SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Oct-2019

Day Change Summary
	Previous	Current
	01-Oct-2019	02-Oct-2019	Change	Change %	Previous Week
Open	297.74	291.50	-6.24	-2.1%	297.55
High	298.46	291.51	-6.95	-2.3%	299.84
Low	293.00	286.64	-6.36	-2.2%	293.69
Close	293.24	288.06	-5.18	-1.8%	295.40
Range	5.46	4.87	-0.59	-10.7%	6.15
ATR	3.28	3.51	0.24	7.2%	0.00
Volume	89,900,400	124,523,904	34,623,504	38.5%	361,846,208

Daily Pivots for day following 02-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	303.35	300.57	290.74
R3	298.48	295.70	289.40
R2	293.61	293.61	288.95
R1	290.83	290.83	288.51	289.79
PP	288.74	288.74	288.74	288.21
S1	285.96	285.96	287.61	284.92
S2	283.87	283.87	287.17
S3	279.00	281.09	286.72
S4	274.13	276.22	285.38

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	286.64	11.82	4.1%	3.72	1.3%	12%	False	True	82,098,081
10	302.63	286.64	15.99	5.6%	3.43	1.2%	9%	False	True	80,438,831
20	302.63	286.64	15.99	5.6%	2.84	1.0%	9%	False	True	71,282,926
40	302.63	282.04	20.59	7.1%	3.44	1.2%	29%	False	False	75,625,892
60	302.63	281.72	20.91	7.3%	3.17	1.1%	30%	False	False	73,322,475
80	302.63	281.72	20.91	7.3%	2.88	1.0%	30%	False	False	70,132,291
100	302.63	273.09	29.54	10.3%	2.88	1.0%	51%	False	False	71,477,524
120	302.63	273.09	29.54	10.3%	2.85	1.0%	51%	False	False	71,572,039

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	312.21
2.618	304.26
1.618	299.39
1.000	296.38
0.618	294.52
HIGH	291.51
0.618	289.65
0.500	289.08
0.382	288.50
LOW	286.64
0.618	283.63
1.000	281.77
1.618	278.76
2.618	273.89
4.250	265.94

Fisher Pivots for day following 02-Oct-2019
Pivot	1 day	3 day
R1	289.08	292.55
PP	288.74	291.05
S1	288.40	289.56

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

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