SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-May-2018

Day Change Summary
	Previous	Current
	18-May-2018	21-May-2018	Change	Change %	Previous Week
Open	271.62	273.01	1.39	0.5%	273.34
High	272.03	273.98	1.95	0.7%	274.08
Low	270.93	271.35	0.42	0.2%	270.03
Close	271.33	273.37	2.04	0.8%	271.33
Range	1.10	2.63	1.53	139.1%	4.05
ATR	2.95	2.93	-0.02	-0.7%	0.00
Volume	64,367,900	58,025,800	-6,342,100	-9.9%	316,673,596

Daily Pivots for day following 21-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	280.79	279.71	274.82
R3	278.16	277.08	274.09
R2	275.53	275.53	273.85
R1	274.45	274.45	273.61	274.99
PP	272.90	272.90	272.90	273.17
S1	271.82	271.82	273.13	272.36
S2	270.27	270.27	272.89
S3	267.64	269.19	272.65
S4	265.01	266.56	271.92

Weekly Pivots for week ending 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	283.96	281.70	273.56
R3	279.91	277.65	272.44
R2	275.86	275.86	272.07
R1	273.60	273.60	271.70	272.71
PP	271.81	271.81	271.81	271.37
S1	269.55	269.55	270.96	268.66
S2	267.76	267.76	270.59
S3	263.71	265.50	270.22
S4	259.66	261.45	269.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	273.98	270.03	3.95	1.4%	1.81	0.7%	85%	True	False	63,981,759
10	274.08	265.15	8.93	3.3%	1.95	0.7%	92%	False	False	63,380,010
20	274.08	259.05	15.03	5.5%	2.77	1.0%	95%	False	False	75,045,234
40	274.08	254.67	19.41	7.1%	3.46	1.3%	96%	False	False	90,507,889
60	280.41	254.67	25.74	9.4%	3.58	1.3%	73%	False	False	95,357,053
80	286.63	252.92	33.71	12.3%	3.98	1.5%	61%	False	False	109,828,150
100	286.63	252.92	33.71	12.3%	3.54	1.3%	61%	False	False	105,326,100
120	286.63	252.92	33.71	12.3%	3.21	1.2%	61%	False	False	102,944,462

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.51
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	285.16
2.618	280.87
1.618	278.24
1.000	276.61
0.618	275.61
HIGH	273.98
0.618	272.98
0.500	272.67
0.382	272.35
LOW	271.35
0.618	269.72
1.000	268.72
1.618	267.09
2.618	264.46
4.250	260.17

Fisher Pivots for day following 21-May-2018
Pivot	1 day	3 day
R1	273.14	273.07
PP	272.90	272.76
S1	272.67	272.46

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

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