SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Dec-2017

Day Change Summary
	Previous	Current
	12-Dec-2017	13-Dec-2017	Change	Change %	Previous Week
Open	266.57	267.06	0.49	0.2%	266.31
High	267.32	267.56	0.24	0.1%	266.80
Low	266.35	266.65	0.31	0.1%	262.71
Close	266.78	266.75	-0.03	0.0%	265.51
Range	0.98	0.91	-0.07	-6.7%	4.09
ATR	1.62	1.57	-0.05	-3.1%	0.00
Volume	85,195,696	102,905,400	17,709,704	20.8%	401,715,784

Daily Pivots for day following 13-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	269.72	269.14	267.25
R3	268.81	268.23	267.00
R2	267.90	267.90	266.92
R1	267.32	267.32	266.83	267.16
PP	266.99	266.99	266.99	266.90
S1	266.41	266.41	266.67	266.25
S2	266.08	266.08	266.58
S3	265.17	265.50	266.50
S4	264.26	264.59	266.25

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	267.56	262.94	4.62	1.7%	1.15	0.4%	82%	True	False	84,992,179
10	267.56	260.76	6.80	2.5%	1.85	0.7%	88%	True	False	96,517,958
20	267.56	255.63	11.93	4.5%	1.52	0.6%	93%	True	False	80,421,284
40	267.56	254.00	13.56	5.1%	1.40	0.5%	94%	True	False	72,484,772
60	267.56	248.08	19.48	7.3%	1.25	0.5%	96%	True	False	66,750,541
80	267.56	242.93	24.63	9.2%	1.23	0.5%	97%	True	False	66,199,597
100	267.56	241.83	25.73	9.6%	1.25	0.5%	97%	True	False	66,561,157
120	267.56	239.96	27.60	10.3%	1.27	0.5%	97%	True	False	65,272,373

Crabel Price Patterns
NR	True
NR4	False
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	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	271.43
2.618	269.94
1.618	269.03
1.000	268.47
0.618	268.12
HIGH	267.56
0.618	267.21
0.500	267.11
0.382	267.00
LOW	266.65
0.618	266.09
1.000	265.74
1.618	265.18
2.618	264.27
4.250	262.78

Fisher Pivots for day following 13-Dec-2017
Pivot	1 day	3 day
R1	267.11	266.67
PP	266.99	266.60
S1	266.87	266.52

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

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