SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Feb-2018

Day Change Summary
	Previous	Current
	01-Feb-2018	02-Feb-2018	Change	Change %	Previous Week
Open	281.07	280.08	-0.99	-0.4%	285.93
High	283.06	280.23	-2.83	-1.0%	286.43
Low	280.68	275.41	-5.27	-1.9%	275.41
Close	281.58	275.45	-6.13	-2.2%	275.45
Range	2.38	4.82	2.44	102.5%	11.02
ATR	2.13	2.42	0.29	13.5%	0.00
Volume	90,102,400	173,174,704	83,072,304	92.2%	604,139,904

Daily Pivots for day following 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	291.49	288.29	278.10
R3	286.67	283.47	276.78
R2	281.85	281.85	276.33
R1	278.65	278.65	275.89	277.84
PP	277.03	277.03	277.03	276.63
S1	273.83	273.83	275.01	273.02
S2	272.21	272.21	274.57
S3	267.39	269.01	274.12
S4	262.57	264.19	272.80

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	312.16	304.82	281.51
R3	301.14	293.80	278.48
R2	290.12	290.12	277.47
R1	282.78	282.78	276.46	280.94
PP	279.10	279.10	279.10	278.18
S1	271.76	271.76	274.44	269.92
S2	268.08	268.08	273.43
S3	257.06	260.74	272.42
S4	246.04	249.72	269.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	286.43	275.41	11.02	4.0%	3.05	1.1%	0%	False	True	120,827,980
10	286.63	275.41	11.22	4.1%	2.65	1.0%	0%	False	True	111,969,350
20	286.63	271.95	14.68	5.3%	2.26	0.8%	24%	False	False	100,100,205
40	286.63	262.71	23.92	8.7%	1.73	0.6%	53%	False	False	90,954,062
60	286.63	255.63	31.00	11.3%	1.68	0.6%	64%	False	False	85,338,570
80	286.63	253.98	32.65	11.9%	1.53	0.6%	66%	False	False	78,738,420
100	286.63	248.08	38.55	14.0%	1.41	0.5%	71%	False	False	75,426,815
120	286.63	241.83	44.80	16.3%	1.42	0.5%	75%	False	False	74,576,908

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Widest range in 405 trading days

Fibonacci Retracements and Extensions
4.250	300.72
2.618	292.85
1.618	288.03
1.000	285.05
0.618	283.21
HIGH	280.23
0.618	278.39
0.500	277.82
0.382	277.25
LOW	275.41
0.618	272.43
1.000	270.59
1.618	267.61
2.618	262.79
4.250	254.93

Fisher Pivots for day following 02-Feb-2018
Pivot	1 day	3 day
R1	277.82	279.36
PP	277.03	278.05
S1	276.24	276.75

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

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