SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Jan-2018

Day Change Summary
	Previous	Current
	09-Jan-2018	10-Jan-2018	Change	Change %	Previous Week
Open	274.40	273.68	-0.72	-0.3%	267.84
High	275.25	274.42	-0.83	-0.3%	273.56
Low	274.08	272.92	-1.16	-0.4%	267.40
Close	274.54	274.12	-0.42	-0.2%	273.42
Range	1.17	1.50	0.33	28.2%	6.16
ATR	1.47	1.48	0.01	0.7%	0.00
Volume	57,253,900	69,574,304	12,320,404	21.5%	340,886,400

Daily Pivots for day following 10-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	278.32	277.72	274.95
R3	276.82	276.22	274.53
R2	275.32	275.32	274.40
R1	274.72	274.72	274.26	275.02
PP	273.82	273.82	273.82	273.97
S1	273.22	273.22	273.98	273.52
S2	272.32	272.32	273.85
S3	270.82	271.72	273.71
S4	269.32	270.22	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	275.25	270.55	4.71	1.7%	1.40	0.5%	76%	False	False	69,661,521
10	275.25	266.64	8.61	3.1%	1.32	0.5%	87%	False	False	72,390,810
20	275.25	265.39	9.86	3.6%	1.22	0.4%	89%	False	False	79,553,565
40	275.25	255.63	19.62	7.2%	1.39	0.5%	94%	False	False	78,073,490
60	275.25	254.00	21.25	7.8%	1.33	0.5%	95%	False	False	72,869,060
80	275.25	248.08	27.17	9.9%	1.23	0.5%	96%	False	False	68,766,825
100	275.25	241.83	33.42	12.2%	1.24	0.5%	97%	False	False	69,011,556
120	275.25	241.83	33.42	12.2%	1.24	0.5%	97%	False	False	68,286,826

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	0.34
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	280.80
2.618	278.35
1.618	276.85
1.000	275.92
0.618	275.35
HIGH	274.42
0.618	273.85
0.500	273.67
0.382	273.49
LOW	272.92
0.618	271.99
1.000	271.42
1.618	270.49
2.618	268.99
4.250	266.55

Fisher Pivots for day following 10-Jan-2018
Pivot	1 day	3 day
R1	273.97	274.11
PP	273.82	274.10
S1	273.67	274.09

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

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