SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Dec-2017

Day Change Summary
	Previous	Current
	22-Dec-2017	26-Dec-2017	Change	Change %	Previous Week
Open	267.60	267.05	-0.55	-0.2%	268.10
High	267.64	267.44	-0.20	-0.1%	268.60
Low	266.90	266.89	-0.02	0.0%	266.69
Close	267.51	267.19	-0.32	-0.1%	267.51
Range	0.74	0.55	-0.18	-24.8%	1.91
ATR	1.52	1.46	-0.06	-4.2%	0.00
Volume	78,720,800	45,244,400	-33,476,400	-42.5%	388,540,908

Daily Pivots for day following 26-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	268.83	268.56	267.49
R3	268.28	268.01	267.34
R2	267.72	267.72	267.29
R1	267.46	267.46	267.24	267.59
PP	267.17	267.17	267.17	267.24
S1	266.90	266.90	267.14	267.04
S2	266.62	266.62	267.09
S3	266.07	266.35	267.04
S4	265.51	265.80	266.89

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	268.53	266.69	1.84	0.7%	1.09	0.4%	27%	False	False	70,026,360
10	268.60	265.39	3.21	1.2%	1.12	0.4%	56%	False	False	86,716,321
20	268.60	260.66	7.95	3.0%	1.58	0.6%	82%	False	False	91,036,274
40	268.60	255.63	12.97	4.9%	1.36	0.5%	89%	False	False	74,913,947
60	268.60	251.29	17.31	6.5%	1.26	0.5%	92%	False	False	70,043,181
80	268.60	244.95	23.65	8.9%	1.19	0.4%	94%	False	False	68,612,440
100	268.60	241.83	26.77	10.0%	1.26	0.5%	95%	False	False	69,028,760
120	268.60	240.56	28.04	10.5%	1.23	0.5%	95%	False	False	66,244,077

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	269.79
2.618	268.89
1.618	268.33
1.000	267.99
0.618	267.78
HIGH	267.44
0.618	267.23
0.500	267.16
0.382	267.10
LOW	266.89
0.618	266.54
1.000	266.33
1.618	265.99
2.618	265.44
4.250	264.53

Fisher Pivots for day following 26-Dec-2017
Pivot	1 day	3 day
R1	267.18	267.64
PP	267.17	267.49
S1	267.16	267.34

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

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