SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Oct-2019

Day Change Summary
	Previous	Current
	09-Oct-2019	10-Oct-2019	Change	Change %	Previous Week
Open	291.20	291.18	-0.02	0.0%	295.97
High	292.30	294.21	1.91	0.7%	298.46
Low	288.66	291.00	2.34	0.8%	284.82
Close	291.27	293.24	1.97	0.7%	294.35
Range	3.64	3.21	-0.43	-11.8%	13.64
ATR	3.69	3.66	-0.03	-0.9%	0.00
Volume	65,701,000	57,255,900	-8,445,100	-12.9%	419,594,404

Daily Pivots for day following 10-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	302.45	301.05	295.01
R3	299.24	297.84	294.12
R2	296.03	296.03	293.83
R1	294.63	294.63	293.53	295.33
PP	292.82	292.82	292.82	293.17
S1	291.42	291.42	292.95	292.12
S2	289.61	289.61	292.65
S3	286.40	288.21	292.36
S4	283.19	285.00	291.47

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	288.49	6.77	2.3%	3.30	1.1%	70%	False	False	70,377,880
10	298.46	284.82	13.64	4.6%	3.84	1.3%	62%	False	False	78,956,430
20	302.63	284.82	17.81	6.1%	3.20	1.1%	47%	False	False	73,978,840
40	302.63	282.39	20.24	6.9%	3.11	1.1%	54%	False	False	71,130,382
60	302.63	281.72	20.91	7.1%	3.39	1.2%	55%	False	False	76,145,415
80	302.63	281.72	20.91	7.1%	3.02	1.0%	55%	False	False	71,459,145
100	302.63	273.09	29.54	10.1%	2.89	1.0%	68%	False	False	70,673,183
120	302.63	273.09	29.54	10.1%	2.94	1.0%	68%	False	False	72,398,556

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	0.66
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	307.85
2.618	302.61
1.618	299.40
1.000	297.42
0.618	296.19
HIGH	294.21
0.618	292.98
0.500	292.61
0.382	292.23
LOW	291.00
0.618	289.02
1.000	287.79
1.618	285.81
2.618	282.60
4.250	277.36

Fisher Pivots for day following 10-Oct-2019
Pivot	1 day	3 day
R1	293.03	292.61
PP	292.82	291.98
S1	292.61	291.35

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

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