SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Jan-2018

Day Change Summary
	Previous	Current
	17-Jan-2018	18-Jan-2018	Change	Change %	Previous Week
Open	278.03	279.48	1.45	0.5%	273.31
High	280.05	279.96	-0.09	0.0%	278.11
Low	276.97	278.58	1.61	0.6%	272.92
Close	279.61	279.14	-0.47	-0.2%	277.92
Range	3.08	1.38	-1.70	-55.2%	5.19
ATR	1.82	1.79	-0.03	-1.7%	0.00
Volume	113,258,800	100,728,000	-12,530,800	-11.1%	337,324,704

Daily Pivots for day following 18-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	283.37	282.63	279.90
R3	281.99	281.25	279.52
R2	280.61	280.61	279.39
R1	279.87	279.87	279.27	279.55
PP	279.23	279.23	279.23	279.07
S1	278.49	278.49	279.01	278.17
S2	277.85	277.85	278.89
S3	276.47	277.11	278.76
S4	275.09	275.73	278.38

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	274.56	5.53	2.0%	2.39	0.9%	83%	False	False	94,743,860
10	280.09	270.55	9.55	3.4%	1.90	0.7%	90%	False	False	82,202,691
20	280.09	266.64	13.45	4.8%	1.53	0.5%	93%	False	False	77,387,960
40	280.09	257.86	22.23	8.0%	1.52	0.5%	96%	False	False	81,519,247
60	280.09	254.00	26.09	9.3%	1.45	0.5%	96%	False	False	76,401,868
80	280.09	248.08	32.01	11.5%	1.33	0.5%	97%	False	False	71,534,033
100	280.09	242.93	37.16	13.3%	1.29	0.5%	97%	False	False	70,085,718
120	280.09	241.83	38.26	13.7%	1.30	0.5%	98%	False	False	69,662,898

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	285.83
2.618	283.57
1.618	282.19
1.000	281.34
0.618	280.81
HIGH	279.96
0.618	279.43
0.500	279.27
0.382	279.11
LOW	278.58
0.618	277.73
1.000	277.20
1.618	276.35
2.618	274.97
4.250	272.72

Fisher Pivots for day following 18-Jan-2018
Pivot	1 day	3 day
R1	279.27	278.81
PP	279.23	278.47
S1	279.18	278.14

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

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