SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Feb-2018

Day Change Summary
	Previous	Current
	26-Feb-2018	27-Feb-2018	Change	Change %	Previous Week
Open	275.93	278.11	2.18	0.8%	272.03
High	278.01	278.92	0.91	0.3%	274.72
Low	275.26	274.36	-0.90	-0.3%	269.64
Close	277.90	274.43	-3.47	-1.2%	274.71
Range	2.75	4.56	1.81	65.8%	5.08
ATR	4.35	4.36	0.02	0.3%	0.00
Volume	86,491,400	99,099,104	12,607,704	14.6%	388,530,896

Daily Pivots for day following 27-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	289.58	286.57	276.94
R3	285.02	282.01	275.68
R2	280.46	280.46	275.27
R1	277.45	277.45	274.85	276.68
PP	275.90	275.90	275.90	275.52
S1	272.89	272.89	274.01	272.12
S2	271.34	271.34	273.59
S3	266.78	268.33	273.18
S4	262.22	263.77	271.92

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	278.92	269.64	9.28	3.4%	3.79	1.4%	52%	True	False	97,550,360
10	278.92	263.31	15.61	5.7%	3.85	1.4%	71%	True	False	104,770,089
20	284.74	252.92	31.82	11.6%	5.34	1.9%	68%	False	False	152,627,896
40	286.63	252.92	33.71	12.3%	3.63	1.3%	64%	False	False	122,347,758
60	286.63	252.92	33.71	12.3%	2.90	1.1%	64%	False	False	110,683,650
80	286.63	252.92	33.71	12.3%	2.49	0.9%	64%	False	False	98,484,311
100	286.63	252.56	34.07	12.4%	2.20	0.8%	64%	False	False	90,735,352
120	286.63	246.23	40.40	14.7%	1.99	0.7%	70%	False	False	86,103,057

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.92
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	298.30
2.618	290.86
1.618	286.30
1.000	283.48
0.618	281.74
HIGH	278.92
0.618	277.18
0.500	276.64
0.382	276.10
LOW	274.36
0.618	271.54
1.000	269.80
1.618	266.98
2.618	262.42
4.250	254.98

Fisher Pivots for day following 27-Feb-2018
Pivot	1 day	3 day
R1	276.64	275.09
PP	275.90	274.87
S1	275.17	274.65

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

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