SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Oct-2019

Day Change Summary
	Previous	Current
	14-Oct-2019	15-Oct-2019	Change	Change %	Previous Week
Open	295.93	297.10	1.17	0.4%	293.47
High	296.67	299.70	3.03	1.0%	298.74
Low	295.57	296.97	1.40	0.5%	288.49
Close	295.95	298.88	2.93	1.0%	296.28
Range	1.10	2.73	1.63	148.2%	10.25
ATR	3.60	3.61	0.01	0.3%	0.00
Volume	40,546,600	47,832,300	7,285,700	18.0%	386,417,296

Daily Pivots for day following 15-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	306.71	305.52	300.38
R3	303.98	302.79	299.63
R2	301.25	301.25	299.38
R1	300.06	300.06	299.13	300.66
PP	298.52	298.52	298.52	298.81
S1	297.33	297.33	298.63	297.93
S2	295.79	295.79	298.38
S3	293.06	294.60	298.13
S4	290.33	291.87	297.38

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	299.70	288.66	11.04	3.7%	2.66	0.9%	93%	True	False	62,512,859
10	299.70	284.82	14.88	5.0%	3.34	1.1%	94%	True	False	75,192,750
20	302.63	284.82	17.81	6.0%	3.29	1.1%	79%	False	False	75,299,195
40	302.63	283.47	19.16	6.4%	3.04	1.0%	80%	False	False	69,835,690
60	302.63	281.72	20.91	7.0%	3.38	1.1%	82%	False	False	76,531,035
80	302.63	281.72	20.91	7.0%	3.01	1.0%	82%	False	False	70,347,316
100	302.63	273.09	29.54	9.9%	2.90	1.0%	87%	False	False	70,634,612
120	302.63	273.09	29.54	9.9%	2.95	1.0%	87%	False	False	72,641,865

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	0.63
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	311.30
2.618	306.85
1.618	304.12
1.000	302.43
0.618	301.39
HIGH	299.70
0.618	298.66
0.500	298.34
0.382	298.01
LOW	296.97
0.618	295.28
1.000	294.24
1.618	292.55
2.618	289.82
4.250	285.37

Fisher Pivots for day following 15-Oct-2019
Pivot	1 day	3 day
R1	298.70	298.47
PP	298.52	298.05
S1	298.34	297.64

Download as Excel Spreadsheet

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

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