SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Oct-2018

Day Change Summary
	Previous	Current
	22-Oct-2018	23-Oct-2018	Change	Change %	Previous Week
Open	277.00	270.95	-6.05	-2.2%	275.55
High	277.36	274.87	-2.49	-0.9%	281.15
Low	274.41	268.61	-5.80	-2.1%	274.30
Close	275.01	273.61	-1.40	-0.5%	276.25
Range	2.95	6.26	3.31	112.2%	6.85
ATR	3.57	3.77	0.20	5.7%	0.00
Volume	82,415,800	146,352,704	63,936,904	77.6%	605,604,504

Daily Pivots for day following 23-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	291.14	288.64	277.05
R3	284.88	282.38	275.33
R2	278.62	278.62	274.76
R1	276.12	276.12	274.18	277.37
PP	272.36	272.36	272.36	272.99
S1	269.86	269.86	273.04	271.11
S2	266.10	266.10	272.46
S3	259.84	263.60	271.89
S4	253.58	257.34	270.17

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	268.61	12.54	4.6%	4.35	1.6%	40%	False	True	122,770,702
10	286.91	268.61	18.30	6.7%	5.15	1.9%	27%	False	True	150,713,092
20	293.21	268.61	24.60	9.0%	3.75	1.4%	20%	False	True	113,491,070
40	293.94	268.61	25.33	9.3%	2.69	1.0%	20%	False	True	88,116,065
60	293.94	268.61	25.33	9.3%	2.34	0.9%	20%	False	True	77,764,272
80	293.94	268.61	25.33	9.3%	2.23	0.8%	20%	False	True	73,303,074
100	293.94	268.49	25.45	9.3%	2.19	0.8%	20%	False	False	73,938,372
120	293.94	261.15	32.79	12.0%	2.20	0.8%	38%	False	False	73,121,736

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	0.97
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	301.48
2.618	291.26
1.618	285.00
1.000	281.13
0.618	278.74
HIGH	274.87
0.618	272.48
0.500	271.74
0.382	271.00
LOW	268.61
0.618	264.74
1.000	262.35
1.618	258.48
2.618	252.22
4.250	242.01

Fisher Pivots for day following 23-Oct-2018
Pivot	1 day	3 day
R1	272.99	273.96
PP	272.36	273.84
S1	271.74	273.73

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

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