SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Sep-2017

Day Change Summary
	Previous	Current
	18-Sep-2017	19-Sep-2017	Change	Change %	Previous Week
Open	249.61	250.00	0.39	0.2%	248.04
High	250.12	250.07	-0.05	0.0%	250.32
Low	249.28	249.60	0.32	0.1%	248.02
Close	249.72	249.97	0.25	0.1%	249.19
Range	0.84	0.47	-0.37	-44.0%	2.30
ATR	1.41	1.35	-0.07	-4.8%	0.00
Volume	46,235,200	47,108,100	872,900	1.9%	378,367,408

Daily Pivots for day following 19-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	251.29	251.10	250.23
R3	250.82	250.63	250.10
R2	250.35	250.35	250.06
R1	250.16	250.16	250.01	250.02
PP	249.88	249.88	249.88	249.81
S1	249.69	249.69	249.93	249.55
S2	249.41	249.41	249.88
S3	248.94	249.22	249.84
S4	248.47	248.75	249.71

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	256.08	254.93	250.46
R3	253.78	252.63	249.82
R2	251.48	251.48	249.61
R1	250.33	250.33	249.40	250.91
PP	249.18	249.18	249.18	249.46
S1	248.03	248.03	248.98	248.61
S2	246.88	246.88	248.77
S3	244.58	245.73	248.56
S4	242.28	243.43	247.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	250.32	248.57	1.75	0.7%	0.67	0.3%	80%	False	False	68,689,981
10	250.32	246.23	4.09	1.6%	0.81	0.3%	91%	False	False	65,149,500
20	250.32	242.93	7.39	3.0%	1.18	0.5%	95%	False	False	64,546,765
40	250.32	241.83	8.49	3.4%	1.26	0.5%	96%	False	False	66,277,080
60	250.32	239.96	10.36	4.1%	1.29	0.5%	97%	False	False	63,794,205
80	250.32	239.96	10.36	4.1%	1.27	0.5%	97%	False	False	64,640,887
100	250.32	235.43	14.89	6.0%	1.25	0.5%	98%	False	False	65,559,757
120	250.32	232.51	17.81	7.1%	1.30	0.5%	98%	False	False	68,104,029

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 79 trading days

Fibonacci Retracements and Extensions
4.250	252.07
2.618	251.30
1.618	250.83
1.000	250.54
0.618	250.36
HIGH	250.07
0.618	249.89
0.500	249.84
0.382	249.78
LOW	249.60
0.618	249.31
1.000	249.13
1.618	248.84
2.618	248.37
4.250	247.60

Fisher Pivots for day following 19-Sep-2017
Pivot	1 day	3 day
R1	249.93	249.76
PP	249.88	249.55
S1	249.84	249.35

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

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