SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Dec-2017

Day Change Summary
	Previous	Current
	20-Dec-2017	21-Dec-2017	Change	Change %	Previous Week
Open	268.27	267.74	-0.53	-0.2%	265.58
High	268.33	268.39	0.06	0.0%	267.56
Low	266.69	267.30	0.61	0.2%	265.39
Close	267.03	267.58	0.55	0.2%	266.51
Range	1.64	1.09	-0.56	-33.8%	2.17
ATR	1.60	1.59	-0.02	-1.1%	0.00
Volume	76,751,504	67,032,300	-9,719,204	-12.7%	516,455,408

Daily Pivots for day following 21-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	271.01	270.38	268.18
R3	269.93	269.30	267.88
R2	268.84	268.84	267.78
R1	268.21	268.21	267.68	267.98
PP	267.76	267.76	267.76	267.64
S1	267.13	267.13	267.48	266.90
S2	266.67	266.67	267.38
S3	265.59	266.04	267.28
S4	264.50	264.96	266.98

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%	1.29	0.5%	68%	False	False	90,886,063
10	268.60	264.03	4.57	1.7%	1.23	0.5%	78%	False	False	90,283,931
20	268.60	260.00	8.60	3.2%	1.57	0.6%	88%	False	False	88,844,584
40	268.60	255.48	13.12	4.9%	1.41	0.5%	92%	False	False	75,698,827
60	268.60	249.63	18.97	7.1%	1.27	0.5%	95%	False	False	70,149,708
80	268.60	244.62	23.98	9.0%	1.22	0.5%	96%	False	False	69,135,807
100	268.60	241.83	26.77	10.0%	1.27	0.5%	96%	False	False	68,669,779
120	268.60	240.34	28.26	10.6%	1.24	0.5%	96%	False	False	66,215,558

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	273.00
2.618	271.23
1.618	270.14
1.000	269.47
0.618	269.06
HIGH	268.39
0.618	267.97
0.500	267.84
0.382	267.71
LOW	267.30
0.618	266.63
1.000	266.22
1.618	265.54
2.618	264.46
4.250	262.69

Fisher Pivots for day following 21-Dec-2017
Pivot	1 day	3 day
R1	267.84	267.61
PP	267.76	267.60
S1	267.67	267.59

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

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