Senad Lulic scored the only goal of the game in the second period to win it for Lazio.
It means they qualify for the Europa League whilst Roma miss out on Europe entirely, despite finishing above Lazio in the league this season.
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Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.
Newcastle United are staring down the barrel of relegation to the Championship for the second time in the past eight years.