SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Dec-2017

Day Change Summary
	Previous	Current
	01-Dec-2017	04-Dec-2017	Change	Change %	Previous Week
Open	264.76	266.31	1.55	0.6%	260.41
High	265.31	266.80	1.49	0.6%	266.05
Low	260.76	264.08	3.32	1.3%	260.00
Close	264.46	264.14	-0.32	-0.1%	264.46
Range	4.55	2.72	-1.83	-40.2%	6.05
ATR	1.72	1.79	0.07	4.1%	0.00
Volume	164,390,896	94,040,496	-70,350,400	-42.8%	521,043,892

Daily Pivots for day following 04-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	273.17	271.37	265.64
R3	270.45	268.65	264.89
R2	267.73	267.73	264.64
R1	265.93	265.93	264.39	265.47
PP	265.01	265.01	265.01	264.78
S1	263.21	263.21	263.89	262.75
S2	262.29	262.29	263.64
S3	259.57	260.49	263.39
S4	256.85	257.77	262.64

Weekly Pivots for week ending 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	281.65	279.11	267.79
R3	275.60	273.06	266.12
R2	269.55	269.55	265.57
R1	267.01	267.01	265.01	268.28
PP	263.50	263.50	263.50	264.14
S1	260.96	260.96	263.91	262.23
S2	257.45	257.45	263.35
S3	251.40	254.91	262.80
S4	245.35	248.86	261.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	266.80	260.66	6.15	2.3%	2.67	1.0%	57%	True	False	112,561,897
10	266.80	257.86	8.94	3.4%	1.76	0.7%	70%	True	False	80,522,648
20	266.80	255.63	11.17	4.2%	1.51	0.6%	76%	True	False	72,690,484
40	266.80	253.65	13.15	5.0%	1.31	0.5%	80%	True	False	65,467,992
60	266.80	248.02	18.78	7.1%	1.19	0.5%	86%	True	False	64,964,821
80	266.80	241.83	24.97	9.5%	1.26	0.5%	89%	True	False	66,349,274
100	266.80	241.83	24.97	9.5%	1.23	0.5%	89%	True	False	64,473,013
120	266.80	239.96	26.84	10.2%	1.26	0.5%	90%	True	False	64,116,592

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	True
Stretch	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	278.36
2.618	273.92
1.618	271.20
1.000	269.52
0.618	268.48
HIGH	266.80
0.618	265.76
0.500	265.44
0.382	265.12
LOW	264.08
0.618	262.40
1.000	261.36
1.618	259.68
2.618	256.96
4.250	252.52

Fisher Pivots for day following 04-Dec-2017
Pivot	1 day	3 day
R1	265.44	264.02
PP	265.01	263.90
S1	264.57	263.78

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

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