SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Apr-2017

Day Change Summary
	Previous	Current
	20-Apr-2017	21-Apr-2017	Change	Change %	Previous Week
Open	234.15	235.25	1.10	0.5%	233.11
High	235.85	235.31	-0.54	-0.2%	235.85
Low	233.78	234.13	0.35	0.1%	232.88
Close	235.34	234.59	-0.75	-0.3%	234.59
Range	2.07	1.18	-0.89	-43.0%	2.97
ATR	1.75	1.71	-0.04	-2.2%	0.00
Volume	92,572,096	110,389,800	17,817,704	19.2%	423,292,792

Daily Pivots for day following 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	238.22	237.58	235.24
R3	237.04	236.40	234.91
R2	235.86	235.86	234.81
R1	235.22	235.22	234.70	234.95
PP	234.68	234.68	234.68	234.54
S1	234.04	234.04	234.48	233.77
S2	233.50	233.50	234.37
S3	232.32	232.86	234.27
S4	231.14	231.68	233.94

Weekly Pivots for week ending 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	243.35	241.94	236.22
R3	240.38	238.97	235.41
R2	237.41	237.41	235.13
R1	236.00	236.00	234.86	236.71
PP	234.44	234.44	234.44	234.79
S1	233.03	233.03	234.32	233.74
S2	231.47	231.47	234.05
S3	228.50	230.06	233.77
S4	225.53	227.09	232.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	235.85	232.88	2.97	1.3%	1.62	0.7%	58%	False	False	84,658,558
10	236.26	232.51	3.75	1.6%	1.60	0.7%	55%	False	False	82,806,759
20	237.39	231.61	5.78	2.5%	1.69	0.7%	52%	False	False	81,694,029
40	240.32	231.61	8.71	3.7%	1.55	0.7%	34%	False	False	82,633,697
60	240.32	226.32	14.00	6.0%	1.43	0.6%	59%	False	False	78,498,741
80	240.32	222.73	17.59	7.5%	1.42	0.6%	67%	False	False	77,268,678
100	240.32	219.15	21.17	9.0%	1.40	0.6%	73%	False	False	79,986,925
120	240.32	208.38	31.94	13.6%	1.46	0.6%	82%	False	False	83,455,504

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	240.33
2.618	238.40
1.618	237.22
1.000	236.49
0.618	236.04
HIGH	235.31
0.618	234.86
0.500	234.72
0.382	234.58
LOW	234.13
0.618	233.40
1.000	232.95
1.618	232.22
2.618	231.04
4.250	229.12

Fisher Pivots for day following 21-Apr-2017
Pivot	1 day	3 day
R1	234.72	234.57
PP	234.68	234.54
S1	234.63	234.52

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

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