SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Feb-2018

Day Change Summary
	Previous	Current
	16-Feb-2018	20-Feb-2018	Change	Change %	Previous Week
Open	272.32	272.03	-0.29	-0.1%	263.83
High	275.32	273.67	-1.65	-0.6%	275.32
Low	272.27	270.50	-1.77	-0.7%	261.66
Close	273.11	271.40	-1.71	-0.6%	273.11
Range	3.05	3.17	0.12	3.9%	13.66
ATR	4.60	4.50	-0.10	-2.2%	0.00
Volume	160,420,096	86,369,600	-74,050,496	-46.2%	617,315,400

Daily Pivots for day following 20-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	281.37	279.55	273.14
R3	278.20	276.38	272.27
R2	275.03	275.03	271.98
R1	273.21	273.21	271.69	272.54
PP	271.86	271.86	271.86	271.52
S1	270.04	270.04	271.11	269.37
S2	268.69	268.69	270.82
S3	265.52	266.87	270.53
S4	262.35	263.70	269.66

Weekly Pivots for week ending 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	311.01	305.72	280.62
R3	297.35	292.06	276.87
R2	283.69	283.69	275.61
R1	278.40	278.40	274.36	281.05
PP	270.03	270.03	270.03	271.35
S1	264.74	264.74	271.86	267.39
S2	256.37	256.37	270.61
S3	242.71	251.08	269.35
S4	229.05	237.42	265.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	275.32	263.31	12.01	4.4%	3.90	1.4%	67%	False	False	111,989,819
10	275.32	252.92	22.40	8.3%	6.19	2.3%	83%	False	False	175,610,272
20	286.63	252.92	33.71	12.4%	4.92	1.8%	55%	False	False	153,957,781
40	286.63	252.92	33.71	12.4%	3.24	1.2%	55%	False	False	117,500,575
60	286.63	252.92	33.71	12.4%	2.68	1.0%	55%	False	False	107,581,928
80	286.63	252.92	33.71	12.4%	2.34	0.9%	55%	False	False	97,058,237
100	286.63	248.87	37.76	13.9%	2.07	0.8%	60%	False	False	89,229,746
120	286.63	242.93	43.70	16.1%	1.90	0.7%	65%	False	False	85,124,653

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	287.14
2.618	281.97
1.618	278.80
1.000	276.84
0.618	275.63
HIGH	273.67
0.618	272.46
0.500	272.09
0.382	271.71
LOW	270.50
0.618	268.54
1.000	267.33
1.618	265.37
2.618	262.20
4.250	257.03

Fisher Pivots for day following 20-Feb-2018
Pivot	1 day	3 day
R1	272.09	272.05
PP	271.86	271.83
S1	271.63	271.62

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

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