SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Feb-2018

Day Change Summary
	Previous	Current
	06-Feb-2018	07-Feb-2018	Change	Change %	Previous Week
Open	259.94	268.50	8.56	3.3%	285.93
High	269.70	272.36	2.66	1.0%	286.43
Low	258.70	267.58	8.88	3.4%	275.41
Close	269.13	267.67	-1.46	-0.5%	275.45
Range	11.00	4.78	-6.22	-56.5%	11.02
ATR	3.71	3.78	0.08	2.1%	0.00
Volume	355,026,816	167,376,096	-187,650,720	-52.9%	604,139,904

Daily Pivots for day following 07-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	283.54	280.39	270.30
R3	278.76	275.61	268.98
R2	273.98	273.98	268.55
R1	270.83	270.83	268.11	270.02
PP	269.20	269.20	269.20	268.80
S1	266.05	266.05	267.23	265.24
S2	264.42	264.42	266.79
S3	259.64	261.27	266.36
S4	254.86	256.49	265.04

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	283.06	258.70	24.36	9.1%	7.10	2.7%	37%	False	False	216,072,361
10	286.63	258.70	27.93	10.4%	4.81	1.8%	32%	False	False	161,355,500
20	286.63	258.70	27.93	10.4%	3.48	1.3%	32%	False	False	131,049,595
40	286.63	258.70	27.93	10.4%	2.33	0.9%	32%	False	False	105,639,160
60	286.63	255.63	31.00	11.6%	2.08	0.8%	39%	False	False	95,572,363
80	286.63	254.00	32.63	12.2%	1.86	0.7%	42%	False	False	87,229,520
100	286.63	248.08	38.55	14.4%	1.68	0.6%	51%	False	False	81,481,959
120	286.63	241.83	44.80	16.7%	1.63	0.6%	58%	False	False	79,842,196

Crabel Price Patterns
NR	True
NR4	True
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	0.80
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	292.68
2.618	284.87
1.618	280.09
1.000	277.14
0.618	275.31
HIGH	272.36
0.618	270.53
0.500	269.97
0.382	269.41
LOW	267.58
0.618	264.63
1.000	262.80
1.618	259.85
2.618	255.07
4.250	247.27

Fisher Pivots for day following 07-Feb-2018
Pivot	1 day	3 day
R1	269.97	267.54
PP	269.20	267.41
S1	268.44	267.28

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

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