SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jan-2019

Day Change Summary
	Previous	Current
	23-Jan-2019	24-Jan-2019	Change	Change %	Previous Week
Open	264.01	263.21	-0.80	-0.3%	256.86
High	264.79	264.20	-0.59	-0.2%	266.98
Low	260.66	262.08	1.42	0.5%	256.41
Close	263.41	263.55	0.14	0.1%	266.46
Range	4.13	2.12	-2.01	-48.7%	10.57
ATR	4.71	4.53	-0.19	-3.9%	0.00
Volume	86,030,200	59,204,100	-26,826,100	-31.2%	457,771,808

Daily Pivots for day following 24-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	269.64	268.71	264.72
R3	267.52	266.59	264.13
R2	265.40	265.40	263.94
R1	264.47	264.47	263.74	264.94
PP	263.28	263.28	263.28	263.51
S1	262.35	262.35	263.36	262.82
S2	261.16	261.16	263.16
S3	259.04	260.23	262.97
S4	256.92	258.11	262.38

Weekly Pivots for week ending 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	294.99	291.30	272.27
R3	284.42	280.73	269.37
R2	273.85	273.85	268.40
R1	270.16	270.16	267.43	272.01
PP	263.28	263.28	263.28	264.21
S1	259.59	259.59	265.49	261.44
S2	252.71	252.71	264.52
S3	242.14	249.02	263.55
S4	231.57	238.45	260.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	266.98	259.96	7.02	2.7%	3.64	1.4%	51%	False	False	96,956,821
10	266.98	255.50	11.48	4.4%	3.00	1.1%	70%	False	False	88,921,921
20	266.98	233.76	33.22	12.6%	4.29	1.6%	90%	False	False	115,286,195
40	280.40	233.76	46.64	17.7%	4.98	1.9%	64%	False	False	129,246,417
60	281.22	233.76	47.46	18.0%	4.80	1.8%	63%	False	False	122,916,486
80	293.21	233.76	59.45	22.6%	4.66	1.8%	50%	False	False	122,771,122
100	293.94	233.76	60.18	22.8%	4.08	1.5%	50%	False	False	111,070,711
120	293.94	233.76	60.18	22.8%	3.66	1.4%	50%	False	False	101,952,416

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	273.21
2.618	269.75
1.618	267.63
1.000	266.32
0.618	265.51
HIGH	264.20
0.618	263.39
0.500	263.14
0.382	262.89
LOW	262.08
0.618	260.77
1.000	259.96
1.618	258.65
2.618	256.53
4.250	253.07

Fisher Pivots for day following 24-Jan-2019
Pivot	1 day	3 day
R1	263.41	263.32
PP	263.28	263.09
S1	263.14	262.86

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

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