SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Apr-2017

Day Change Summary
	Previous	Current
	19-Apr-2017	20-Apr-2017	Change	Change %	Previous Week
Open	234.52	234.15	-0.37	-0.2%	235.36
High	234.95	235.85	0.90	0.4%	236.26
Low	233.18	233.78	0.60	0.3%	232.51
Close	233.44	235.34	1.90	0.8%	232.51
Range	1.77	2.07	0.30	16.9%	3.75
ATR	1.69	1.75	0.05	3.0%	0.00
Volume	68,699,800	92,572,096	23,872,296	34.7%	330,405,200

Daily Pivots for day following 20-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	241.20	240.34	236.48
R3	239.13	238.27	235.91
R2	237.06	237.06	235.72
R1	236.20	236.20	235.53	236.63
PP	234.99	234.99	234.99	235.21
S1	234.13	234.13	235.15	234.56
S2	232.92	232.92	234.96
S3	230.85	232.06	234.77
S4	228.78	229.99	234.20

Weekly Pivots for week ending 14-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	245.01	242.51	234.57
R3	241.26	238.76	233.54
R2	237.51	237.51	233.20
R1	235.01	235.01	232.85	234.39
PP	233.76	233.76	233.76	233.45
S1	231.26	231.26	232.17	230.64
S2	230.01	230.01	231.82
S3	226.26	227.51	231.48
S4	222.51	223.76	230.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	235.85	232.51	3.34	1.4%	1.78	0.8%	85%	True	False	81,156,659
10	236.26	232.51	3.75	1.6%	1.65	0.7%	75%	False	False	78,681,348
20	237.39	231.61	5.78	2.5%	1.72	0.7%	65%	False	False	81,195,049
40	240.32	231.61	8.71	3.7%	1.55	0.7%	43%	False	False	81,739,350
60	240.32	226.32	14.00	5.9%	1.43	0.6%	64%	False	False	78,066,206
80	240.32	222.73	17.59	7.5%	1.41	0.6%	72%	False	False	76,347,528
100	240.32	219.15	21.17	9.0%	1.40	0.6%	76%	False	False	79,261,749
120	240.32	208.38	31.94	13.6%	1.46	0.6%	84%	False	False	83,179,091

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	0.47
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	244.65
2.618	241.27
1.618	239.20
1.000	237.92
0.618	237.13
HIGH	235.85
0.618	235.06
0.500	234.82
0.382	234.57
LOW	233.78
0.618	232.50
1.000	231.71
1.618	230.43
2.618	228.36
4.250	224.98

Fisher Pivots for day following 20-Apr-2017
Pivot	1 day	3 day
R1	235.17	235.05
PP	234.99	234.76
S1	234.82	234.47

Download as Excel Spreadsheet

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

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