SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Oct-2019

Day Change Summary
	Previous	Current
	25-Oct-2019	28-Oct-2019	Change	Change %	Previous Week
Open	299.74	302.94	3.20	1.1%	299.42
High	302.20	303.85	1.65	0.5%	302.20
Low	299.68	302.91	3.23	1.1%	298.50
Close	301.60	303.30	1.70	0.6%	301.60
Range	2.52	0.94	-1.58	-62.7%	3.71
ATR	2.86	2.82	-0.04	-1.5%	0.00
Volume	45,205,400	42,146,900	-3,058,500	-6.8%	204,641,500

Daily Pivots for day following 28-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	306.17	305.68	303.82
R3	305.23	304.74	303.56
R2	304.29	304.29	303.47
R1	303.80	303.80	303.39	304.05
PP	303.35	303.35	303.35	303.48
S1	302.86	302.86	303.21	303.11
S2	302.41	302.41	303.13
S3	301.47	301.92	303.04
S4	300.53	300.98	302.78

Weekly Pivots for week ending 25-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	311.88	310.45	303.64
R3	308.18	306.74	302.62
R2	304.47	304.47	302.28
R1	303.04	303.04	301.94	303.75
PP	300.77	300.77	300.77	301.12
S1	299.33	299.33	301.26	300.05
S2	297.06	297.06	300.92
S3	293.36	295.63	300.58
S4	289.65	291.92	299.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	303.85	298.50	5.36	1.8%	1.70	0.6%	90%	True	False	41,465,500
10	303.85	296.97	6.88	2.3%	1.79	0.6%	92%	True	False	45,630,700
20	303.85	284.82	19.03	6.3%	2.70	0.9%	97%	True	False	62,515,130
40	303.85	284.82	19.03	6.3%	2.62	0.9%	97%	True	False	64,444,313
60	303.85	281.72	22.13	7.3%	3.19	1.1%	98%	True	False	72,672,850
80	303.85	281.72	22.13	7.3%	2.98	1.0%	98%	True	False	69,027,121
100	303.85	281.72	22.13	7.3%	2.79	0.9%	98%	True	False	67,815,328
120	303.85	273.09	30.76	10.1%	2.85	0.9%	98%	True	False	69,996,092

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.31
Narrowest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	307.85
2.618	306.31
1.618	305.37
1.000	304.79
0.618	304.43
HIGH	303.85
0.618	303.49
0.500	303.38
0.382	303.27
LOW	302.91
0.618	302.33
1.000	301.97
1.618	301.39
2.618	300.45
4.250	298.92

Fisher Pivots for day following 28-Oct-2019
Pivot	1 day	3 day
R1	303.38	302.75
PP	303.35	302.20
S1	303.33	301.66

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

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