SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	20-Sep-2018	21-Sep-2018	Change	Change %	Previous Week
Open	292.64	293.09	0.45	0.2%	290.82
High	293.94	293.22	-0.72	-0.2%	293.94
Low	291.24	291.81	0.57	0.2%	289.03
Close	293.58	291.99	-1.59	-0.5%	291.99
Range	2.70	1.41	-1.29	-47.8%	4.91
ATR	1.89	1.88	-0.01	-0.5%	0.00
Volume	100,360,600	105,479,600	5,119,000	5.1%	385,095,100

Daily Pivots for day following 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	296.57	295.69	292.77
R3	295.16	294.28	292.38
R2	293.75	293.75	292.25
R1	292.87	292.87	292.12	292.61
PP	292.34	292.34	292.34	292.21
S1	291.46	291.46	291.86	291.20
S2	290.93	290.93	291.73
S3	289.52	290.05	291.60
S4	288.11	288.64	291.21

Weekly Pivots for week ending 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	306.38	304.10	294.69
R3	301.47	299.19	293.34
R2	296.56	296.56	292.89
R1	294.28	294.28	292.44	295.42
PP	291.65	291.65	291.65	292.23
S1	289.37	289.37	291.54	290.51
S2	286.74	286.74	291.09
S3	281.83	284.46	290.64
S4	276.92	279.55	289.29

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%	1.77	0.6%	60%	False	False	77,019,020
10	293.94	286.98	6.97	2.4%	1.65	0.6%	72%	False	False	65,176,110
20	293.94	286.38	7.56	2.6%	1.64	0.6%	74%	False	False	63,580,065
40	293.94	279.16	14.78	5.1%	1.72	0.6%	87%	False	False	60,969,522
60	293.94	268.49	25.45	8.7%	1.78	0.6%	92%	False	False	61,181,465
80	293.94	268.49	25.45	8.7%	1.82	0.6%	92%	False	False	64,887,681
100	293.94	259.05	34.89	11.9%	1.94	0.7%	94%	False	False	66,296,876
120	293.94	256.60	37.34	12.8%	2.18	0.7%	95%	False	False	69,984,653

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	299.21
2.618	296.91
1.618	295.50
1.000	294.63
0.618	294.09
HIGH	293.22
0.618	292.68
0.500	292.52
0.382	292.35
LOW	291.81
0.618	290.94
1.000	290.40
1.618	289.53
2.618	288.12
4.250	285.82

Fisher Pivots for day following 21-Sep-2018
Pivot	1 day	3 day
R1	292.52	292.38
PP	292.34	292.25
S1	292.17	292.12

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

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