SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jan-2018

Day Change Summary
	Previous	Current
	16-Jan-2018	17-Jan-2018	Change	Change %	Previous Week
Open	279.35	278.03	-1.32	-0.5%	273.31
High	280.09	280.05	-0.04	0.0%	278.11
Low	276.18	276.97	0.79	0.3%	272.92
Close	276.97	279.61	2.64	1.0%	277.92
Range	3.91	3.08	-0.83	-21.2%	5.19
ATR	1.72	1.82	0.10	5.6%	0.00
Volume	106,555,104	113,258,800	6,703,696	6.3%	337,324,704

Daily Pivots for day following 17-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	288.12	286.94	281.30
R3	285.04	283.86	280.46
R2	281.96	281.96	280.17
R1	280.78	280.78	279.89	281.37
PP	278.88	278.88	278.88	279.17
S1	277.70	277.70	279.33	278.29
S2	275.80	275.80	279.05
S3	272.72	274.62	278.76
S4	269.64	271.54	277.92

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	280.09	272.92	7.17	2.6%	2.42	0.9%	93%	False	False	88,513,121
10	280.09	268.96	11.13	4.0%	1.93	0.7%	96%	False	False	81,136,931
20	280.09	266.64	13.45	4.8%	1.49	0.5%	96%	False	False	76,534,235
40	280.09	257.77	22.32	8.0%	1.51	0.5%	98%	False	False	80,894,967
60	280.09	254.00	26.09	9.3%	1.45	0.5%	98%	False	False	76,209,340
80	280.09	248.08	32.01	11.4%	1.32	0.5%	99%	False	False	70,915,108
100	280.09	242.93	37.16	13.3%	1.29	0.5%	99%	False	False	69,585,854
120	280.09	241.83	38.26	13.7%	1.31	0.5%	99%	False	False	69,413,219

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	293.14
2.618	288.11
1.618	285.03
1.000	283.13
0.618	281.95
HIGH	280.05
0.618	278.87
0.500	278.51
0.382	278.15
LOW	276.97
0.618	275.07
1.000	273.89
1.618	271.99
2.618	268.91
4.250	263.88

Fisher Pivots for day following 17-Jan-2018
Pivot	1 day	3 day
R1	279.24	279.10
PP	278.88	278.59
S1	278.51	278.09

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

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