SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jan-2019

Day Change Summary
	Previous	Current
	10-Jan-2019	11-Jan-2019	Change	Change %	Previous Week
Open	256.26	257.68	1.42	0.6%	252.69
High	259.16	259.01	-0.15	-0.1%	259.16
Low	255.50	257.03	1.53	0.6%	251.69
Close	258.88	258.98	0.10	0.0%	258.98
Range	3.66	1.98	-1.68	-45.9%	7.47
ATR	5.67	5.40	-0.26	-4.6%	0.00
Volume	96,823,904	73,858,096	-22,965,808	-23.7%	471,340,096

Daily Pivots for day following 11-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	264.28	263.61	260.07
R3	262.30	261.63	259.52
R2	260.32	260.32	259.34
R1	259.65	259.65	259.16	259.99
PP	258.34	258.34	258.34	258.51
S1	257.67	257.67	258.80	258.01
S2	256.36	256.36	258.62
S3	254.38	255.69	258.44
S4	252.40	253.71	257.89

Weekly Pivots for week ending 11-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	279.02	276.47	263.09
R3	271.55	269.00	261.03
R2	264.08	264.08	260.35
R1	261.53	261.53	259.66	262.81
PP	256.61	256.61	256.61	257.25
S1	254.06	254.06	258.30	255.34
S2	249.14	249.14	257.61
S3	241.67	246.59	256.93
S4	234.20	239.12	254.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	259.16	251.69	7.47	2.9%	3.19	1.2%	98%	False	False	94,268,019
10	259.16	243.67	15.49	6.0%	3.97	1.5%	99%	False	False	118,243,409
20	267.49	233.76	33.73	13.0%	5.71	2.2%	75%	False	False	148,526,039
40	280.40	233.76	46.64	18.0%	5.21	2.0%	54%	False	False	132,351,397
60	281.22	233.76	47.46	18.3%	5.08	2.0%	53%	False	False	128,407,158
80	293.94	233.76	60.18	23.2%	4.53	1.8%	42%	False	False	120,709,653
100	293.94	233.76	60.18	23.2%	3.94	1.5%	42%	False	False	108,127,999
120	293.94	233.76	60.18	23.2%	3.60	1.4%	42%	False	False	100,254,824

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.75
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	267.43
2.618	264.19
1.618	262.21
1.000	260.99
0.618	260.23
HIGH	259.01
0.618	258.25
0.500	258.02
0.382	257.79
LOW	257.03
0.618	255.81
1.000	255.05
1.618	253.83
2.618	251.85
4.250	248.62

Fisher Pivots for day following 11-Jan-2019
Pivot	1 day	3 day
R1	258.66	258.43
PP	258.34	257.88
S1	258.02	257.33

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

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