SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Dec-2018

Day Change Summary
	Previous	Current
	21-Dec-2018	24-Dec-2018	Change	Change %	Previous Week
Open	246.74	239.04	-7.70	-3.1%	259.40
High	249.71	240.84	-8.88	-3.6%	260.65
Low	239.98	234.27	-5.71	-2.4%	239.98
Close	240.70	234.34	-6.36	-2.6%	240.70
Range	9.73	6.57	-3.17	-32.5%	20.67
ATR	5.98	6.03	0.04	0.7%	0.00
Volume	255,345,600	147,311,504	-108,034,096	-42.3%	1,022,398,896

Daily Pivots for day following 24-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	256.18	251.82	237.95
R3	249.61	245.26	236.15
R2	243.05	243.05	235.54
R1	238.69	238.69	234.94	237.59
PP	236.48	236.48	236.48	235.93
S1	232.13	232.13	233.74	231.02
S2	229.92	229.92	233.14
S3	223.35	225.56	232.53
S4	216.79	219.00	230.73

Weekly Pivots for week ending 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	309.12	295.58	252.07
R3	288.45	274.91	246.38
R2	267.78	267.78	244.49
R1	254.24	254.24	242.59	250.68
PP	247.11	247.11	247.11	245.33
S1	233.57	233.57	238.81	230.01
S2	226.44	226.44	236.91
S3	205.77	212.90	235.02
S4	185.10	192.23	229.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	259.40	234.27	25.13	10.7%	7.60	3.2%	0%	False	True	200,843,641
10	269.00	234.27	34.73	14.8%	6.17	2.6%	0%	False	True	160,281,520
20	280.40	234.27	46.13	19.7%	5.68	2.4%	0%	False	True	143,206,639
40	281.22	234.27	46.95	20.0%	5.06	2.2%	0%	False	True	126,731,632
60	293.21	234.27	58.94	25.2%	4.79	2.0%	0%	False	True	125,266,098
80	293.94	234.27	59.67	25.5%	4.02	1.7%	0%	False	True	110,016,840
100	293.94	234.27	59.67	25.5%	3.54	1.5%	0%	False	True	99,285,661
120	293.94	234.27	59.67	25.5%	3.25	1.4%	0%	False	True	92,863,647

Crabel Price Patterns
NR	True
NR4	True
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	1.65
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	268.74
2.618	258.02
1.618	251.46
1.000	247.40
0.618	244.89
HIGH	240.84
0.618	238.33
0.500	237.55
0.382	236.78
LOW	234.27
0.618	230.21
1.000	227.71
1.618	223.65
2.618	217.08
4.250	206.37

Fisher Pivots for day following 24-Dec-2018
Pivot	1 day	3 day
R1	237.55	242.95
PP	236.48	240.08
S1	235.41	237.21

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

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