SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Feb-2018

Day Change Summary
	Previous	Current
	14-Feb-2018	15-Feb-2018	Change	Change %	Previous Week
Open	264.31	271.57	7.26	2.7%	273.45
High	270.00	273.04	3.04	1.1%	275.85
Low	264.30	268.77	4.47	1.7%	252.92
Close	269.59	273.03	3.44	1.3%	261.50
Range	5.70	4.27	-1.43	-25.1%	22.93
ATR	4.75	4.72	-0.03	-0.7%	0.00
Volume	120,735,600	111,200,200	-9,535,400	-7.9%	1,347,099,520

Daily Pivots for day following 15-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	284.42	283.00	275.38
R3	280.15	278.73	274.20
R2	275.88	275.88	273.81
R1	274.46	274.46	273.42	275.17
PP	271.61	271.61	271.61	271.97
S1	270.19	270.19	272.64	270.90
S2	267.34	267.34	272.25
S3	263.07	265.92	271.86
S4	258.80	261.65	270.68

Weekly Pivots for week ending 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	332.21	319.79	274.11
R3	309.28	296.86	267.81
R2	286.35	286.35	265.70
R1	273.93	273.93	263.60	268.68
PP	263.42	263.42	263.42	260.80
S1	251.00	251.00	259.40	245.75
S2	240.49	240.49	257.30
S3	217.56	228.07	255.19
S4	194.63	205.14	248.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	273.04	252.92	20.12	7.4%	5.86	2.1%	100%	True	False	148,092,123
10	280.23	252.92	27.31	10.0%	7.30	2.7%	74%	False	False	197,716,952
20	286.63	252.92	33.71	12.3%	4.80	1.8%	60%	False	False	153,230,421
40	286.63	252.92	33.71	12.3%	3.17	1.2%	60%	False	False	115,309,190
60	286.63	252.92	33.71	12.3%	2.62	1.0%	60%	False	False	105,422,972
80	286.63	252.92	33.71	12.3%	2.29	0.8%	60%	False	False	95,609,006
100	286.63	248.08	38.55	14.1%	2.03	0.7%	65%	False	False	87,873,311
120	286.63	242.93	43.70	16.0%	1.87	0.7%	69%	False	False	83,943,168

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	1.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	291.19
2.618	284.22
1.618	279.95
1.000	277.31
0.618	275.68
HIGH	273.04
0.618	271.41
0.500	270.91
0.382	270.40
LOW	268.77
0.618	266.13
1.000	264.50
1.618	261.86
2.618	257.59
4.250	250.62

Fisher Pivots for day following 15-Feb-2018
Pivot	1 day	3 day
R1	272.32	271.41
PP	271.61	269.79
S1	270.91	268.18

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

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