SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Dec-2017

Day Change Summary
	Previous	Current
	14-Dec-2017	15-Dec-2017	Change	Change %	Previous Week
Open	267.09	265.45	-1.64	-0.6%	265.58
High	267.22	267.04	-0.18	-0.1%	267.56
Low	265.60	265.39	-0.21	-0.1%	265.39
Close	265.66	266.51	0.85	0.3%	266.51
Range	1.62	1.65	0.03	1.9%	2.17
ATR	1.57	1.58	0.01	0.4%	0.00
Volume	100,666,600	144,610,208	43,943,608	43.7%	516,455,408

Daily Pivots for day following 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	271.26	270.54	267.42
R3	269.61	268.89	266.96
R2	267.96	267.96	266.81
R1	267.24	267.24	266.66	267.60
PP	266.31	266.31	266.31	266.50
S1	265.59	265.59	266.36	265.95
S2	264.66	264.66	266.21
S3	263.01	263.94	266.06
S4	261.36	262.29	265.60

Weekly Pivots for week ending 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	273.00	271.92	267.70
R3	270.83	269.75	267.11
R2	268.66	268.66	266.91
R1	267.58	267.58	266.71	268.12
PP	266.49	266.49	266.49	266.76
S1	265.41	265.41	266.31	265.95
S2	264.32	264.32	266.11
S3	262.15	263.24	265.91
S4	259.98	261.07	265.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	267.56	265.39	2.17	0.8%	1.21	0.5%	52%	False	True	103,291,081
10	267.56	262.71	4.85	1.8%	1.49	0.6%	78%	False	False	91,817,119
20	267.56	257.77	9.79	3.7%	1.53	0.6%	89%	False	False	85,255,699
40	267.56	254.00	13.56	5.1%	1.43	0.5%	92%	False	False	76,046,892
60	267.56	248.08	19.48	7.3%	1.27	0.5%	95%	False	False	69,042,066
80	267.56	242.93	24.63	9.2%	1.24	0.5%	96%	False	False	67,848,758
100	267.56	241.83	25.73	9.7%	1.27	0.5%	96%	False	False	67,989,016
120	267.56	239.96	27.60	10.4%	1.27	0.5%	96%	False	False	66,158,446

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	274.05
2.618	271.36
1.618	269.71
1.000	268.69
0.618	268.06
HIGH	267.04
0.618	266.41
0.500	266.22
0.382	266.02
LOW	265.39
0.618	264.37
1.000	263.74
1.618	262.72
2.618	261.07
4.250	258.38

Fisher Pivots for day following 15-Dec-2017
Pivot	1 day	3 day
R1	266.41	266.50
PP	266.31	266.49
S1	266.22	266.48

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

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