SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Dec-2017

Day Change Summary
	Previous	Current
	04-Dec-2017	05-Dec-2017	Change	Change %	Previous Week
Open	266.31	264.43	-1.88	-0.7%	260.41
High	266.80	265.15	-1.65	-0.6%	266.05
Low	264.08	263.04	-1.04	-0.4%	260.00
Close	264.14	263.19	-0.95	-0.4%	264.46
Range	2.72	2.11	-0.61	-22.4%	6.05
ATR	1.79	1.82	0.02	1.3%	0.00
Volume	94,040,496	77,994,496	-16,046,000	-17.1%	521,043,892

Daily Pivots for day following 05-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	270.12	268.77	264.35
R3	268.01	266.66	263.77
R2	265.90	265.90	263.58
R1	264.55	264.55	263.38	264.17
PP	263.79	263.79	263.79	263.61
S1	262.44	262.44	263.00	262.06
S2	261.68	261.68	262.80
S3	259.57	260.33	262.61
S4	257.46	258.22	262.03

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	260.76	6.04	2.3%	2.64	1.0%	40%	False	False	108,366,457
10	266.80	258.26	8.54	3.2%	1.90	0.7%	58%	False	False	83,514,548
20	266.80	255.63	11.17	4.2%	1.58	0.6%	68%	False	False	74,107,584
40	266.80	253.98	12.82	4.9%	1.34	0.5%	72%	False	False	66,522,777
60	266.80	248.08	18.72	7.1%	1.20	0.5%	81%	False	False	65,075,316
80	266.80	241.83	24.97	9.5%	1.27	0.5%	86%	False	False	66,388,331
100	266.80	241.83	24.97	9.5%	1.23	0.5%	86%	False	False	64,650,332
120	266.80	239.96	26.84	10.2%	1.27	0.5%	87%	False	False	64,212,673

Crabel Price Patterns
NR	True
NR4	True
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	0.41
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	274.12
2.618	270.67
1.618	268.56
1.000	267.26
0.618	266.45
HIGH	265.15
0.618	264.34
0.500	264.10
0.382	263.85
LOW	263.04
0.618	261.74
1.000	260.93
1.618	259.63
2.618	257.52
4.250	254.07

Fisher Pivots for day following 05-Dec-2017
Pivot	1 day	3 day
R1	264.10	263.78
PP	263.79	263.58
S1	263.49	263.39

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

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