SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jan-2019

Day Change Summary
	Previous	Current
	15-Jan-2019	16-Jan-2019	Change	Change %	Previous Week
Open	257.82	260.83	3.01	1.2%	252.69
High	260.70	261.97	1.27	0.5%	259.16
Low	257.81	260.60	2.79	1.1%	251.69
Close	260.35	260.98	0.63	0.2%	258.98
Range	2.89	1.37	-1.52	-52.6%	7.47
ATR	5.07	4.82	-0.25	-4.9%	0.00
Volume	85,208,200	77,636,704	-7,571,496	-8.9%	471,340,096

Daily Pivots for day following 16-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	265.29	264.51	261.73
R3	263.92	263.14	261.36
R2	262.55	262.55	261.23
R1	261.77	261.77	261.11	262.16
PP	261.18	261.18	261.18	261.38
S1	260.40	260.40	260.85	260.79
S2	259.81	259.81	260.73
S3	258.44	259.03	260.60
S4	257.07	257.66	260.23

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	261.97	255.50	6.47	2.5%	2.36	0.9%	85%	True	False	80,887,020
10	261.97	243.67	18.30	7.0%	3.29	1.3%	95%	True	False	99,186,260
20	261.97	233.76	28.21	10.8%	5.28	2.0%	96%	True	False	141,257,900
40	280.40	233.76	46.64	17.9%	4.94	1.9%	58%	False	False	129,229,876
60	281.22	233.76	47.46	18.2%	4.96	1.9%	57%	False	False	126,245,723
80	293.22	233.76	59.46	22.8%	4.54	1.7%	46%	False	False	120,989,423
100	293.94	233.76	60.18	23.1%	3.96	1.5%	45%	False	False	108,944,804
120	293.94	233.76	60.18	23.1%	3.60	1.4%	45%	False	False	100,586,455

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.57
Narrowest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	267.79
2.618	265.56
1.618	264.19
1.000	263.34
0.618	262.82
HIGH	261.97
0.618	261.45
0.500	261.29
0.382	261.12
LOW	260.60
0.618	259.75
1.000	259.23
1.618	258.38
2.618	257.01
4.250	254.78

Fisher Pivots for day following 16-Jan-2019
Pivot	1 day	3 day
R1	261.29	260.38
PP	261.18	259.79
S1	261.08	259.19

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

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