SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Dec-2017

Day Change Summary
	Previous	Current
	08-Dec-2017	11-Dec-2017	Change	Change %	Previous Week
Open	264.99	265.58	0.59	0.2%	266.31
High	265.52	266.38	0.86	0.3%	266.80
Low	264.03	265.48	1.45	0.5%	262.71
Close	265.51	266.31	0.80	0.3%	265.51
Range	1.49	0.90	-0.59	-39.6%	4.09
ATR	1.72	1.66	-0.06	-3.4%	0.00
Volume	76,563,800	83,077,504	6,513,704	8.5%	401,715,784

Daily Pivots for day following 11-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	268.76	268.43	266.81
R3	267.86	267.53	266.56
R2	266.96	266.96	266.48
R1	266.63	266.63	266.39	266.80
PP	266.06	266.06	266.06	266.14
S1	265.73	265.73	266.23	265.90
S2	265.16	265.16	266.15
S3	264.26	264.83	266.06
S4	263.36	263.93	265.82

Weekly Pivots for week ending 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	277.28	275.48	267.76
R3	273.19	271.39	266.63
R2	269.10	269.10	266.26
R1	267.30	267.30	265.88	266.16
PP	265.01	265.01	265.01	264.43
S1	263.21	263.21	265.14	262.07
S2	260.92	260.92	264.76
S3	256.83	259.12	264.39
S4	252.74	255.03	263.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	266.38	262.71	3.67	1.4%	1.40	0.5%	98%	True	False	78,150,558
10	266.80	260.66	6.15	2.3%	2.03	0.8%	92%	False	False	95,356,228
20	266.80	255.63	11.17	4.2%	1.56	0.6%	96%	False	False	76,593,414
40	266.80	254.00	12.80	4.8%	1.38	0.5%	96%	False	False	69,526,807
60	266.80	248.08	18.72	7.0%	1.24	0.5%	97%	False	False	65,171,244
80	266.80	241.83	24.97	9.4%	1.25	0.5%	98%	False	False	66,376,053
100	266.80	241.83	24.97	9.4%	1.25	0.5%	98%	False	False	66,033,478
120	266.80	239.96	26.84	10.1%	1.27	0.5%	98%	False	False	64,630,987

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	False
Bull Hook	False
Stretch	0.35
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	270.21
2.618	268.74
1.618	267.84
1.000	267.28
0.618	266.94
HIGH	266.38
0.618	266.04
0.500	265.93
0.382	265.82
LOW	265.48
0.618	264.92
1.000	264.58
1.618	264.02
2.618	263.12
4.250	261.66

Fisher Pivots for day following 11-Dec-2017
Pivot	1 day	3 day
R1	266.18	265.76
PP	266.06	265.21
S1	265.93	264.66

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

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