SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jan-2018

Day Change Summary
	Previous	Current
	22-Jan-2018	23-Jan-2018	Change	Change %	Previous Week
Open	280.17	282.74	2.57	0.9%	279.35
High	282.69	283.62	0.93	0.3%	280.41
Low	280.11	282.37	2.26	0.8%	276.18
Close	282.69	283.29	0.60	0.2%	280.41
Range	2.58	1.25	-1.33	-51.6%	4.23
ATR	1.81	1.77	-0.04	-2.2%	0.00
Volume	91,322,400	97,084,704	5,762,304	6.3%	461,462,000

Daily Pivots for day following 23-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	286.84	286.32	283.98
R3	285.59	285.07	283.63
R2	284.34	284.34	283.52
R1	283.82	283.82	283.40	284.08
PP	283.09	283.09	283.09	283.23
S1	282.57	282.57	283.18	282.83
S2	281.84	281.84	283.06
S3	280.59	281.32	282.95
S4	279.34	280.07	282.60

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	291.69	290.28	282.74
R3	287.46	286.05	281.57
R2	283.23	283.23	281.19
R1	281.82	281.82	280.80	282.53
PP	279.00	279.00	279.00	279.35
S1	277.59	277.59	280.02	278.30
S2	274.77	274.77	279.63
S3	270.54	273.36	279.25
S4	266.31	269.13	278.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	283.62	276.97	6.65	2.3%	1.91	0.7%	95%	True	False	108,662,800
10	283.62	272.92	10.70	3.8%	1.97	0.7%	97%	True	False	92,987,470
20	283.62	266.64	16.98	6.0%	1.58	0.6%	98%	True	False	82,545,990
40	283.62	260.00	23.62	8.3%	1.57	0.6%	99%	True	False	85,695,287
60	283.62	255.48	28.14	9.9%	1.46	0.5%	99%	True	False	77,981,215
80	283.62	249.63	33.99	12.0%	1.35	0.5%	99%	True	False	73,248,778
100	283.62	244.62	39.00	13.8%	1.29	0.5%	99%	True	False	71,817,844
120	283.62	241.83	41.79	14.8%	1.32	0.5%	99%	True	False	70,982,481

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.49
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	288.93
2.618	286.89
1.618	285.64
1.000	284.87
0.618	284.39
HIGH	283.62
0.618	283.14
0.500	283.00
0.382	282.85
LOW	282.37
0.618	281.60
1.000	281.12
1.618	280.35
2.618	279.10
4.250	277.06

Fisher Pivots for day following 23-Jan-2018
Pivot	1 day	3 day
R1	283.19	282.65
PP	283.09	282.02
S1	283.00	281.38

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

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