SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	02-Nov-2018	05-Nov-2018	Change	Change %	Previous Week
Open	274.75	272.44	-2.31	-0.8%	268.80
High	275.23	274.01	-1.22	-0.4%	275.23
Low	269.59	271.35	1.76	0.7%	259.85
Close	271.89	273.39	1.50	0.6%	271.89
Range	5.64	2.66	-2.98	-52.8%	15.38
ATR	4.99	4.83	-0.17	-3.3%	0.00
Volume	122,634,096	65,622,400	-57,011,696	-46.5%	668,290,504

Daily Pivots for day following 05-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	280.90	279.80	274.85
R3	278.24	277.14	274.12
R2	275.58	275.58	273.88
R1	274.48	274.48	273.63	275.03
PP	272.92	272.92	272.92	273.19
S1	271.82	271.82	273.15	272.37
S2	270.26	270.26	272.90
S3	267.60	269.16	272.66
S4	264.94	266.50	271.93

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	315.13	308.89	280.35
R3	299.75	293.51	276.12
R2	284.37	284.37	274.71
R1	278.13	278.13	273.30	281.25
PP	268.99	268.99	268.99	270.55
S1	262.75	262.75	270.48	265.87
S2	253.61	253.61	269.07
S3	238.23	247.37	267.66
S4	222.85	231.99	263.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	275.23	263.12	12.11	4.4%	3.95	1.4%	85%	False	False	114,632,760
10	275.23	259.85	15.38	5.6%	5.98	2.2%	88%	False	False	139,770,831
20	288.86	259.85	29.01	10.6%	5.36	2.0%	47%	False	False	141,641,271
40	293.94	259.85	34.09	12.5%	3.65	1.3%	40%	False	False	105,512,670
60	293.94	259.85	34.09	12.5%	2.99	1.1%	40%	False	False	90,665,363
80	293.94	259.85	34.09	12.5%	2.67	1.0%	40%	False	False	82,481,361
100	293.94	259.85	34.09	12.5%	2.59	0.9%	40%	False	False	80,534,417
120	293.94	259.85	34.09	12.5%	2.47	0.9%	40%	False	False	78,538,059

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.29
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	285.32
2.618	280.97
1.618	278.31
1.000	276.67
0.618	275.65
HIGH	274.01
0.618	272.99
0.500	272.68
0.382	272.37
LOW	271.35
0.618	269.71
1.000	268.69
1.618	267.05
2.618	264.39
4.250	260.05

Fisher Pivots for day following 05-Nov-2018
Pivot	1 day	3 day
R1	273.15	273.06
PP	272.92	272.74
S1	272.68	272.41

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

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