SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Oct-2019

Day Change Summary
	Previous	Current
	30-Sep-2019	01-Oct-2019	Change	Change %	Previous Week
Open	295.97	297.74	1.77	0.6%	297.55
High	297.55	298.46	0.91	0.3%	299.84
Low	295.92	293.00	-2.92	-1.0%	293.69
Close	296.77	293.24	-3.53	-1.2%	295.40
Range	1.63	5.46	3.83	234.7%	6.15
ATR	3.11	3.28	0.17	5.4%	0.00
Volume	52,562,700	89,900,400	37,337,700	71.0%	361,846,208

Daily Pivots for day following 01-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	311.26	307.71	296.24
R3	305.81	302.25	294.74
R2	300.35	300.35	294.24
R1	296.80	296.80	293.74	295.85
PP	294.90	294.90	294.90	294.42
S1	291.34	291.34	292.74	290.39
S2	289.44	289.44	292.24
S3	283.99	285.89	291.74
S4	278.53	280.43	290.24

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	298.46	293.00	5.46	1.9%	3.51	1.2%	4%	True	True	71,880,100
10	302.63	293.00	9.63	3.3%	3.25	1.1%	2%	False	True	75,405,641
20	302.63	292.31	10.32	3.5%	2.69	0.9%	9%	False	False	67,406,926
40	302.63	282.04	20.59	7.0%	3.41	1.2%	54%	False	False	75,530,585
60	302.63	281.72	20.91	7.1%	3.13	1.1%	55%	False	False	71,932,096
80	302.63	281.72	20.91	7.1%	2.84	1.0%	55%	False	False	69,335,730
100	302.63	273.09	29.54	10.1%	2.89	1.0%	68%	False	False	71,356,578
120	302.63	273.09	29.54	10.1%	2.82	1.0%	68%	False	False	70,993,449

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	0.53
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	321.64
2.618	312.74
1.618	307.28
1.000	303.91
0.618	301.83
HIGH	298.46
0.618	296.37
0.500	295.73
0.382	295.08
LOW	293.00
0.618	289.63
1.000	287.55
1.618	284.17
2.618	278.72
4.250	269.82

Fisher Pivots for day following 01-Oct-2019
Pivot	1 day	3 day
R1	295.73	295.73
PP	294.90	294.90
S1	294.07	294.07

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

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