SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Dec-2017

Day Change Summary
	Previous	Current
	18-Dec-2017	19-Dec-2017	Change	Change %	Previous Week
Open	268.10	268.48	0.38	0.1%	265.58
High	268.60	268.53	-0.07	0.0%	267.56
Low	267.98	267.09	-0.89	-0.3%	265.39
Close	268.20	267.17	-1.03	-0.4%	266.51
Range	0.62	1.44	0.82	132.3%	2.17
ATR	1.61	1.60	-0.01	-0.8%	0.00
Volume	83,653,504	82,382,800	-1,270,704	-1.5%	516,455,408

Daily Pivots for day following 19-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	271.92	270.98	267.96
R3	270.48	269.54	267.57
R2	269.04	269.04	267.43
R1	268.10	268.10	267.30	267.85
PP	267.60	267.60	267.60	267.47
S1	266.66	266.66	267.04	266.41
S2	266.16	266.16	266.91
S3	264.72	265.22	266.77
S4	263.28	263.78	266.38

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	268.60	265.39	3.21	1.2%	1.25	0.5%	55%	False	False	102,843,702
10	268.60	262.71	5.89	2.2%	1.21	0.5%	76%	False	False	91,217,250
20	268.60	258.26	10.34	3.9%	1.56	0.6%	86%	False	False	87,365,899
40	268.60	254.00	14.60	5.5%	1.41	0.5%	90%	False	False	76,370,509
60	268.60	248.81	19.80	7.4%	1.27	0.5%	93%	False	False	70,004,700
80	268.60	242.93	25.67	9.6%	1.23	0.5%	94%	False	False	68,484,368
100	268.60	241.83	26.77	10.0%	1.26	0.5%	95%	False	False	68,440,831
120	268.60	240.34	28.26	10.6%	1.24	0.5%	95%	False	False	66,067,146

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	0.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	274.65
2.618	272.30
1.618	270.86
1.000	269.97
0.618	269.42
HIGH	268.53
0.618	267.98
0.500	267.81
0.382	267.64
LOW	267.09
0.618	266.20
1.000	265.65
1.618	264.76
2.618	263.32
4.250	260.97

Fisher Pivots for day following 19-Dec-2017
Pivot	1 day	3 day
R1	267.81	267.11
PP	267.60	267.05
S1	267.38	267.00

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

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