SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Oct-2018

Day Change Summary
	Previous	Current
	19-Oct-2018	22-Oct-2018	Change	Change %	Previous Week
Open	277.13	277.00	-0.13	0.0%	275.55
High	279.30	277.36	-1.94	-0.7%	281.15
Low	275.47	274.41	-1.06	-0.4%	274.30
Close	276.25	275.01	-1.24	-0.4%	276.25
Range	3.83	2.95	-0.88	-23.0%	6.85
ATR	3.61	3.57	-0.05	-1.3%	0.00
Volume	139,901,600	82,415,800	-57,485,800	-41.1%	605,604,504

Daily Pivots for day following 22-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	284.44	282.68	276.63
R3	281.49	279.73	275.82
R2	278.54	278.54	275.55
R1	276.78	276.78	275.28	276.19
PP	275.59	275.59	275.59	275.30
S1	273.83	273.83	274.74	273.24
S2	272.64	272.64	274.47
S3	269.69	270.88	274.20
S4	266.74	267.93	273.39

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	274.41	6.74	2.5%	4.04	1.5%	9%	False	True	117,151,321
10	288.86	270.36	18.50	6.7%	4.73	1.7%	25%	False	False	143,511,712
20	293.21	270.36	22.85	8.3%	3.49	1.3%	20%	False	False	108,391,935
40	293.94	270.36	23.58	8.6%	2.56	0.9%	20%	False	False	85,884,055
60	293.94	270.36	23.58	8.6%	2.27	0.8%	20%	False	False	76,387,435
80	293.94	269.24	24.70	9.0%	2.18	0.8%	23%	False	False	72,693,571
100	293.94	268.49	25.45	9.3%	2.14	0.8%	26%	False	False	73,187,429
120	293.94	259.05	34.89	12.7%	2.18	0.8%	46%	False	False	73,038,059

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.80
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	289.90
2.618	285.08
1.618	282.13
1.000	280.31
0.618	279.18
HIGH	277.36
0.618	276.23
0.500	275.89
0.382	275.54
LOW	274.41
0.618	272.59
1.000	271.46
1.618	269.64
2.618	266.69
4.250	261.87

Fisher Pivots for day following 22-Oct-2018
Pivot	1 day	3 day
R1	275.89	277.24
PP	275.59	276.50
S1	275.30	275.75

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

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