SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jan-2019

Day Change Summary
	Previous	Current
	04-Jan-2019	07-Jan-2019	Change	Change %	Previous Week
Open	247.59	252.69	5.10	2.1%	249.56
High	253.11	255.95	2.84	1.1%	253.11
Low	247.17	251.69	4.52	1.8%	243.67
Close	252.39	254.38	1.99	0.8%	252.39
Range	5.94	4.26	-1.68	-28.3%	9.44
ATR	6.43	6.27	-0.15	-2.4%	0.00
Volume	142,628,800	103,139,104	-39,489,696	-27.7%	557,993,904

Daily Pivots for day following 07-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	266.79	264.84	256.72
R3	262.53	260.58	255.55
R2	258.27	258.27	255.16
R1	256.32	256.32	254.77	257.30
PP	254.01	254.01	254.01	254.49
S1	252.06	252.06	253.99	253.04
S2	249.75	249.75	253.60
S3	245.49	247.80	253.21
S4	241.23	243.54	252.04

Weekly Pivots for week ending 04-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	278.04	274.66	257.58
R3	268.60	265.22	254.99
R2	259.16	259.16	254.12
R1	255.78	255.78	253.26	257.47
PP	249.72	249.72	249.72	250.57
S1	246.34	246.34	251.52	248.03
S2	240.28	240.28	250.66
S3	230.84	236.90	249.79
S4	221.40	227.46	247.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	255.95	243.67	12.28	4.8%	4.62	1.8%	87%	True	False	132,226,601
10	255.95	233.76	22.19	8.7%	6.61	2.6%	93%	True	False	162,164,280
20	271.22	233.76	37.46	14.7%	6.33	2.5%	55%	False	False	156,713,279
40	281.22	233.76	47.46	18.7%	5.28	2.1%	43%	False	False	132,316,944
60	286.91	233.76	53.15	20.9%	5.30	2.1%	39%	False	False	135,187,502
80	293.94	233.76	60.18	23.7%	4.46	1.8%	34%	False	False	119,034,250
100	293.94	233.76	60.18	23.7%	3.90	1.5%	34%	False	False	107,269,525
120	293.94	233.76	60.18	23.7%	3.55	1.4%	34%	False	False	99,192,262

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	1.48
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	274.06
2.618	267.10
1.618	262.84
1.000	260.21
0.618	258.58
HIGH	255.95
0.618	254.32
0.500	253.82
0.382	253.32
LOW	251.69
0.618	249.06
1.000	247.43
1.618	244.80
2.618	240.54
4.250	233.59

Fisher Pivots for day following 07-Jan-2019
Pivot	1 day	3 day
R1	254.19	252.86
PP	254.01	251.33
S1	253.82	249.81

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

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