SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	14-May-2018	15-May-2018	Change	Change %	Previous Week
Open	273.34	271.59	-1.75	-0.6%	266.89
High	274.08	271.61	-2.47	-0.9%	273.15
Low	272.36	270.03	-2.33	-0.9%	265.15
Close	272.98	271.10	-1.88	-0.7%	272.85
Range	1.72	1.58	-0.14	-8.1%	8.00
ATR	3.32	3.29	-0.03	-0.8%	0.00
Volume	54,790,600	87,036,096	32,245,496	58.9%	314,405,604

Daily Pivots for day following 15-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	275.65	274.96	271.97
R3	274.07	273.38	271.53
R2	272.49	272.49	271.39
R1	271.80	271.80	271.24	271.36
PP	270.91	270.91	270.91	270.69
S1	270.22	270.22	270.96	269.78
S2	269.33	269.33	270.81
S3	267.75	268.64	270.67
S4	266.17	267.06	270.23

Weekly Pivots for week ending 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	294.38	291.62	277.25
R3	286.38	283.62	275.05
R2	278.38	278.38	274.32
R1	275.62	275.62	273.58	277.00
PP	270.38	270.38	270.38	271.08
S1	267.62	267.62	272.12	269.00
S2	262.38	262.38	271.38
S3	254.38	259.62	270.65
S4	246.38	251.62	268.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	274.08	267.09	6.99	2.6%	1.96	0.7%	57%	False	False	66,685,640
10	274.08	259.05	15.03	5.5%	2.68	1.0%	80%	False	False	77,013,458
20	274.08	259.05	15.03	5.5%	2.88	1.1%	80%	False	False	78,425,134
40	274.08	254.67	19.41	7.2%	3.71	1.4%	85%	False	False	96,455,755
60	280.41	254.67	25.74	9.5%	3.70	1.4%	64%	False	False	97,951,356
80	286.63	252.92	33.71	12.4%	4.00	1.5%	54%	False	False	112,014,872
100	286.63	252.92	33.71	12.4%	3.50	1.3%	54%	False	False	105,674,863
120	286.63	252.92	33.71	12.4%	3.18	1.2%	54%	False	False	102,623,369

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.60
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	278.33
2.618	275.75
1.618	274.17
1.000	273.19
0.618	272.59
HIGH	271.61
0.618	271.01
0.500	270.82
0.382	270.63
LOW	270.03
0.618	269.05
1.000	268.45
1.618	267.47
2.618	265.89
4.250	263.32

Fisher Pivots for day following 15-May-2018
Pivot	1 day	3 day
R1	271.01	272.06
PP	270.91	271.74
S1	270.82	271.42

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

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