SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Oct-2019

Day Change Summary
	Previous	Current
	23-Oct-2019	24-Oct-2019	Change	Change %	Previous Week
Open	298.73	300.91	2.18	0.7%	295.93
High	299.94	301.07	1.13	0.4%	300.24
Low	298.50	299.46	0.97	0.3%	295.57
Close	299.88	300.37	0.49	0.2%	297.97
Range	1.45	1.61	0.16	11.4%	4.67
ATR	2.98	2.88	-0.10	-3.3%	0.00
Volume	34,991,800	35,857,400	865,600	2.5%	250,065,200

Daily Pivots for day following 24-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	305.13	304.36	301.26
R3	303.52	302.75	300.81
R2	301.91	301.91	300.67
R1	301.14	301.14	300.52	300.72
PP	300.30	300.30	300.30	300.09
S1	299.53	299.53	300.22	299.11
S2	298.69	298.69	300.07
S3	297.08	297.92	299.93
S4	295.47	296.31	299.48

Weekly Pivots for week ending 18-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	311.94	309.62	300.54
R3	307.27	304.95	299.25
R2	302.60	302.60	298.83
R1	300.28	300.28	298.40	301.44
PP	297.93	297.93	297.93	298.51
S1	295.61	295.61	297.54	296.77
S2	293.26	293.26	297.11
S3	288.59	290.94	296.69
S4	283.92	286.27	295.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	301.07	296.99	4.08	1.4%	1.74	0.6%	83%	True	False	44,754,820
10	301.07	295.57	5.50	1.8%	1.81	0.6%	87%	True	False	51,072,979
20	301.07	284.82	16.25	5.4%	2.82	0.9%	96%	True	False	65,014,705
40	302.63	284.82	17.81	5.9%	2.66	0.9%	87%	False	False	65,284,520
60	302.63	281.72	20.91	7.0%	3.30	1.1%	89%	False	False	75,540,248
80	302.63	281.72	20.91	7.0%	2.99	1.0%	89%	False	False	69,092,418
100	302.63	280.32	22.31	7.4%	2.81	0.9%	90%	False	False	68,347,805
120	302.63	273.09	29.54	9.8%	2.88	1.0%	92%	False	False	71,237,307

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	307.91
2.618	305.28
1.618	303.67
1.000	302.68
0.618	302.06
HIGH	301.07
0.618	300.46
0.500	300.27
0.382	300.08
LOW	299.46
0.618	298.47
1.000	297.85
1.618	296.86
2.618	295.25
4.250	292.62

Fisher Pivots for day following 24-Oct-2019
Pivot	1 day	3 day
R1	300.34	300.17
PP	300.30	299.98
S1	300.27	299.78

Download as Excel Spreadsheet

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

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