SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Dec-2018

Day Change Summary
	Previous	Current
	14-Dec-2018	17-Dec-2018	Change	Change %	Previous Week
Open	262.96	259.40	-3.56	-1.4%	263.37
High	264.03	260.65	-3.38	-1.3%	269.00
Low	259.85	253.53	-6.33	-2.4%	258.62
Close	260.47	255.36	-5.11	-2.0%	260.47
Range	4.18	7.13	2.95	70.5%	10.38
ATR	5.16	5.30	0.14	2.7%	0.00
Volume	116,961,000	165,492,192	48,531,192	41.5%	584,550,600

Daily Pivots for day following 17-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	277.89	273.75	259.28
R3	270.76	266.62	257.32
R2	263.64	263.64	256.67
R1	259.50	259.50	256.01	258.01
PP	256.51	256.51	256.51	255.77
S1	252.37	252.37	254.71	250.88
S2	249.39	249.39	254.05
S3	242.26	245.25	253.40
S4	235.14	238.12	251.44

Weekly Pivots for week ending 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	293.84	287.53	266.18
R3	283.46	277.15	263.32
R2	273.08	273.08	262.37
R1	266.77	266.77	261.42	264.74
PP	262.70	262.70	262.70	261.68
S1	256.39	256.39	259.52	254.36
S2	252.32	252.32	258.57
S3	241.94	246.01	257.62
S4	231.56	235.63	254.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	269.00	253.53	15.48	6.1%	4.74	1.9%	12%	False	True	119,719,400
10	280.40	253.53	26.88	10.5%	5.82	2.3%	7%	False	True	139,625,079
20	280.40	253.53	26.88	10.5%	4.61	1.8%	7%	False	True	117,201,853
40	281.22	253.53	27.70	10.8%	4.80	1.9%	7%	False	True	118,739,634
60	293.22	253.53	39.70	15.5%	4.30	1.7%	5%	False	True	114,233,265
80	293.94	253.53	40.42	15.8%	3.63	1.4%	5%	False	True	100,866,530
100	293.94	253.53	40.42	15.8%	3.26	1.3%	5%	False	True	92,452,167
120	293.94	253.53	40.42	15.8%	3.06	1.2%	5%	False	True	87,704,290

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.27
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	290.93
2.618	279.30
1.618	272.18
1.000	267.78
0.618	265.05
HIGH	260.65
0.618	257.93
0.500	257.09
0.382	256.25
LOW	253.53
0.618	249.12
1.000	246.40
1.618	242.00
2.618	234.87
4.250	223.24

Fisher Pivots for day following 17-Dec-2018
Pivot	1 day	3 day
R1	257.09	260.51
PP	256.51	258.79
S1	255.94	257.08

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

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