SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Dec-2017

Day Change Summary
	Previous	Current
	05-Dec-2017	06-Dec-2017	Change	Change %	Previous Week
Open	264.43	262.87	-1.56	-0.6%	260.41
High	265.15	263.73	-1.42	-0.5%	266.05
Low	263.04	262.71	-0.33	-0.1%	260.00
Close	263.19	263.24	0.05	0.0%	264.46
Range	2.11	1.02	-1.09	-51.7%	6.05
ATR	1.82	1.76	-0.06	-3.1%	0.00
Volume	77,994,496	75,898,496	-2,096,000	-2.7%	521,043,892

Daily Pivots for day following 06-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	266.29	265.78	263.80
R3	265.27	264.76	263.52
R2	264.25	264.25	263.43
R1	263.74	263.74	263.33	264.00
PP	263.23	263.23	263.23	263.35
S1	262.72	262.72	263.15	262.98
S2	262.21	262.21	263.05
S3	261.19	261.70	262.96
S4	260.17	260.68	262.68

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%	2.56	1.0%	41%	False	False	108,043,737
10	266.80	259.57	7.23	2.7%	1.81	0.7%	51%	False	False	84,186,718
20	266.80	255.63	11.17	4.2%	1.57	0.6%	68%	False	False	75,027,404
40	266.80	254.00	12.80	4.9%	1.34	0.5%	72%	False	False	67,343,807
60	266.80	248.08	18.72	7.1%	1.21	0.5%	81%	False	False	65,392,025
80	266.80	241.83	24.97	9.5%	1.27	0.5%	86%	False	False	66,420,913
100	266.80	241.83	24.97	9.5%	1.24	0.5%	86%	False	False	65,073,998
120	266.80	239.96	26.84	10.2%	1.27	0.5%	87%	False	False	64,140,552

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.34
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	268.07
2.618	266.40
1.618	265.38
1.000	264.75
0.618	264.36
HIGH	263.73
0.618	263.34
0.500	263.22
0.382	263.10
LOW	262.71
0.618	262.08
1.000	261.69
1.618	261.06
2.618	260.04
4.250	258.38

Fisher Pivots for day following 06-Dec-2017
Pivot	1 day	3 day
R1	263.23	264.76
PP	263.23	264.25
S1	263.22	263.75

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

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