SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Apr-2017

Day Change Summary
	Previous	Current
	26-Apr-2017	27-Apr-2017	Change	Change %	Previous Week
Open	238.51	238.77	0.26	0.1%	233.11
High	239.53	238.95	-0.58	-0.2%	235.85
Low	238.35	237.98	-0.37	-0.2%	232.88
Close	238.40	238.60	0.20	0.1%	234.59
Range	1.18	0.97	-0.21	-17.8%	2.97
ATR	1.75	1.69	-0.06	-3.2%	0.00
Volume	84,702,400	57,410,300	-27,292,100	-32.2%	423,292,792

Daily Pivots for day following 27-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	241.42	240.98	239.13
R3	240.45	240.01	238.87
R2	239.48	239.48	238.78
R1	239.04	239.04	238.69	238.78
PP	238.51	238.51	238.51	238.38
S1	238.07	238.07	238.51	237.81
S2	237.54	237.54	238.42
S3	236.57	237.10	238.33
S4	235.60	236.13	238.07

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	239.53	234.13	5.40	2.3%	1.46	0.6%	83%	False	False	89,682,100
10	239.53	232.51	7.02	2.9%	1.62	0.7%	87%	False	False	85,419,379
20	239.53	232.51	7.02	2.9%	1.59	0.7%	87%	False	False	80,825,394
40	239.57	231.61	7.96	3.3%	1.57	0.7%	88%	False	False	81,458,790
60	240.32	226.82	13.50	5.7%	1.46	0.6%	87%	False	False	79,544,090
80	240.32	223.88	16.44	6.9%	1.42	0.6%	90%	False	False	78,188,166
100	240.32	219.26	21.06	8.8%	1.41	0.6%	92%	False	False	79,979,220
120	240.32	208.38	31.94	13.4%	1.44	0.6%	95%	False	False	82,705,609

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	243.07
2.618	241.49
1.618	240.52
1.000	239.92
0.618	239.55
HIGH	238.95
0.618	238.58
0.500	238.47
0.382	238.35
LOW	237.98
0.618	237.38
1.000	237.01
1.618	236.41
2.618	235.44
4.250	233.86

Fisher Pivots for day following 27-Apr-2017
Pivot	1 day	3 day
R1	238.56	238.67
PP	238.51	238.65
S1	238.47	238.62

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

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