SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Dec-2017

Day Change Summary
	Previous	Current
	11-Dec-2017	12-Dec-2017	Change	Change %	Previous Week
Open	265.58	266.57	0.99	0.4%	266.31
High	266.38	267.32	0.94	0.4%	266.80
Low	265.48	266.35	0.87	0.3%	262.71
Close	266.31	266.78	0.47	0.2%	265.51
Range	0.90	0.98	0.08	8.3%	4.09
ATR	1.66	1.62	-0.05	-2.8%	0.00
Volume	83,077,504	85,195,696	2,118,192	2.5%	401,715,784

Daily Pivots for day following 12-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	269.74	269.24	267.32
R3	268.77	268.26	267.05
R2	267.79	267.79	266.96
R1	267.29	267.29	266.87	267.54
PP	266.82	266.82	266.82	266.94
S1	266.31	266.31	266.69	266.56
S2	265.84	265.84	266.60
S3	264.87	265.34	266.51
S4	263.89	264.36	266.24

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	267.32	262.71	4.61	1.7%	1.18	0.4%	88%	True	False	79,590,798
10	267.32	260.76	6.56	2.5%	1.91	0.7%	92%	True	False	93,978,628
20	267.32	255.63	11.69	4.4%	1.54	0.6%	95%	True	False	78,341,769
40	267.32	254.00	13.32	5.0%	1.39	0.5%	96%	True	False	70,701,159
60	267.32	248.08	19.24	7.2%	1.24	0.5%	97%	True	False	65,820,586
80	267.32	241.83	25.49	9.6%	1.24	0.5%	98%	True	False	65,731,651
100	267.32	241.83	25.49	9.6%	1.25	0.5%	98%	True	False	65,998,325
120	267.32	239.96	27.36	10.3%	1.27	0.5%	98%	True	False	64,973,051

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	0.36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	271.46
2.618	269.87
1.618	268.90
1.000	268.30
0.618	267.92
HIGH	267.32
0.618	266.95
0.500	266.83
0.382	266.72
LOW	266.35
0.618	265.74
1.000	265.37
1.618	264.77
2.618	263.79
4.250	262.20

Fisher Pivots for day following 12-Dec-2017
Pivot	1 day	3 day
R1	266.83	266.41
PP	266.82	266.04
S1	266.80	265.68

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

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