SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Jan-2018

Day Change Summary
	Previous	Current
	03-Jan-2018	04-Jan-2018	Change	Change %	Previous Week
Open	268.96	271.20	2.24	0.8%	267.05
High	270.64	272.16	1.52	0.6%	268.55
Low	268.96	270.55	1.59	0.6%	266.64
Close	270.47	271.61	1.14	0.4%	266.86
Range	1.68	1.62	-0.07	-3.9%	1.91
ATR	1.46	1.48	0.02	1.1%	0.00
Volume	90,070,400	80,636,400	-9,434,000	-10.5%	244,118,800

Daily Pivots for day following 04-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	276.28	275.56	272.50
R3	274.67	273.95	272.05
R2	273.05	273.05	271.91
R1	272.33	272.33	271.76	272.69
PP	271.44	271.44	271.44	271.62
S1	270.72	270.72	271.46	271.08
S2	269.82	269.82	271.31
S3	268.21	269.10	271.17
S4	266.59	267.49	270.72

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	272.16	266.64	5.52	2.0%	1.42	0.5%	90%	True	False	79,697,199
10	272.16	266.64	5.52	2.0%	1.18	0.4%	90%	True	False	72,398,590
20	272.16	262.71	9.45	3.5%	1.20	0.4%	94%	True	False	81,807,920
40	272.16	255.63	16.53	6.1%	1.39	0.5%	97%	True	False	77,957,752
60	272.16	253.98	18.18	6.7%	1.29	0.5%	97%	True	False	71,617,825
80	272.16	248.08	24.08	8.9%	1.20	0.4%	98%	True	False	69,258,467
100	272.16	241.83	30.33	11.2%	1.26	0.5%	98%	True	False	69,472,249
120	272.16	241.83	30.33	11.2%	1.23	0.5%	98%	True	False	67,509,930

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	279.02
2.618	276.39
1.618	274.77
1.000	273.78
0.618	273.16
HIGH	272.16
0.618	271.54
0.500	271.35
0.382	271.16
LOW	270.55
0.618	269.55
1.000	268.93
1.618	267.93
2.618	266.32
4.250	263.68

Fisher Pivots for day following 04-Jan-2018
Pivot	1 day	3 day
R1	271.52	271.00
PP	271.44	270.39
S1	271.35	269.78

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

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