SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Jan-2018

Day Change Summary
	Previous	Current
	08-Jan-2018	09-Jan-2018	Change	Change %	Previous Week
Open	273.31	274.40	1.09	0.4%	267.84
High	274.10	275.25	1.15	0.4%	273.56
Low	272.98	274.08	1.10	0.4%	267.40
Close	273.92	274.54	0.62	0.2%	273.42
Range	1.12	1.17	0.05	4.5%	6.16
ATR	1.48	1.47	-0.01	-0.7%	0.00
Volume	57,319,100	57,253,900	-65,200	-0.1%	340,886,400

Daily Pivots for day following 09-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	278.13	277.51	275.18
R3	276.96	276.34	274.86
R2	275.79	275.79	274.75
R1	275.17	275.17	274.65	275.48
PP	274.62	274.62	274.62	274.78
S1	274.00	274.00	274.43	274.31
S2	273.45	273.45	274.33
S3	272.28	272.83	274.22
S4	271.11	271.66	273.90

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	275.25	268.96	6.29	2.3%	1.44	0.5%	89%	True	False	73,760,740
10	275.25	266.64	8.61	3.1%	1.23	0.4%	92%	True	False	69,957,820
20	275.25	265.39	9.86	3.6%	1.19	0.4%	93%	True	False	80,228,725
40	275.25	255.63	19.62	7.1%	1.38	0.5%	96%	True	False	77,833,747
60	275.25	254.00	21.25	7.7%	1.31	0.5%	97%	True	False	72,622,828
80	275.25	248.08	27.17	9.9%	1.22	0.4%	97%	True	False	69,090,050
100	275.25	241.83	33.42	12.2%	1.26	0.5%	98%	True	False	69,600,717
120	275.25	241.83	33.42	12.2%	1.24	0.5%	98%	True	False	68,099,832

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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	280.22
2.618	278.31
1.618	277.14
1.000	276.42
0.618	275.97
HIGH	275.25
0.618	274.80
0.500	274.67
0.382	274.53
LOW	274.08
0.618	273.36
1.000	272.91
1.618	272.19
2.618	271.02
4.250	269.11

Fisher Pivots for day following 09-Jan-2018
Pivot	1 day	3 day
R1	274.67	274.23
PP	274.62	273.91
S1	274.58	273.60

Download as Excel Spreadsheet

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

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