SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	19-Sep-2017	20-Sep-2017	Change	Change %	Previous Week
Open	250.00	250.07	0.07	0.0%	248.04
High	250.07	250.19	0.12	0.0%	250.32
Low	249.60	248.92	-0.68	-0.3%	248.02
Close	249.97	250.06	0.09	0.0%	249.19
Range	0.47	1.27	0.80	170.2%	2.30
ATR	1.35	1.34	-0.01	-0.4%	0.00
Volume	47,108,100	59,574,000	12,465,900	26.5%	378,367,408

Daily Pivots for day following 20-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	253.53	253.07	250.76
R3	252.26	251.80	250.41
R2	250.99	250.99	250.29
R1	250.53	250.53	250.18	250.13
PP	249.72	249.72	249.72	249.52
S1	249.26	249.26	249.94	248.86
S2	248.45	248.45	249.83
S3	247.18	247.99	249.71
S4	245.91	246.72	249.36

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%	0.80	0.3%	85%	False	False	68,759,181
10	250.32	246.30	4.02	1.6%	0.83	0.3%	94%	False	False	65,315,220
20	250.32	242.93	7.39	3.0%	1.14	0.5%	96%	False	False	64,368,460
40	250.32	241.83	8.49	3.4%	1.27	0.5%	97%	False	False	66,393,543
60	250.32	239.96	10.36	4.1%	1.28	0.5%	97%	False	False	63,842,098
80	250.32	239.96	10.36	4.1%	1.28	0.5%	97%	False	False	64,802,688
100	250.32	235.43	14.89	6.0%	1.25	0.5%	98%	False	False	65,520,169
120	250.32	232.51	17.81	7.1%	1.30	0.5%	99%	False	False	68,127,664

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	255.59
2.618	253.51
1.618	252.24
1.000	251.46
0.618	250.97
HIGH	250.19
0.618	249.70
0.500	249.56
0.382	249.41
LOW	248.92
0.618	248.14
1.000	247.65
1.618	246.87
2.618	245.60
4.250	243.52

Fisher Pivots for day following 20-Sep-2017
Pivot	1 day	3 day
R1	249.89	249.89
PP	249.72	249.72
S1	249.56	249.56

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

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