SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jan-2019

Day Change Summary
	Previous	Current
	11-Jan-2019	14-Jan-2019	Change	Change %	Previous Week
Open	257.68	256.86	-0.82	-0.3%	252.69
High	259.01	258.30	-0.71	-0.3%	259.16
Low	257.03	256.41	-0.62	-0.2%	251.69
Close	258.98	257.40	-1.58	-0.6%	258.98
Range	1.98	1.89	-0.09	-4.5%	7.47
ATR	5.40	5.20	-0.20	-3.7%	0.00
Volume	73,858,096	70,908,200	-2,949,896	-4.0%	471,340,096

Daily Pivots for day following 14-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	263.04	262.11	258.44
R3	261.15	260.22	257.92
R2	259.26	259.26	257.75
R1	258.33	258.33	257.57	258.80
PP	257.37	257.37	257.37	257.60
S1	256.44	256.44	257.23	256.91
S2	255.48	255.48	257.05
S3	253.59	254.55	256.88
S4	251.70	252.66	256.36

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	254.00	5.16	2.0%	2.71	1.1%	66%	False	False	87,821,838
10	259.16	243.67	15.49	6.0%	3.66	1.4%	89%	False	False	110,024,220
20	264.03	233.76	30.27	11.8%	5.63	2.2%	78%	False	False	147,238,314
40	280.40	233.76	46.64	18.1%	5.15	2.0%	51%	False	False	131,669,687
60	281.22	233.76	47.46	18.4%	5.03	2.0%	50%	False	False	127,618,031
80	293.94	233.76	60.18	23.4%	4.53	1.8%	39%	False	False	120,821,876
100	293.94	233.76	60.18	23.4%	3.95	1.5%	39%	False	False	108,439,007
120	293.94	233.76	60.18	23.4%	3.60	1.4%	39%	False	False	100,453,663

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	266.33
2.618	263.25
1.618	261.36
1.000	260.19
0.618	259.47
HIGH	258.30
0.618	257.58
0.500	257.36
0.382	257.13
LOW	256.41
0.618	255.24
1.000	254.52
1.618	253.35
2.618	251.46
4.250	248.38

Fisher Pivots for day following 14-Jan-2019
Pivot	1 day	3 day
R1	257.39	257.38
PP	257.37	257.35
S1	257.36	257.33

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

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