SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Sep-2018

Day Change Summary
	Previous	Current
	13-Sep-2018	14-Sep-2018	Change	Change %	Previous Week
Open	290.32	291.06	0.74	0.3%	288.74
High	291.04	291.27	0.23	0.1%	291.27
Low	290.00	290.00	0.01	0.0%	286.98
Close	290.83	290.88	0.05	0.0%	290.88
Range	1.04	1.27	0.23	21.8%	4.30
ATR	1.92	1.87	-0.05	-2.4%	0.00
Volume	51,034,200	55,079,800	4,045,600	7.9%	266,666,000

Daily Pivots for day following 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	294.53	293.97	291.58
R3	293.26	292.70	291.23
R2	291.99	291.99	291.11
R1	291.43	291.43	291.00	291.08
PP	290.72	290.72	290.72	290.54
S1	290.16	290.16	290.76	289.81
S2	289.45	289.45	290.65
S3	288.18	288.89	290.53
S4	286.91	287.62	290.18

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	302.59	301.03	293.24
R3	298.30	296.74	292.06
R2	294.00	294.00	291.67
R1	292.44	292.44	291.27	293.22
PP	289.71	289.71	289.71	290.10
S1	288.15	288.15	290.49	288.93
S2	285.41	285.41	290.09
S3	281.12	283.85	289.70
S4	276.82	279.56	288.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	291.27	286.98	4.30	1.5%	1.52	0.5%	91%	True	False	53,333,200
10	291.27	286.71	4.56	1.6%	1.69	0.6%	91%	True	False	60,228,810
20	291.74	283.37	8.37	2.9%	1.57	0.5%	90%	False	False	57,670,100
40	291.74	279.06	12.68	4.4%	1.71	0.6%	93%	False	False	59,698,382
60	291.74	268.49	23.25	8.0%	1.87	0.6%	96%	False	False	62,085,234
80	291.74	267.76	23.98	8.2%	1.86	0.6%	96%	False	False	64,857,737
100	291.74	259.05	32.69	11.2%	2.00	0.7%	97%	False	False	66,296,045
120	291.74	254.67	37.07	12.7%	2.36	0.8%	98%	False	False	72,666,206

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	296.67
2.618	294.59
1.618	293.32
1.000	292.54
0.618	292.05
HIGH	291.27
0.618	290.78
0.500	290.64
0.382	290.49
LOW	290.00
0.618	289.22
1.000	288.73
1.618	287.95
2.618	286.68
4.250	284.60

Fisher Pivots for day following 14-Sep-2018
Pivot	1 day	3 day
R1	290.80	290.50
PP	290.72	290.13
S1	290.64	289.75

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

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