SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Dec-2017

Day Change Summary
	Previous	Current
	21-Dec-2017	22-Dec-2017	Change	Change %	Previous Week
Open	267.74	267.60	-0.14	-0.1%	268.10
High	268.39	267.64	-0.75	-0.3%	268.60
Low	267.30	266.90	-0.40	-0.1%	266.69
Close	267.58	267.51	-0.07	0.0%	267.51
Range	1.09	0.74	-0.35	-32.3%	1.91
ATR	1.59	1.52	-0.06	-3.8%	0.00
Volume	67,032,300	78,720,800	11,688,500	17.4%	388,540,908

Daily Pivots for day following 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	269.55	269.27	267.91
R3	268.82	268.53	267.71
R2	268.08	268.08	267.64
R1	267.80	267.80	267.58	267.57
PP	267.35	267.35	267.35	267.24
S1	267.06	267.06	267.44	266.84
S2	266.61	266.61	267.38
S3	265.88	266.33	267.31
S4	265.14	265.59	267.11

Weekly Pivots for week ending 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	273.33	272.33	268.56
R3	271.42	270.42	268.04
R2	269.51	269.51	267.86
R1	268.51	268.51	267.69	268.06
PP	267.60	267.60	267.60	267.37
S1	266.60	266.60	267.33	266.15
S2	265.69	265.69	267.16
S3	263.78	264.69	266.98
S4	261.87	262.78	266.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	268.60	266.69	1.91	0.7%	1.10	0.4%	43%	False	False	77,708,181
10	268.60	265.39	3.21	1.2%	1.16	0.4%	66%	False	False	90,499,631
20	268.60	260.00	8.60	3.2%	1.59	0.6%	87%	False	False	91,387,799
40	268.60	255.63	12.98	4.9%	1.40	0.5%	92%	False	False	75,921,899
60	268.60	250.13	18.47	6.9%	1.27	0.5%	94%	False	False	70,715,408
80	268.60	244.95	23.65	8.8%	1.21	0.5%	95%	False	False	69,344,432
100	268.60	241.83	26.77	10.0%	1.27	0.5%	96%	False	False	68,984,875
120	268.60	240.34	28.26	10.6%	1.24	0.5%	96%	False	False	66,418,001

Crabel Price Patterns
NR	True
NR4	True
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	0.16
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	270.76
2.618	269.56
1.618	268.82
1.000	268.37
0.618	268.09
HIGH	267.64
0.618	267.35
0.500	267.27
0.382	267.18
LOW	266.90
0.618	266.45
1.000	266.17
1.618	265.71
2.618	264.98
4.250	263.78

Fisher Pivots for day following 22-Dec-2017
Pivot	1 day	3 day
R1	267.43	267.54
PP	267.35	267.53
S1	267.27	267.52

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

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