SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Sep-2019

Day Change Summary
	Previous	Current
	17-Sep-2019	18-Sep-2019	Change	Change %	Previous Week
Open	299.94	300.49	0.55	0.2%	299.14
High	301.02	301.22	0.20	0.1%	302.46
Low	299.75	298.24	-1.51	-0.5%	295.97
Close	300.92	301.10	0.18	0.1%	301.09
Range	1.27	2.98	1.71	134.6%	6.49
ATR	3.10	3.09	-0.01	-0.3%	0.00
Volume	42,904,400	74,192,000	31,287,600	72.9%	313,041,804

Daily Pivots for day following 18-Sep-2019
	Classic	Woodie	Camarilla	DeMark
R4	309.13	308.09	302.74
R3	306.15	305.11	301.92
R2	303.17	303.17	301.65
R1	302.13	302.13	301.37	302.65
PP	300.19	300.19	300.19	300.45
S1	299.15	299.15	300.83	299.67
S2	297.21	297.21	300.55
S3	294.23	296.17	300.28
S4	291.25	293.19	299.46

Weekly Pivots for week ending 13-Sep-2019
	Classic	Woodie	Camarilla	DeMark
R4	319.31	316.69	304.66
R3	312.82	310.20	302.87
R2	306.33	306.33	302.28
R1	303.71	303.71	301.68	305.02
PP	299.84	299.84	299.84	300.50
S1	297.22	297.22	300.50	298.53
S2	293.35	293.35	299.90
S3	286.86	290.73	299.31
S4	280.37	284.24	297.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	302.46	298.24	4.22	1.4%	1.90	0.6%	68%	False	True	62,060,200
10	302.46	294.00	8.46	2.8%	2.25	0.7%	84%	False	False	62,127,020
20	302.46	283.47	18.99	6.3%	2.80	0.9%	93%	False	False	65,499,150
40	302.46	281.72	20.74	6.9%	3.45	1.1%	93%	False	False	77,885,307
60	302.46	281.72	20.74	6.9%	2.95	1.0%	93%	False	False	69,140,178
80	302.46	273.09	29.37	9.8%	2.81	0.9%	95%	False	False	69,705,016
100	302.46	273.09	29.37	9.8%	2.89	1.0%	95%	False	False	72,343,155
120	302.46	273.09	29.37	9.8%	2.68	0.9%	95%	False	False	69,894,975

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.68
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	313.89
2.618	309.02
1.618	306.04
1.000	304.20
0.618	303.06
HIGH	301.22
0.618	300.08
0.500	299.73
0.382	299.38
LOW	298.24
0.618	296.40
1.000	295.26
1.618	293.42
2.618	290.44
4.250	285.58

Fisher Pivots for day following 18-Sep-2019
Pivot	1 day	3 day
R1	300.64	300.64
PP	300.19	300.19
S1	299.73	299.73

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

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