SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Sep-2019

Day Change Summary
	Previous	Current
	26-Sep-2019	27-Sep-2019	Change	Change %	Previous Week
Open	297.63	297.83	0.20	0.1%	297.55
High	297.86	297.95	0.09	0.0%	299.84
Low	295.45	293.69	-1.76	-0.6%	293.69
Close	297.00	295.40	-1.60	-0.5%	295.40
Range	2.41	4.26	1.85	76.6%	6.15
ATR	3.10	3.18	0.08	2.7%	0.00
Volume	58,722,300	84,781,104	26,058,804	44.4%	361,846,208

Daily Pivots for day following 27-Sep-2019
	Classic	Woodie	Camarilla	DeMark
R4	308.45	306.18	297.74
R3	304.19	301.92	296.57
R2	299.94	299.94	296.18
R1	297.67	297.67	295.79	296.67
PP	295.68	295.68	295.68	295.18
S1	293.41	293.41	295.01	292.42
S2	291.42	291.42	294.62
S3	287.17	289.15	294.23
S4	282.91	284.90	293.06

Weekly Pivots for week ending 27-Sep-2019
	Classic	Woodie	Camarilla	DeMark
R4	314.76	311.23	298.78
R3	308.61	305.08	297.09
R2	302.46	302.46	296.53
R1	298.93	298.93	295.96	297.62
PP	296.31	296.31	296.31	295.66
S1	292.78	292.78	294.84	291.47
S2	290.16	290.16	294.27
S3	284.01	286.63	293.71
S4	277.86	280.48	292.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	299.84	293.69	6.15	2.1%	3.44	1.2%	28%	False	True	72,369,241
10	302.63	293.69	8.94	3.0%	2.83	1.0%	19%	False	True	71,268,881
20	302.63	289.27	13.36	4.5%	2.59	0.9%	46%	False	False	66,893,446
40	302.63	281.72	20.91	7.1%	3.47	1.2%	65%	False	False	79,356,385
60	302.63	281.72	20.91	7.1%	3.09	1.0%	65%	False	False	71,183,028
80	302.63	281.72	20.91	7.1%	2.83	1.0%	65%	False	False	69,351,222
100	302.63	273.09	29.54	10.0%	2.89	1.0%	76%	False	False	71,882,340
120	302.63	273.09	29.54	10.0%	2.78	0.9%	76%	False	False	70,795,788

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	316.04
2.618	309.09
1.618	304.83
1.000	302.20
0.618	300.58
HIGH	297.95
0.618	296.32
0.500	295.82
0.382	295.32
LOW	293.69
0.618	291.06
1.000	289.43
1.618	286.80
2.618	282.55
4.250	275.60

Fisher Pivots for day following 27-Sep-2019
Pivot	1 day	3 day
R1	295.82	295.90
PP	295.68	295.73
S1	295.54	295.57

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

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