SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Dec-2018

Day Change Summary
	Previous	Current
	24-Dec-2018	26-Dec-2018	Change	Change %	Previous Week
Open	239.04	235.97	-3.07	-1.3%	259.40
High	240.84	246.18	5.35	2.2%	260.65
Low	234.27	233.76	-0.51	-0.2%	239.98
Close	234.34	246.18	11.84	5.1%	240.70
Range	6.57	12.42	5.86	89.2%	20.67
ATR	6.03	6.48	0.46	7.6%	0.00
Volume	147,311,504	218,485,296	71,173,792	48.3%	1,022,398,896

Daily Pivots for day following 26-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	279.30	275.16	253.01
R3	266.88	262.74	249.60
R2	254.46	254.46	248.46
R1	250.32	250.32	247.32	252.39
PP	242.04	242.04	242.04	243.08
S1	237.90	237.90	245.04	239.97
S2	229.62	229.62	243.90
S3	217.20	225.48	242.76
S4	204.78	213.06	239.35

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	233.76	25.64	10.4%	9.15	3.7%	48%	False	True	217,637,680
10	269.00	233.76	35.24	14.3%	6.87	2.8%	35%	False	True	169,979,610
20	280.40	233.76	46.64	18.9%	6.18	2.5%	27%	False	True	150,131,839
40	281.22	233.76	47.46	19.3%	5.15	2.1%	26%	False	True	127,154,402
60	293.21	233.76	59.45	24.1%	4.97	2.0%	21%	False	True	127,739,331
80	293.94	233.76	60.18	24.4%	4.16	1.7%	21%	False	True	111,982,537
100	293.94	233.76	60.18	24.4%	3.63	1.5%	21%	False	True	100,836,251
120	293.94	233.76	60.18	24.4%	3.33	1.4%	21%	False	True	94,209,975

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.85
Widest range in 224 trading days

Fibonacci Retracements and Extensions
4.250	298.97
2.618	278.70
1.618	266.28
1.000	258.60
0.618	253.86
HIGH	246.18
0.618	241.44
0.500	239.97
0.382	238.50
LOW	233.76
0.618	226.08
1.000	221.34
1.618	213.66
2.618	201.24
4.250	180.98

Fisher Pivots for day following 26-Dec-2018
Pivot	1 day	3 day
R1	244.11	244.70
PP	242.04	243.22
S1	239.97	241.74

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

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