SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Oct-2019

Day Change Summary
	Previous	Current
	07-Oct-2019	08-Oct-2019	Change	Change %	Previous Week
Open	293.47	291.11	-2.36	-0.8%	295.97
High	295.26	291.85	-3.41	-1.2%	298.46
Low	292.77	288.49	-4.28	-1.5%	284.82
Close	293.08	288.53	-4.55	-1.6%	294.35
Range	2.49	3.36	0.87	34.9%	13.64
ATR	3.62	3.69	0.07	1.9%	0.00
Volume	60,656,500	101,575,400	40,918,900	67.5%	419,594,404

Daily Pivots for day following 08-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	299.70	297.48	290.38
R3	296.34	294.12	289.45
R2	292.98	292.98	289.15
R1	290.76	290.76	288.84	290.19
PP	289.62	289.62	289.62	289.34
S1	287.40	287.40	288.22	286.83
S2	286.26	286.26	287.91
S3	282.90	284.04	287.61
S4	279.54	280.68	286.68

Weekly Pivots for week ending 04-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	333.45	327.53	301.85
R3	319.81	313.90	298.10
R2	306.18	306.18	296.85
R1	300.26	300.26	295.60	296.40
PP	292.54	292.54	292.54	290.61
S1	286.63	286.63	293.10	282.77
S2	278.91	278.91	291.85
S3	265.27	272.99	290.60
S4	251.64	259.36	286.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	295.26	284.82	10.44	3.6%	4.03	1.4%	36%	False	False	87,872,640
10	298.46	284.82	13.64	4.7%	3.77	1.3%	27%	False	False	79,876,370
20	302.63	284.82	17.81	6.2%	3.08	1.1%	21%	False	False	74,917,481
40	302.63	282.39	20.24	7.0%	3.33	1.2%	30%	False	False	73,816,832
60	302.63	281.72	20.91	7.2%	3.34	1.2%	33%	False	False	75,507,305
80	302.63	281.72	20.91	7.2%	2.98	1.0%	33%	False	False	71,480,190
100	302.63	273.09	29.54	10.2%	2.88	1.0%	52%	False	False	71,075,920
120	302.63	273.09	29.54	10.2%	2.91	1.0%	52%	False	False	72,281,153

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.72
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	306.13
2.618	300.65
1.618	297.29
1.000	295.21
0.618	293.93
HIGH	291.85
0.618	290.57
0.500	290.17
0.382	289.77
LOW	288.49
0.618	286.41
1.000	285.13
1.618	283.05
2.618	279.69
4.250	274.21

Fisher Pivots for day following 08-Oct-2019
Pivot	1 day	3 day
R1	290.17	291.88
PP	289.62	290.76
S1	289.08	289.65

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

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