SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jan-2018

Day Change Summary
	Previous	Current
	10-Jan-2018	11-Jan-2018	Change	Change %	Previous Week
Open	273.68	274.75	1.07	0.4%	267.84
High	274.42	276.12	1.70	0.6%	273.56
Low	272.92	274.56	1.64	0.6%	267.40
Close	274.12	276.12	2.00	0.7%	273.42
Range	1.50	1.56	0.06	4.0%	6.16
ATR	1.48	1.52	0.04	2.5%	0.00
Volume	69,574,304	62,361,400	-7,212,904	-10.4%	340,886,400

Daily Pivots for day following 11-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	280.28	279.76	276.98
R3	278.72	278.20	276.55
R2	277.16	277.16	276.41
R1	276.64	276.64	276.26	276.90
PP	275.60	275.60	275.60	275.73
S1	275.08	275.08	275.98	275.34
S2	274.04	274.04	275.83
S3	272.48	273.52	275.69
S4	270.92	271.96	275.26

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	276.12	271.95	4.17	1.5%	1.39	0.5%	100%	True	False	66,006,521
10	276.12	266.64	9.48	3.4%	1.40	0.5%	100%	True	False	72,851,860
20	276.12	265.39	10.73	3.9%	1.25	0.5%	100%	True	False	78,411,851
40	276.12	255.63	20.49	7.4%	1.40	0.5%	100%	True	False	78,376,810
60	276.12	254.00	22.12	8.0%	1.34	0.5%	100%	True	False	73,271,390
80	276.12	248.08	28.04	10.2%	1.24	0.5%	100%	True	False	68,968,402
100	276.12	241.83	34.29	12.4%	1.24	0.4%	100%	True	False	68,267,691
120	276.12	241.83	34.29	12.4%	1.25	0.5%	100%	True	False	68,067,246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.33
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	282.75
2.618	280.20
1.618	278.64
1.000	277.68
0.618	277.08
HIGH	276.12
0.618	275.52
0.500	275.34
0.382	275.16
LOW	274.56
0.618	273.60
1.000	273.00
1.618	272.04
2.618	270.48
4.250	267.93

Fisher Pivots for day following 11-Jan-2018
Pivot	1 day	3 day
R1	275.86	275.59
PP	275.60	275.05
S1	275.34	274.52

Download as Excel Spreadsheet

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

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