SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	20-Sep-2017	21-Sep-2017	Change	Change %	Previous Week
Open	250.07	249.88	-0.19	-0.1%	248.04
High	250.19	249.98	-0.21	-0.1%	250.32
Low	248.92	249.19	0.27	0.1%	248.02
Close	250.06	249.39	-0.67	-0.3%	249.19
Range	1.27	0.80	-0.48	-37.4%	2.30
ATR	1.34	1.31	-0.03	-2.5%	0.00
Volume	59,574,000	48,211,300	-11,362,700	-19.1%	378,367,408

Daily Pivots for day following 21-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	251.90	251.44	249.83
R3	251.11	250.65	249.61
R2	250.31	250.31	249.54
R1	249.85	249.85	249.46	249.69
PP	249.52	249.52	249.52	249.44
S1	249.06	249.06	249.32	248.89
S2	248.72	248.72	249.24
S3	247.93	248.26	249.17
S4	247.13	247.47	248.95

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	250.19	248.57	1.62	0.6%	0.82	0.3%	51%	False	False	59,312,180
10	250.32	246.30	4.02	1.6%	0.82	0.3%	77%	False	False	64,332,880
20	250.32	242.93	7.39	3.0%	1.14	0.5%	87%	False	False	64,268,835
40	250.32	241.83	8.49	3.4%	1.28	0.5%	89%	False	False	66,409,440
60	250.32	239.96	10.36	4.2%	1.26	0.5%	91%	False	False	63,274,826
80	250.32	239.96	10.36	4.2%	1.28	0.5%	91%	False	False	64,965,307
100	250.32	235.43	14.89	6.0%	1.25	0.5%	94%	False	False	65,333,457
120	250.32	232.51	17.81	7.1%	1.30	0.5%	95%	False	False	67,914,984

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

Fibonacci Retracements and Extensions
4.250	253.36
2.618	252.06
1.618	251.27
1.000	250.78
0.618	250.47
HIGH	249.98
0.618	249.68
0.500	249.58
0.382	249.49
LOW	249.19
0.618	248.69
1.000	248.39
1.618	247.90
2.618	247.10
4.250	245.81

Fisher Pivots for day following 21-Sep-2017
Pivot	1 day	3 day
R1	249.58	249.56
PP	249.52	249.50
S1	249.45	249.45

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

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