SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Sep-2018

Day Change Summary
	Previous	Current
	19-Sep-2018	20-Sep-2018	Change	Change %	Previous Week
Open	290.97	292.64	1.67	0.6%	288.74
High	291.69	293.94	2.25	0.8%	291.27
Low	290.83	291.24	0.42	0.1%	286.98
Close	291.22	293.58	2.36	0.8%	290.88
Range	0.87	2.70	1.84	212.1%	4.30
ATR	1.83	1.89	0.06	3.5%	0.00
Volume	49,080,500	100,360,600	51,280,100	104.5%	266,666,000

Daily Pivots for day following 20-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	301.02	300.00	295.07
R3	298.32	297.30	294.32
R2	295.62	295.62	294.08
R1	294.60	294.60	293.83	295.11
PP	292.92	292.92	292.92	293.18
S1	291.90	291.90	293.33	292.41
S2	290.22	290.22	293.09
S3	287.52	289.20	292.84
S4	284.82	286.50	292.10

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	293.94	289.03	4.91	1.7%	1.74	0.6%	93%	True	False	66,939,060
10	293.94	286.71	7.23	2.5%	1.70	0.6%	95%	True	False	61,980,630
20	293.94	285.43	8.51	2.9%	1.65	0.6%	96%	True	False	60,766,325
40	293.94	279.16	14.78	5.0%	1.71	0.6%	98%	True	False	59,780,520
60	293.94	268.49	25.45	8.7%	1.83	0.6%	99%	True	False	61,175,315
80	293.94	268.49	25.45	8.7%	1.84	0.6%	99%	True	False	64,440,166
100	293.94	259.05	34.89	11.9%	1.96	0.7%	99%	True	False	65,984,113
120	293.94	256.60	37.34	12.7%	2.21	0.8%	99%	True	False	70,105,296

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	0.38
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	305.42
2.618	301.01
1.618	298.31
1.000	296.64
0.618	295.61
HIGH	293.94
0.618	292.91
0.500	292.59
0.382	292.27
LOW	291.24
0.618	289.57
1.000	288.54
1.618	286.87
2.618	284.17
4.250	279.77

Fisher Pivots for day following 20-Sep-2018
Pivot	1 day	3 day
R1	293.25	292.97
PP	292.92	292.36
S1	292.59	291.75

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

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