SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jan-2018

Day Change Summary
	Previous	Current
	23-Jan-2018	24-Jan-2018	Change	Change %	Previous Week
Open	282.74	284.02	1.28	0.5%	279.35
High	283.62	284.70	1.08	0.4%	280.41
Low	282.37	281.84	-0.53	-0.2%	276.18
Close	283.29	283.18	-0.11	0.0%	280.41
Range	1.25	2.86	1.61	128.8%	4.23
ATR	1.77	1.85	0.08	4.4%	0.00
Volume	97,084,704	134,816,096	37,731,392	38.9%	461,462,000

Daily Pivots for day following 24-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	291.82	290.36	284.75
R3	288.96	287.50	283.97
R2	286.10	286.10	283.70
R1	284.64	284.64	283.44	283.94
PP	283.24	283.24	283.24	282.89
S1	281.78	281.78	282.92	281.08
S2	280.38	280.38	282.66
S3	277.52	278.92	282.39
S4	274.66	276.06	281.61

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	284.70	278.58	6.12	2.2%	1.87	0.7%	75%	True	False	112,974,259
10	284.70	272.92	11.78	4.2%	2.14	0.8%	87%	True	False	100,743,690
20	284.70	266.64	18.06	6.4%	1.68	0.6%	92%	True	False	85,350,755
40	284.70	260.00	24.70	8.7%	1.64	0.6%	94%	True	False	88,369,277
60	284.70	255.63	29.08	10.3%	1.50	0.5%	95%	True	False	79,064,851
80	284.70	250.13	34.57	12.2%	1.37	0.5%	96%	True	False	74,374,245
100	284.70	244.95	39.75	14.0%	1.30	0.5%	96%	True	False	72,545,697
120	284.70	241.83	42.87	15.1%	1.34	0.5%	96%	True	False	71,712,521

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	296.86
2.618	292.19
1.618	289.33
1.000	287.56
0.618	286.47
HIGH	284.70
0.618	283.61
0.500	283.27
0.382	282.93
LOW	281.84
0.618	280.07
1.000	278.98
1.618	277.21
2.618	274.35
4.250	269.69

Fisher Pivots for day following 24-Jan-2018
Pivot	1 day	3 day
R1	283.27	282.92
PP	283.24	282.66
S1	283.21	282.41

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

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