SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Feb-2018

Day Change Summary
	Previous	Current
	31-Jan-2018	01-Feb-2018	Change	Change %	Previous Week
Open	282.73	281.07	-1.66	-0.6%	280.17
High	283.30	283.06	-0.24	-0.1%	286.63
Low	280.68	280.68	0.00	0.0%	280.11
Close	281.90	281.58	-0.32	-0.1%	286.58
Range	2.62	2.38	-0.24	-9.2%	6.52
ATR	2.11	2.13	0.02	0.9%	0.00
Volume	118,948,096	90,102,400	-28,845,696	-24.3%	515,553,600

Daily Pivots for day following 01-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	288.91	287.63	282.89
R3	286.53	285.25	282.23
R2	284.15	284.15	282.02
R1	282.87	282.87	281.80	283.51
PP	281.77	281.77	281.77	282.10
S1	280.49	280.49	281.36	281.13
S2	279.39	279.39	281.14
S3	277.01	278.11	280.93
S4	274.63	275.73	280.27

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	280.68	5.95	2.1%	2.62	0.9%	15%	False	True	107,741,660
10	286.63	279.14	7.49	2.7%	2.29	0.8%	33%	False	False	108,743,889
20	286.63	270.55	16.09	5.7%	2.10	0.7%	69%	False	False	95,473,290
40	286.63	262.71	23.92	8.5%	1.66	0.6%	79%	False	False	88,574,557
60	286.63	255.63	31.00	11.0%	1.61	0.6%	84%	False	False	83,279,866
80	286.63	253.65	32.98	11.7%	1.48	0.5%	85%	False	False	77,021,275
100	286.63	248.02	38.61	13.7%	1.38	0.5%	87%	False	False	74,408,716
120	286.63	241.83	44.80	15.9%	1.39	0.5%	89%	False	False	73,757,701

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.50
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	293.18
2.618	289.29
1.618	286.91
1.000	285.44
0.618	284.53
HIGH	283.06
0.618	282.15
0.500	281.87
0.382	281.59
LOW	280.68
0.618	279.21
1.000	278.30
1.618	276.83
2.618	274.45
4.250	270.57

Fisher Pivots for day following 01-Feb-2018
Pivot	1 day	3 day
R1	281.87	282.71
PP	281.77	282.33
S1	281.68	281.96

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

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