SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jan-2018

Day Change Summary
	Previous	Current
	02-Jan-2018	03-Jan-2018	Change	Change %	Previous Week
Open	267.84	268.96	1.12	0.4%	267.05
High	268.81	270.64	1.83	0.7%	268.55
Low	267.40	268.96	1.56	0.6%	266.64
Close	268.77	270.47	1.70	0.6%	266.86
Range	1.41	1.68	0.27	19.1%	1.91
ATR	1.43	1.46	0.03	2.2%	0.00
Volume	86,655,696	90,070,400	3,414,704	3.9%	244,118,800

Daily Pivots for day following 03-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	275.06	274.45	271.39
R3	273.38	272.77	270.93
R2	271.70	271.70	270.78
R1	271.09	271.09	270.62	271.40
PP	270.02	270.02	270.02	270.18
S1	269.41	269.41	270.32	269.72
S2	268.34	268.34	270.16
S3	266.66	267.73	270.01
S4	264.98	266.05	269.55

Weekly Pivots for week ending 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	273.08	271.88	267.91
R3	271.17	269.97	267.39
R2	269.26	269.26	267.21
R1	268.06	268.06	267.04	267.71
PP	267.35	267.35	267.35	267.17
S1	266.15	266.15	266.68	265.80
S2	265.44	265.44	266.51
S3	263.53	264.24	266.33
S4	261.62	262.33	265.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	270.64	266.64	4.00	1.5%	1.24	0.5%	96%	True	False	75,120,099
10	270.64	266.64	4.00	1.5%	1.16	0.4%	96%	True	False	72,573,230
20	270.64	262.71	7.93	2.9%	1.22	0.5%	98%	True	False	81,675,825
40	270.64	255.63	15.01	5.5%	1.37	0.5%	99%	True	False	77,183,154
60	270.64	253.65	16.99	6.3%	1.28	0.5%	99%	True	False	70,870,603
80	270.64	248.02	22.62	8.4%	1.20	0.4%	99%	True	False	69,142,572
100	270.64	241.83	28.81	10.7%	1.25	0.5%	99%	True	False	69,414,584
120	270.64	241.83	28.81	10.7%	1.23	0.5%	99%	True	False	67,340,148

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	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	277.78
2.618	275.04
1.618	273.36
1.000	272.32
0.618	271.68
HIGH	270.64
0.618	270.00
0.500	269.80
0.382	269.60
LOW	268.96
0.618	267.92
1.000	267.28
1.618	266.24
2.618	264.56
4.250	261.82

Fisher Pivots for day following 03-Jan-2018
Pivot	1 day	3 day
R1	270.25	269.86
PP	270.02	269.25
S1	269.80	268.64

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

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