SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jan-2018

Day Change Summary
	Previous	Current
	25-Jan-2018	26-Jan-2018	Change	Change %	Previous Week
Open	284.16	284.25	0.09	0.0%	280.17
High	284.27	286.63	2.36	0.8%	286.63
Low	282.41	283.96	1.56	0.6%	280.11
Close	283.30	286.58	3.28	1.2%	286.58
Range	1.87	2.67	0.81	43.2%	6.52
ATR	1.85	1.96	0.11	5.7%	0.00
Volume	84,587,296	107,743,104	23,155,808	27.4%	515,553,600

Daily Pivots for day following 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	293.73	292.83	288.05
R3	291.06	290.16	287.31
R2	288.39	288.39	287.07
R1	287.49	287.49	286.82	287.94
PP	285.72	285.72	285.72	285.95
S1	284.82	284.82	286.34	285.27
S2	283.05	283.05	286.09
S3	280.38	282.15	285.85
S4	277.71	279.48	285.11

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	304.00	301.81	290.17
R3	297.48	295.29	288.37
R2	290.96	290.96	287.78
R1	288.77	288.77	287.18	289.87
PP	284.44	284.44	284.44	284.99
S1	282.25	282.25	285.98	283.35
S2	277.92	277.92	285.38
S3	271.40	275.73	284.79
S4	264.88	269.21	282.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	286.63	280.11	6.52	2.3%	2.25	0.8%	99%	True	False	103,110,720
10	286.63	276.08	10.55	3.7%	2.29	0.8%	100%	True	False	106,783,160
20	286.63	266.64	19.99	7.0%	1.85	0.6%	100%	True	False	89,817,510
40	286.63	260.76	25.87	9.0%	1.67	0.6%	100%	True	False	89,396,372
60	286.63	255.63	31.00	10.8%	1.52	0.5%	100%	True	False	79,939,556
80	286.63	252.23	34.40	12.0%	1.40	0.5%	100%	True	False	74,970,863
100	286.63	244.95	41.68	14.5%	1.33	0.5%	100%	True	False	72,810,894
120	286.63	241.83	44.80	15.6%	1.36	0.5%	100%	True	False	72,473,211

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.47
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	297.98
2.618	293.62
1.618	290.95
1.000	289.30
0.618	288.28
HIGH	286.63
0.618	285.61
0.500	285.30
0.382	284.98
LOW	283.96
0.618	282.31
1.000	281.29
1.618	279.64
2.618	276.97
4.250	272.61

Fisher Pivots for day following 26-Jan-2018
Pivot	1 day	3 day
R1	286.15	285.80
PP	285.72	285.02
S1	285.30	284.24

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

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