SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Feb-2018

Day Change Summary
	Previous	Current
	05-Feb-2018	06-Feb-2018	Change	Change %	Previous Week
Open	273.45	259.94	-13.51	-4.9%	285.93
High	275.85	269.70	-6.15	-2.2%	286.43
Low	263.31	258.70	-4.61	-1.8%	275.41
Close	263.93	269.13	5.20	2.0%	275.45
Range	12.54	11.00	-1.54	-12.3%	11.02
ATR	3.14	3.71	0.56	17.8%	0.00
Volume	294,681,792	355,026,816	60,345,024	20.5%	604,139,904

Daily Pivots for day following 06-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	298.84	294.99	275.18
R3	287.84	283.99	272.16
R2	276.84	276.84	271.15
R1	272.99	272.99	270.14	274.92
PP	265.84	265.84	265.84	266.81
S1	261.99	261.99	268.12	263.92
S2	254.84	254.84	267.11
S3	243.84	250.99	266.11
S4	232.84	239.99	263.08

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	283.30	258.70	24.60	9.1%	6.67	2.5%	42%	False	True	206,386,761
10	286.63	258.70	27.93	10.4%	4.62	1.7%	37%	False	True	158,099,500
20	286.63	258.70	27.93	10.4%	3.30	1.2%	37%	False	True	125,543,485
40	286.63	258.70	27.93	10.4%	2.25	0.8%	37%	False	True	103,368,853
60	286.63	255.63	31.00	11.5%	2.03	0.8%	44%	False	False	94,367,520
80	286.63	254.00	32.63	12.1%	1.80	0.7%	46%	False	False	85,725,632
100	286.63	248.08	38.55	14.3%	1.63	0.6%	55%	False	False	80,762,661
120	286.63	241.83	44.80	16.6%	1.60	0.6%	61%	False	False	78,920,025

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	True
Bull Hook	False
Stretch	0.77
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	316.45
2.618	298.50
1.618	287.50
1.000	280.70
0.618	276.50
HIGH	269.70
0.618	265.50
0.500	264.20
0.382	262.90
LOW	258.70
0.618	251.90
1.000	247.70
1.618	240.90
2.618	229.90
4.250	211.95

Fisher Pivots for day following 06-Feb-2018
Pivot	1 day	3 day
R1	267.49	269.47
PP	265.84	269.35
S1	264.20	269.24

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

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