SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Jan-2018

Day Change Summary
	Previous	Current
	05-Jan-2018	08-Jan-2018	Change	Change %	Previous Week
Open	272.51	273.31	0.80	0.3%	267.84
High	273.56	274.10	0.54	0.2%	273.56
Low	271.95	272.98	1.03	0.4%	267.40
Close	273.42	273.92	0.50	0.2%	273.42
Range	1.61	1.12	-0.49	-30.4%	6.16
ATR	1.51	1.48	-0.03	-1.8%	0.00
Volume	83,523,904	57,319,100	-26,204,804	-31.4%	340,886,400

Daily Pivots for day following 08-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	277.03	276.59	274.54
R3	275.91	275.47	274.23
R2	274.79	274.79	274.13
R1	274.35	274.35	274.02	274.57
PP	273.67	273.67	273.67	273.78
S1	273.23	273.23	273.82	273.45
S2	272.55	272.55	273.71
S3	271.43	272.11	273.61
S4	270.31	270.99	273.30

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	289.94	287.84	276.81
R3	283.78	281.68	275.11
R2	277.62	277.62	274.55
R1	275.52	275.52	273.98	276.57
PP	271.46	271.46	271.46	271.99
S1	269.36	269.36	272.86	270.41
S2	265.30	265.30	272.29
S3	259.14	263.20	271.73
S4	252.98	257.04	270.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	274.10	267.40	6.70	2.4%	1.49	0.5%	97%	True	False	79,641,100
10	274.10	266.64	7.46	2.7%	1.18	0.4%	98%	True	False	72,104,510
20	274.10	264.03	10.07	3.7%	1.21	0.4%	98%	True	False	81,194,220
40	274.10	255.63	18.47	6.7%	1.40	0.5%	99%	True	False	78,779,537
60	274.10	254.00	20.10	7.3%	1.31	0.5%	99%	True	False	72,453,015
80	274.10	248.08	26.02	9.5%	1.22	0.4%	99%	True	False	69,567,455
100	274.10	241.83	32.27	11.8%	1.26	0.5%	99%	True	False	69,595,333
120	274.10	241.83	32.27	11.8%	1.24	0.5%	99%	True	False	68,048,001

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.26
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	278.86
2.618	277.03
1.618	275.91
1.000	275.22
0.618	274.79
HIGH	274.10
0.618	273.67
0.500	273.54
0.382	273.41
LOW	272.98
0.618	272.29
1.000	271.86
1.618	271.17
2.618	270.05
4.250	268.22

Fisher Pivots for day following 08-Jan-2018
Pivot	1 day	3 day
R1	273.79	273.39
PP	273.67	272.86
S1	273.54	272.32

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

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