SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Dec-2017

Day Change Summary
	Previous	Current
	27-Dec-2017	28-Dec-2017	Change	Change %	Previous Week
Open	267.38	267.89	0.51	0.2%	268.10
High	267.73	267.92	0.19	0.1%	268.60
Low	267.01	267.45	0.44	0.2%	266.69
Close	267.32	267.87	0.55	0.2%	267.51
Range	0.72	0.47	-0.25	-34.7%	1.91
ATR	1.41	1.35	-0.06	-4.1%	0.00
Volume	57,750,900	45,116,100	-12,634,800	-21.9%	388,540,908

Daily Pivots for day following 28-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	269.16	268.98	268.13
R3	268.69	268.51	268.00
R2	268.22	268.22	267.96
R1	268.04	268.04	267.91	267.90
PP	267.75	267.75	267.75	267.67
S1	267.57	267.57	267.83	267.43
S2	267.28	267.28	267.78
S3	266.81	267.10	267.74
S4	266.34	266.63	267.61

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	268.39	266.89	1.50	0.6%	0.71	0.3%	66%	False	False	58,772,900
10	268.60	265.39	3.21	1.2%	1.05	0.4%	77%	False	False	78,192,911
20	268.60	260.76	7.84	2.9%	1.45	0.5%	91%	False	False	87,355,435
40	268.60	255.63	12.97	4.8%	1.35	0.5%	94%	False	False	74,620,865
60	268.60	252.56	16.04	6.0%	1.25	0.5%	95%	False	False	69,660,415
80	268.60	246.23	22.37	8.4%	1.17	0.4%	97%	False	False	67,980,707
100	268.60	241.83	26.77	10.0%	1.26	0.5%	97%	False	False	69,135,562
120	268.60	240.85	27.75	10.4%	1.22	0.5%	97%	False	False	66,312,674

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	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	269.92
2.618	269.15
1.618	268.68
1.000	268.39
0.618	268.21
HIGH	267.92
0.618	267.74
0.500	267.69
0.382	267.63
LOW	267.45
0.618	267.16
1.000	266.98
1.618	266.69
2.618	266.22
4.250	265.45

Fisher Pivots for day following 28-Dec-2017
Pivot	1 day	3 day
R1	267.81	267.71
PP	267.75	267.56
S1	267.69	267.40

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

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