SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Feb-2018

Day Change Summary
	Previous	Current
	02-Feb-2018	05-Feb-2018	Change	Change %	Previous Week
Open	280.08	273.45	-6.63	-2.4%	285.93
High	280.23	275.85	-4.38	-1.6%	286.43
Low	275.41	263.31	-12.10	-4.4%	275.41
Close	275.45	263.93	-11.52	-4.2%	275.45
Range	4.82	12.54	7.72	160.2%	11.02
ATR	2.42	3.14	0.72	29.8%	0.00
Volume	173,174,704	294,681,792	121,507,088	70.2%	604,139,904

Daily Pivots for day following 05-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	305.32	297.16	270.83
R3	292.78	284.62	267.38
R2	280.24	280.24	266.23
R1	272.08	272.08	265.08	269.89
PP	267.70	267.70	267.70	266.60
S1	259.54	259.54	262.78	257.35
S2	255.16	255.16	261.63
S3	242.62	247.00	260.48
S4	230.08	234.46	257.03

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	312.16	304.82	281.51
R3	301.14	293.80	278.48
R2	290.12	290.12	277.47
R1	282.78	282.78	276.46	280.94
PP	279.10	279.10	279.10	278.18
S1	271.76	271.76	274.44	269.92
S2	268.08	268.08	273.43
S3	257.06	260.74	272.42
S4	246.04	249.72	269.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	284.74	263.31	21.43	8.1%	5.18	2.0%	3%	False	True	161,740,678
10	286.63	263.31	23.32	8.8%	3.65	1.4%	3%	False	True	132,305,289
20	286.63	263.31	23.32	8.8%	2.80	1.1%	3%	False	True	110,658,100
40	286.63	262.94	23.69	9.0%	2.01	0.8%	4%	False	False	96,423,645
60	286.63	255.63	31.00	11.7%	1.87	0.7%	27%	False	False	89,291,565
80	286.63	254.00	32.63	12.4%	1.68	0.6%	30%	False	False	81,883,726
100	286.63	248.08	38.55	14.6%	1.53	0.6%	41%	False	False	77,804,673
120	286.63	241.83	44.80	17.0%	1.52	0.6%	49%	False	False	76,421,824

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.68
Widest range in 617 trading days

Fibonacci Retracements and Extensions
4.250	329.15
2.618	308.68
1.618	296.14
1.000	288.39
0.618	283.60
HIGH	275.85
0.618	271.06
0.500	269.58
0.382	268.10
LOW	263.31
0.618	255.56
1.000	250.77
1.618	243.02
2.618	230.48
4.250	210.02

Fisher Pivots for day following 05-Feb-2018
Pivot	1 day	3 day
R1	269.58	273.19
PP	267.70	270.10
S1	265.81	267.02

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

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