SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Oct-2018

Day Change Summary
	Previous	Current
	04-Oct-2018	05-Oct-2018	Change	Change %	Previous Week
Open	291.18	289.69	-1.49	-0.5%	292.11
High	291.24	290.27	-0.97	-0.3%	293.21
Low	287.66	286.22	-1.44	-0.5%	286.22
Close	289.44	287.82	-1.62	-0.6%	287.82
Range	3.58	4.05	0.47	13.1%	6.99
ATR	2.00	2.14	0.15	7.4%	0.00
Volume	111,545,904	105,951,696	-5,594,208	-5.0%	391,529,200

Daily Pivots for day following 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	300.25	298.09	290.05
R3	296.20	294.04	288.93
R2	292.15	292.15	288.56
R1	289.99	289.99	288.19	289.05
PP	288.10	288.10	288.10	287.63
S1	285.94	285.94	287.45	285.00
S2	284.05	284.05	287.08
S3	280.00	281.89	286.71
S4	275.95	277.84	285.59

Weekly Pivots for week ending 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	310.05	305.93	291.66
R3	303.06	298.94	289.74
R2	296.07	296.07	289.10
R1	291.95	291.95	288.46	290.52
PP	289.08	289.08	289.08	288.37
S1	284.96	284.96	287.18	283.53
S2	282.09	282.09	286.54
S3	275.10	277.97	285.90
S4	268.11	270.98	283.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	293.21	286.22	6.99	2.4%	2.54	0.9%	23%	False	True	78,305,840
10	293.21	286.22	6.99	2.4%	2.10	0.7%	23%	False	True	69,838,909
20	293.94	286.22	7.72	2.7%	1.87	0.6%	21%	False	True	67,507,509
40	293.94	280.16	13.78	4.8%	1.78	0.6%	56%	False	False	64,910,757
60	293.94	278.41	15.53	5.4%	1.75	0.6%	61%	False	False	62,102,938
80	293.94	268.49	25.45	8.8%	1.88	0.7%	76%	False	False	65,124,647
100	293.94	267.76	26.18	9.1%	1.88	0.7%	77%	False	False	65,579,422
120	293.94	259.05	34.89	12.1%	2.05	0.7%	82%	False	False	67,720,374

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 70 trading days

Fibonacci Retracements and Extensions
4.250	307.48
2.618	300.87
1.618	296.82
1.000	294.32
0.618	292.77
HIGH	290.27
0.618	288.72
0.500	288.25
0.382	287.77
LOW	286.22
0.618	283.72
1.000	282.17
1.618	279.67
2.618	275.62
4.250	269.01

Fisher Pivots for day following 05-Oct-2018
Pivot	1 day	3 day
R1	288.25	289.72
PP	288.10	289.08
S1	287.96	288.45

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

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