.37
4.250	283.29

Fisher Pivots for day following 03-Oct-2018
Pivot	1 day	3 day
R1	292.27	292.10
PP	292.08	291.97
S1	291.90	291.85

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

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