SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Sep-2018

Day Change Summary
	Previous	Current
	11-Sep-2018	12-Sep-2018	Change	Change %	Previous Week
Open	287.37	289.06	1.69	0.6%	289.84
High	289.55	289.80	0.25	0.1%	290.21
Low	286.98	288.23	1.26	0.4%	286.71
Close	289.05	289.12	0.07	0.0%	287.60
Range	2.58	1.57	-1.01	-39.0%	3.50
ATR	1.95	1.92	-0.03	-1.4%	0.00
Volume	50,530,400	59,810,700	9,280,300	18.4%	269,481,300

Daily Pivots for day following 12-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	293.76	293.01	289.98
R3	292.19	291.44	289.55
R2	290.62	290.62	289.41
R1	289.87	289.87	289.26	290.25
PP	289.05	289.05	289.05	289.24
S1	288.30	288.30	288.98	288.68
S2	287.48	287.48	288.83
S3	285.91	286.73	288.69
S4	284.34	285.16	288.26

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	298.67	296.64	289.53
R3	295.17	293.14	288.56
R2	291.67	291.67	288.24
R1	289.64	289.64	287.92	288.91
PP	288.17	288.17	288.17	287.81
S1	286.14	286.14	287.28	285.41
S2	284.67	284.67	286.96
S3	281.17	282.64	286.64
S4	277.67	279.14	285.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	289.80	286.71	3.09	1.1%	1.96	0.7%	78%	True	False	59,997,320
10	291.74	286.71	5.03	1.7%	1.82	0.6%	48%	False	False	61,888,910
20	291.74	280.16	11.58	4.0%	1.66	0.6%	77%	False	False	61,009,060
40	291.74	279.06	12.68	4.4%	1.71	0.6%	79%	False	False	59,695,670
60	291.74	268.49	23.25	8.0%	1.89	0.7%	89%	False	False	62,838,616
80	291.74	267.76	23.98	8.3%	1.89	0.7%	89%	False	False	64,918,713
100	291.74	259.05	32.69	11.3%	2.07	0.7%	92%	False	False	67,019,338
120	291.74	254.67	37.07	12.8%	2.45	0.8%	93%	False	False	74,494,346

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	296.47
2.618	293.91
1.618	292.34
1.000	291.37
0.618	290.77
HIGH	289.80
0.618	289.20
0.500	289.02
0.382	288.83
LOW	288.23
0.618	287.26
1.000	286.66
1.618	285.69
2.618	284.12
4.250	281.56

Fisher Pivots for day following 12-Sep-2018
Pivot	1 day	3 day
R1	289.09	288.88
PP	289.05	288.63
S1	289.02	288.39

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

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