SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Oct-2019

Day Change Summary
	Previous	Current
	15-Oct-2019	16-Oct-2019	Change	Change %	Previous Week
Open	297.10	298.37	1.27	0.4%	293.47
High	299.70	299.16	-0.54	-0.2%	298.74
Low	296.97	297.92	0.95	0.3%	288.49
Close	298.88	298.40	-0.48	-0.2%	296.28
Range	2.73	1.24	-1.49	-54.6%	10.25
ATR	3.61	3.44	-0.17	-4.7%	0.00
Volume	47,832,300	50,563,500	2,731,200	5.7%	386,417,296

Daily Pivots for day following 16-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	302.21	301.55	299.08
R3	300.97	300.31	298.74
R2	299.73	299.73	298.63
R1	299.07	299.07	298.51	299.40
PP	298.49	298.49	298.49	298.66
S1	297.83	297.83	298.29	298.16
S2	297.25	297.25	298.17
S3	296.01	296.59	298.06
S4	294.77	295.35	297.72

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	291.00	8.70	2.9%	2.18	0.7%	85%	False	False	59,485,359
10	299.70	284.82	14.88	5.0%	2.98	1.0%	91%	False	False	67,796,709
20	302.63	284.82	17.81	6.0%	3.21	1.1%	76%	False	False	74,117,770
40	302.63	283.47	19.16	6.4%	3.01	1.0%	78%	False	False	69,808,460
60	302.63	281.72	20.91	7.0%	3.37	1.1%	80%	False	False	76,629,461
80	302.63	281.72	20.91	7.0%	3.01	1.0%	80%	False	False	70,384,576
100	302.63	273.09	29.54	9.9%	2.89	1.0%	86%	False	False	70,587,567
120	302.63	273.09	29.54	9.9%	2.94	1.0%	86%	False	False	72,638,924

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.67
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	304.43
2.618	302.41
1.618	301.17
1.000	300.40
0.618	299.93
HIGH	299.16
0.618	298.69
0.500	298.54
0.382	298.39
LOW	297.92
0.618	297.15
1.000	296.68
1.618	295.91
2.618	294.67
4.250	292.65

Fisher Pivots for day following 16-Oct-2019
Pivot	1 day	3 day
R1	298.54	298.15
PP	298.49	297.89
S1	298.45	297.64

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

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