SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Feb-2017

Day Change Summary
	Previous	Current
	22-Feb-2017	23-Feb-2017	Change	Change %	Previous Week
Open	236.02	236.88	0.86	0.4%	232.08
High	236.54	236.90	0.36	0.2%	235.15
Low	235.83	235.56	-0.27	-0.1%	232.05
Close	236.28	236.44	0.16	0.1%	235.09
Range	0.71	1.34	0.63	88.7%	3.10
ATR	1.37	1.37	0.00	-0.2%	0.00
Volume	62,115,100	74,615,904	12,500,804	20.1%	375,003,192

Daily Pivots for day following 23-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	240.32	239.72	237.18
R3	238.98	238.38	236.81
R2	237.64	237.64	236.69
R1	237.04	237.04	236.56	236.67
PP	236.30	236.30	236.30	236.12
S1	235.70	235.70	236.32	235.33
S2	234.96	234.96	236.19
S3	233.62	234.36	236.07
S4	232.28	233.02	235.70

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	243.40	242.34	236.80
R3	240.30	239.24	235.94
R2	237.20	237.20	235.66
R1	236.14	236.14	235.37	236.67
PP	234.10	234.10	234.10	234.36
S1	233.04	233.04	234.81	233.57
S2	231.00	231.00	234.52
S3	227.90	229.94	234.24
S4	224.80	226.84	233.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	236.90	233.85	3.05	1.3%	1.14	0.5%	85%	True	False	77,520,700
10	236.90	229.52	7.38	3.1%	1.26	0.5%	94%	True	False	73,265,119
20	236.90	226.32	10.58	4.5%	1.20	0.5%	96%	True	False	70,228,830
40	236.90	222.73	14.17	6.0%	1.29	0.5%	97%	True	False	71,903,660
60	236.90	219.15	17.75	7.5%	1.31	0.6%	97%	True	False	78,222,411
80	236.90	208.38	28.52	12.1%	1.41	0.6%	98%	True	False	83,866,408
100	236.90	208.38	28.52	12.1%	1.42	0.6%	98%	True	False	83,502,568
120	236.90	208.38	28.52	12.1%	1.51	0.6%	98%	True	False	87,801,988

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	242.60
2.618	240.41
1.618	239.07
1.000	238.24
0.618	237.73
HIGH	236.90
0.618	236.39
0.500	236.23
0.382	236.07
LOW	235.56
0.618	234.73
1.000	234.22
1.618	233.39
2.618	232.05
4.250	229.87

Fisher Pivots for day following 23-Feb-2017
Pivot	1 day	3 day
R1	236.37	236.36
PP	236.30	236.28
S1	236.23	236.21

Download as Excel Spreadsheet

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

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