SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Feb-2018

Day Change Summary
	Previous	Current
	23-Feb-2018	26-Feb-2018	Change	Change %	Previous Week
Open	271.79	275.93	4.14	1.5%	272.03
High	274.71	278.01	3.30	1.2%	274.72
Low	271.25	275.26	4.01	1.5%	269.64
Close	274.71	277.90	3.19	1.2%	274.71
Range	3.46	2.75	-0.71	-20.5%	5.08
ATR	4.43	4.35	-0.08	-1.8%	0.00
Volume	92,766,400	86,491,400	-6,275,000	-6.8%	388,530,896

Daily Pivots for day following 26-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	285.31	284.35	279.41
R3	282.56	281.60	278.66
R2	279.81	279.81	278.40
R1	278.85	278.85	278.15	279.33
PP	277.06	277.06	277.06	277.30
S1	276.10	276.10	277.65	276.58
S2	274.31	274.31	277.40
S3	271.56	273.35	277.14
S4	268.81	270.60	276.39

Weekly Pivots for week ending 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	288.26	286.57	277.50
R3	283.18	281.49	276.11
R2	278.10	278.10	275.64
R1	276.41	276.41	275.18	277.26
PP	273.02	273.02	273.02	273.45
S1	271.33	271.33	274.24	272.18
S2	267.94	267.94	273.78
S3	262.86	266.25	273.31
S4	257.78	261.17	271.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	278.01	269.64	8.37	3.0%	3.51	1.3%	99%	True	False	95,004,459
10	278.01	261.66	16.35	5.9%	3.93	1.4%	99%	True	False	109,233,769
20	286.43	252.92	33.51	12.1%	5.21	1.9%	75%	False	False	152,178,856
40	286.63	252.92	33.71	12.1%	3.53	1.3%	74%	False	False	120,998,183
60	286.63	252.92	33.71	12.1%	2.85	1.0%	74%	False	False	110,323,867
80	286.63	252.92	33.71	12.1%	2.44	0.9%	74%	False	False	97,999,381
100	286.63	252.23	34.40	12.4%	2.16	0.8%	75%	False	False	90,412,462
120	286.63	244.95	41.68	15.0%	1.97	0.7%	79%	False	False	86,038,887

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.05
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	289.70
2.618	285.21
1.618	282.46
1.000	280.76
0.618	279.71
HIGH	278.01
0.618	276.96
0.500	276.64
0.382	276.31
LOW	275.26
0.618	273.56
1.000	272.51
1.618	270.81
2.618	268.06
4.250	263.57

Fisher Pivots for day following 26-Feb-2018
Pivot	1 day	3 day
R1	277.48	276.54
PP	277.06	275.18
S1	276.64	273.83

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

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