SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Oct-2018

Day Change Summary
	Previous	Current
	10-Oct-2018	11-Oct-2018	Change	Change %	Previous Week
Open	286.83	277.08	-9.75	-3.4%	292.11
High	286.91	278.90	-8.01	-2.8%	293.21
Low	277.88	270.36	-7.52	-2.7%	286.22
Close	278.30	272.17	-6.13	-2.2%	287.82
Range	9.03	8.54	-0.49	-5.4%	6.99
ATR	2.70	3.12	0.42	15.4%	0.00
Volume	214,731,008	274,840,512	60,109,504	28.0%	391,529,200

Daily Pivots for day following 11-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	299.43	294.34	276.87
R3	290.89	285.80	274.52
R2	282.35	282.35	273.74
R1	277.26	277.26	272.95	275.54
PP	273.81	273.81	273.81	272.95
S1	268.72	268.72	271.39	267.00
S2	265.27	265.27	270.60
S3	256.73	260.18	269.82
S4	248.19	251.64	267.47

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	290.27	270.36	19.91	7.3%	5.29	1.9%	9%	False	True	151,520,841
10	293.21	270.36	22.85	8.4%	3.64	1.3%	8%	False	True	111,327,300
20	293.94	270.36	23.58	8.7%	2.67	1.0%	8%	False	True	89,510,825
40	293.94	270.36	23.58	8.7%	2.13	0.8%	8%	False	True	73,962,665
60	293.94	270.36	23.58	8.7%	2.03	0.7%	8%	False	True	69,741,401
80	293.94	268.49	25.45	9.4%	2.07	0.8%	14%	False	False	68,925,452
100	293.94	267.76	26.18	9.6%	2.03	0.7%	17%	False	False	69,767,220
120	293.94	259.05	34.89	12.8%	2.16	0.8%	38%	False	False	70,646,889

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	0.61
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	315.20
2.618	301.26
1.618	292.72
1.000	287.44
0.618	284.18
HIGH	278.90
0.618	275.64
0.500	274.63
0.382	273.62
LOW	270.36
0.618	265.08
1.000	261.82
1.618	256.54
2.618	248.00
4.250	234.07

Fisher Pivots for day following 11-Oct-2018
Pivot	1 day	3 day
R1	274.63	279.61
PP	273.81	277.13
S1	272.99	274.65

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

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