SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Sep-2017

Day Change Summary
	Previous	Current
	25-Sep-2017	26-Sep-2017	Change	Change %	Previous Week
Open	249.15	249.42	0.27	0.1%	249.61
High	249.55	249.70	0.15	0.1%	250.19
Low	248.08	248.81	0.73	0.3%	248.92
Close	248.93	249.08	0.15	0.1%	249.44
Range	1.47	0.90	-0.58	-39.1%	1.27
ATR	1.27	1.25	-0.03	-2.1%	0.00
Volume	57,064,300	54,081,900	-2,982,400	-5.2%	252,342,600

Daily Pivots for day following 26-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	251.88	251.38	249.57
R3	250.99	250.48	249.33
R2	250.09	250.09	249.24
R1	249.59	249.59	249.16	249.39
PP	249.20	249.20	249.20	249.10
S1	248.69	248.69	249.00	248.50
S2	248.30	248.30	248.92
S3	247.41	247.80	248.83
S4	246.51	246.90	248.59

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	248.08	2.11	0.8%	1.01	0.4%	47%	False	False	54,029,100
10	250.32	248.08	2.24	0.9%	0.84	0.3%	45%	False	False	61,359,540
20	250.32	242.93	7.39	3.0%	1.10	0.4%	83%	False	False	64,599,190
40	250.32	241.83	8.49	3.4%	1.25	0.5%	85%	False	False	65,801,110
60	250.32	240.34	9.98	4.0%	1.21	0.5%	88%	False	False	61,583,948
80	250.32	239.96	10.36	4.2%	1.26	0.5%	88%	False	False	63,877,009
100	250.32	235.43	14.89	6.0%	1.25	0.5%	92%	False	False	65,037,298
120	250.32	232.51	17.81	7.2%	1.28	0.5%	93%	False	False	67,177,876

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	253.50
2.618	252.04
1.618	251.15
1.000	250.60
0.618	250.25
HIGH	249.70
0.618	249.36
0.500	249.25
0.382	249.15
LOW	248.81
0.618	248.25
1.000	247.91
1.618	247.36
2.618	246.46
4.250	245.00

Fisher Pivots for day following 26-Sep-2017
Pivot	1 day	3 day
R1	249.25	249.02
PP	249.20	248.95
S1	249.14	248.89

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

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