SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Oct-2019

Day Change Summary
	Previous	Current
	10-Oct-2019	11-Oct-2019	Change	Change %	Previous Week
Open	291.18	296.27	5.09	1.7%	293.47
High	294.21	298.74	4.53	1.5%	298.74
Low	291.00	296.14	5.14	1.8%	288.49
Close	293.24	296.28	3.04	1.0%	296.28
Range	3.21	2.60	-0.61	-19.2%	10.25
ATR	3.66	3.79	0.13	3.6%	0.00
Volume	57,255,900	101,228,496	43,972,596	76.8%	386,417,296

Daily Pivots for day following 11-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	304.84	303.16	297.71
R3	302.25	300.56	296.99
R2	299.65	299.65	296.76
R1	297.97	297.97	296.52	298.81
PP	297.05	297.05	297.05	297.48
S1	295.37	295.37	296.04	296.21
S2	294.46	294.46	295.80
S3	291.86	292.77	295.57
S4	289.27	290.18	294.85

Weekly Pivots for week ending 11-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	325.25	321.02	301.92
R3	315.00	310.77	299.10
R2	304.75	304.75	298.16
R1	300.52	300.52	297.22	302.64
PP	294.50	294.50	294.50	295.56
S1	290.27	290.27	295.34	292.39
S2	284.25	284.25	294.40
S3	274.00	280.02	293.46
S4	263.75	269.77	290.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	298.74	288.49	10.25	3.5%	3.06	1.0%	76%	True	False	77,283,459
10	298.74	284.82	13.92	4.7%	3.67	1.2%	82%	True	False	80,601,170
20	302.63	284.82	17.81	6.0%	3.25	1.1%	64%	False	False	75,935,025
40	302.63	283.47	19.16	6.5%	3.10	1.0%	67%	False	False	71,112,850
60	302.63	281.72	20.91	7.1%	3.39	1.1%	70%	False	False	76,970,863
80	302.63	281.72	20.91	7.1%	3.02	1.0%	70%	False	False	71,741,072
100	302.63	273.09	29.54	10.0%	2.91	1.0%	79%	False	False	71,216,998
120	302.63	273.09	29.54	10.0%	2.94	1.0%	79%	False	False	72,806,738

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	309.77
2.618	305.53
1.618	302.94
1.000	301.34
0.618	300.34
HIGH	298.74
0.618	297.75
0.500	297.44
0.382	297.14
LOW	296.14
0.618	294.54
1.000	293.55
1.618	291.95
2.618	289.35
4.250	285.12

Fisher Pivots for day following 11-Oct-2019
Pivot	1 day	3 day
R1	297.44	295.42
PP	297.05	294.56
S1	296.67	293.70

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

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