SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Sep-2017

Day Change Summary
	Previous	Current
	21-Sep-2017	22-Sep-2017	Change	Change %	Previous Week
Open	249.88	249.05	-0.83	-0.3%	249.61
High	249.98	249.63	-0.35	-0.1%	250.19
Low	249.19	249.02	-0.17	-0.1%	248.92
Close	249.39	249.44	0.05	0.0%	249.44
Range	0.80	0.61	-0.19	-23.3%	1.27
ATR	1.31	1.26	-0.05	-3.8%	0.00
Volume	48,211,300	51,214,000	3,002,700	6.2%	252,342,600

Daily Pivots for day following 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	251.19	250.93	249.78
R3	250.58	250.32	249.61
R2	249.97	249.97	249.55
R1	249.71	249.71	249.50	249.84
PP	249.36	249.36	249.36	249.43
S1	249.10	249.10	249.38	249.23
S2	248.75	248.75	249.33
S3	248.14	248.49	249.27
S4	247.53	247.88	249.10

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	253.33	252.65	250.14
R3	252.06	251.38	249.79
R2	250.79	250.79	249.67
R1	250.11	250.11	249.56	249.82
PP	249.52	249.52	249.52	249.37
S1	248.84	248.84	249.32	248.55
S2	248.25	248.25	249.21
S3	246.98	247.57	249.09
S4	245.71	246.30	248.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	250.19	248.92	1.27	0.5%	0.80	0.3%	41%	False	False	50,468,520
10	250.32	248.02	2.30	0.9%	0.80	0.3%	62%	False	False	63,071,000
20	250.32	242.93	7.39	3.0%	1.10	0.4%	88%	False	False	64,292,455
40	250.32	241.83	8.49	3.4%	1.24	0.5%	90%	False	False	65,920,628
60	250.32	239.96	10.36	4.2%	1.25	0.5%	92%	False	False	62,961,016
80	250.32	239.96	10.36	4.2%	1.27	0.5%	92%	False	False	64,458,032
100	250.32	235.43	14.89	6.0%	1.25	0.5%	94%	False	False	65,271,840
120	250.32	232.51	17.81	7.1%	1.29	0.5%	95%	False	False	67,628,880

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	True
Bull Hook	False
Stretch	0.13
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	252.22
2.618	251.23
1.618	250.62
1.000	250.24
0.618	250.01
HIGH	249.63
0.618	249.40
0.500	249.33
0.382	249.25
LOW	249.02
0.618	248.64
1.000	248.41
1.618	248.03
2.618	247.42
4.250	246.43

Fisher Pivots for day following 22-Sep-2017
Pivot	1 day	3 day
R1	249.40	249.56
PP	249.36	249.52
S1	249.33	249.48

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

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