SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jan-2018

Day Change Summary
	Previous	Current
	11-Jan-2018	12-Jan-2018	Change	Change %	Previous Week
Open	274.75	276.42	1.67	0.6%	273.31
High	276.12	278.11	1.99	0.7%	278.11
Low	274.56	276.08	1.52	0.6%	272.92
Close	276.12	277.92	1.80	0.7%	277.92
Range	1.56	2.03	0.47	30.1%	5.19
ATR	1.52	1.56	0.04	2.4%	0.00
Volume	62,361,400	90,816,000	28,454,600	45.6%	337,324,704

Daily Pivots for day following 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	283.46	282.72	279.04
R3	281.43	280.69	278.48
R2	279.40	279.40	278.29
R1	278.66	278.66	278.11	279.03
PP	277.37	277.37	277.37	277.56
S1	276.63	276.63	277.73	277.00
S2	275.34	275.34	277.55
S3	273.31	274.60	277.36
S4	271.28	272.57	276.80

Weekly Pivots for week ending 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	291.89	290.09	280.77
R3	286.70	284.90	279.35
R2	281.51	281.51	278.87
R1	279.71	279.71	278.40	280.61
PP	276.32	276.32	276.32	276.77
S1	274.52	274.52	277.44	275.42
S2	271.13	271.13	276.97
S3	265.94	269.33	276.49
S4	260.75	264.14	275.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	278.11	272.92	5.19	1.9%	1.48	0.5%	96%	True	False	67,464,940
10	278.11	266.64	11.47	4.1%	1.56	0.6%	98%	True	False	77,421,850
20	278.11	265.39	12.72	4.6%	1.31	0.5%	99%	True	False	77,807,381
40	278.11	255.63	22.48	8.1%	1.41	0.5%	99%	True	False	79,114,332
60	278.11	254.00	24.11	8.7%	1.37	0.5%	99%	True	False	74,258,975
80	278.11	248.08	30.03	10.8%	1.26	0.5%	99%	True	False	69,514,751
100	278.11	242.93	35.18	12.7%	1.25	0.4%	99%	True	False	68,521,154
120	278.11	241.83	36.28	13.1%	1.26	0.5%	99%	True	False	68,435,527

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	286.74
2.618	283.42
1.618	281.39
1.000	280.14
0.618	279.36
HIGH	278.11
0.618	277.33
0.500	277.10
0.382	276.86
LOW	276.08
0.618	274.83
1.000	274.05
1.618	272.80
2.618	270.77
4.250	267.45

Fisher Pivots for day following 12-Jan-2018
Pivot	1 day	3 day
R1	277.65	277.12
PP	277.37	276.32
S1	277.10	275.52

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

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