SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Oct-2019

Day Change Summary
	Previous	Current
	16-Oct-2019	17-Oct-2019	Change	Change %	Previous Week
Open	298.37	299.68	1.31	0.4%	293.47
High	299.16	300.24	1.08	0.4%	298.74
Low	297.92	298.52	0.60	0.2%	288.49
Close	298.40	299.28	0.88	0.3%	296.28
Range	1.24	1.73	0.49	39.1%	10.25
ATR	3.44	3.33	-0.11	-3.3%	0.00
Volume	50,563,500	46,784,800	-3,778,700	-7.5%	386,417,296

Daily Pivots for day following 17-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	304.52	303.63	300.23
R3	302.80	301.90	299.75
R2	301.07	301.07	299.60
R1	300.18	300.18	299.44	299.76
PP	299.35	299.35	299.35	299.14
S1	298.45	298.45	299.12	298.04
S2	297.62	297.62	298.96
S3	295.90	296.73	298.81
S4	294.17	295.00	298.33

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	300.24	295.57	4.67	1.6%	1.88	0.6%	79%	True	False	57,391,139
10	300.24	288.49	11.75	3.9%	2.59	0.9%	92%	True	False	63,884,509
20	300.67	284.82	15.85	5.3%	3.20	1.1%	91%	False	False	72,552,050
40	302.63	283.47	19.16	6.4%	3.02	1.0%	83%	False	False	69,734,995
60	302.63	281.72	20.91	7.0%	3.36	1.1%	84%	False	False	76,622,321
80	302.63	281.72	20.91	7.0%	2.99	1.0%	84%	False	False	69,944,028
100	302.63	273.09	29.54	9.9%	2.87	1.0%	89%	False	False	70,389,996
120	302.63	273.09	29.54	9.9%	2.95	1.0%	89%	False	False	72,552,150

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	307.57
2.618	304.76
1.618	303.03
1.000	301.97
0.618	301.31
HIGH	300.24
0.618	299.58
0.500	299.38
0.382	299.17
LOW	298.52
0.618	297.45
1.000	296.79
1.618	295.72
2.618	294.00
4.250	291.18

Fisher Pivots for day following 17-Oct-2019
Pivot	1 day	3 day
R1	299.38	299.06
PP	299.35	298.83
S1	299.31	298.61

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

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