SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Dec-2017

Day Change Summary
	Previous	Current
	06-Dec-2017	07-Dec-2017	Change	Change %	Previous Week
Open	262.87	263.09	0.22	0.1%	260.41
High	263.73	264.43	0.70	0.3%	266.05
Low	262.71	262.94	0.23	0.1%	260.00
Close	263.24	264.07	0.83	0.3%	264.46
Range	1.02	1.49	0.47	46.1%	6.05
ATR	1.76	1.74	-0.02	-1.1%	0.00
Volume	75,898,496	77,218,496	1,320,000	1.7%	521,043,892

Daily Pivots for day following 07-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	268.28	267.67	264.89
R3	266.79	266.18	264.48
R2	265.30	265.30	264.34
R1	264.69	264.69	264.21	265.00
PP	263.81	263.81	263.81	263.97
S1	263.20	263.20	263.93	263.51
S2	262.32	262.32	263.80
S3	260.83	261.71	263.66
S4	259.34	260.22	263.25

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%	2.38	0.9%	55%	False	False	97,908,576
10	266.80	260.00	6.80	2.6%	1.90	0.7%	60%	False	False	87,405,237
20	266.80	255.63	11.17	4.2%	1.59	0.6%	76%	False	False	76,364,854
40	266.80	254.00	12.80	4.8%	1.36	0.5%	79%	False	False	68,082,412
60	266.80	248.08	18.72	7.1%	1.22	0.5%	85%	False	False	65,691,866
80	266.80	241.83	24.97	9.5%	1.28	0.5%	89%	False	False	66,695,611
100	266.80	241.83	24.97	9.5%	1.24	0.5%	89%	False	False	65,418,758
120	266.80	239.96	26.84	10.2%	1.27	0.5%	90%	False	False	64,241,341

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	270.76
2.618	268.33
1.618	266.84
1.000	265.92
0.618	265.35
HIGH	264.43
0.618	263.86
0.500	263.69
0.382	263.51
LOW	262.94
0.618	262.02
1.000	261.45
1.618	260.53
2.618	259.04
4.250	256.61

Fisher Pivots for day following 07-Dec-2017
Pivot	1 day	3 day
R1	263.94	264.02
PP	263.81	263.98
S1	263.69	263.93

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

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