SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Oct-2018

Day Change Summary
	Previous	Current
	18-Oct-2018	19-Oct-2018	Change	Change %	Previous Week
Open	279.40	277.13	-2.27	-0.8%	275.55
High	280.07	279.30	-0.77	-0.3%	281.15
Low	274.97	275.47	0.50	0.2%	274.30
Close	276.40	276.25	-0.15	-0.1%	276.25
Range	5.10	3.83	-1.27	-24.9%	6.85
ATR	3.60	3.61	0.02	0.5%	0.00
Volume	134,557,504	139,901,600	5,344,096	4.0%	605,604,504

Daily Pivots for day following 19-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	288.50	286.20	278.36
R3	284.67	282.37	277.30
R2	280.84	280.84	276.95
R1	278.54	278.54	276.60	277.78
PP	277.01	277.01	277.01	276.62
S1	274.71	274.71	275.90	273.95
S2	273.18	273.18	275.55
S3	269.35	270.88	275.20
S4	265.52	267.05	274.14

Weekly Pivots for week ending 19-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	297.78	293.87	280.02
R3	290.93	287.02	278.13
R2	284.08	284.08	277.51
R1	280.17	280.17	276.88	282.13
PP	277.23	277.23	277.23	278.21
S1	273.32	273.32	275.62	275.28
S2	270.38	270.38	274.99
S3	263.53	266.47	274.37
S4	256.68	259.62	272.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	281.15	274.30	6.85	2.5%	4.00	1.4%	28%	False	False	121,120,900
10	288.86	270.36	18.50	6.7%	4.71	1.7%	32%	False	False	144,044,341
20	293.21	270.36	22.85	8.3%	3.40	1.2%	26%	False	False	106,941,625
40	293.94	270.36	23.58	8.5%	2.52	0.9%	25%	False	False	85,260,845
60	293.94	270.36	23.58	8.5%	2.28	0.8%	25%	False	False	76,293,557
80	293.94	268.49	25.45	9.2%	2.18	0.8%	30%	False	False	72,621,505
100	293.94	268.49	25.45	9.2%	2.14	0.8%	30%	False	False	73,298,470
120	293.94	259.05	34.89	12.6%	2.18	0.8%	49%	False	False	73,071,001

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.88
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	295.58
2.618	289.33
1.618	285.50
1.000	283.13
0.618	281.67
HIGH	279.30
0.618	277.84
0.500	277.39
0.382	276.93
LOW	275.47
0.618	273.10
1.000	271.64
1.618	269.27
2.618	265.44
4.250	259.19

Fisher Pivots for day following 19-Oct-2018
Pivot	1 day	3 day
R1	277.39	278.06
PP	277.01	277.46
S1	276.63	276.85

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

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