SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-May-2017

Day Change Summary
	Previous	Current
	02-May-2017	03-May-2017	Change	Change %	Previous Week
Open	238.84	238.29	-0.55	-0.2%	237.18
High	238.98	238.88	-0.10	0.0%	239.53
Low	238.30	237.70	-0.60	-0.3%	234.56
Close	238.77	238.48	-0.29	-0.1%	238.08
Range	0.68	1.18	0.50	73.5%	4.97
ATR	1.54	1.51	-0.03	-1.7%	0.00
Volume	57,375,700	73,137,696	15,761,996	27.5%	401,553,500

Daily Pivots for day following 03-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	241.89	241.37	239.13
R3	240.71	240.19	238.80
R2	239.53	239.53	238.70
R1	239.01	239.01	238.59	239.27
PP	238.35	238.35	238.35	238.49
S1	237.83	237.83	238.37	238.09
S2	237.17	237.17	238.26
S3	235.99	236.65	238.16
S4	234.81	235.47	237.83

Weekly Pivots for week ending 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	252.30	250.16	240.81
R3	247.33	245.19	239.45
R2	242.36	242.36	238.99
R1	240.22	240.22	238.54	241.29
PP	237.39	237.39	237.39	237.93
S1	235.25	235.25	237.62	236.32
S2	232.42	232.42	237.17
S3	227.45	230.28	236.71
S4	222.48	225.31	235.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	239.17	237.70	1.47	0.6%	0.96	0.4%	53%	False	True	63,667,799
10	239.53	233.78	5.75	2.4%	1.32	0.6%	82%	False	False	80,191,129
20	239.53	232.51	7.02	2.9%	1.52	0.6%	85%	False	False	80,247,664
40	239.53	231.61	7.92	3.3%	1.56	0.7%	87%	False	False	81,164,122
60	240.32	228.31	12.01	5.0%	1.44	0.6%	85%	False	False	79,107,429
80	240.32	224.96	15.36	6.4%	1.39	0.6%	88%	False	False	77,449,152
100	240.32	222.73	17.59	7.4%	1.38	0.6%	90%	False	False	79,455,572
120	240.32	212.34	27.98	11.7%	1.41	0.6%	93%	False	False	81,424,779

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	243.90
2.618	241.97
1.618	240.79
1.000	240.06
0.618	239.61
HIGH	238.88
0.618	238.43
0.500	238.29
0.382	238.15
LOW	237.70
0.618	236.97
1.000	236.52
1.618	235.79
2.618	234.61
4.250	232.69

Fisher Pivots for day following 03-May-2017
Pivot	1 day	3 day
R1	238.42	238.47
PP	238.35	238.45
S1	238.29	238.44

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

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