SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Feb-2018

Day Change Summary
	Previous	Current
	27-Feb-2018	28-Feb-2018	Change	Change %	Previous Week
Open	278.11	275.68	-2.43	-0.9%	272.03
High	278.92	276.19	-2.73	-1.0%	274.72
Low	274.36	271.29	-3.07	-1.1%	269.64
Close	274.43	271.65	-2.78	-1.0%	274.71
Range	4.56	4.90	0.34	7.5%	5.08
ATR	4.36	4.40	0.04	0.9%	0.00
Volume	99,099,104	121,907,696	22,808,592	23.0%	388,530,896

Daily Pivots for day following 28-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	287.74	284.60	274.35
R3	282.84	279.70	273.00
R2	277.94	277.94	272.55
R1	274.80	274.80	272.10	273.92
PP	273.04	273.04	273.04	272.61
S1	269.90	269.90	271.20	269.02
S2	268.14	268.14	270.75
S3	263.24	265.00	270.30
S4	258.34	260.10	268.96

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%	3.82	1.4%	22%	False	False	102,155,160
10	278.92	264.30	14.62	5.4%	4.01	1.5%	50%	False	False	108,838,499
20	283.30	252.92	30.38	11.2%	5.41	2.0%	62%	False	False	152,133,460
40	286.63	252.92	33.71	12.4%	3.70	1.4%	56%	False	False	122,995,265
60	286.63	252.92	33.71	12.4%	2.95	1.1%	56%	False	False	110,583,873
80	286.63	252.92	33.71	12.4%	2.53	0.9%	56%	False	False	99,330,624
100	286.63	252.92	33.71	12.4%	2.24	0.8%	56%	False	False	91,394,893
120	286.63	246.30	40.33	14.8%	2.02	0.7%	63%	False	False	86,636,315

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.90
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	297.02
2.618	289.02
1.618	284.12
1.000	281.09
0.618	279.22
HIGH	276.19
0.618	274.32
0.500	273.74
0.382	273.16
LOW	271.29
0.618	268.26
1.000	266.39
1.618	263.36
2.618	258.46
4.250	250.47

Fisher Pivots for day following 28-Feb-2018
Pivot	1 day	3 day
R1	273.74	275.11
PP	273.04	273.95
S1	272.35	272.80

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

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