SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	208.73	208.43	-0.30	-0.1%	209.28
High	209.55	209.51	-0.04	0.0%	210.67
Low	208.01	208.26	0.25	0.1%	205.36
Close	208.66	209.42	0.76	0.4%	209.42
Range	1.54	1.25	-0.29	-18.8%	5.31
ATR	2.09	2.03	-0.06	-2.9%	0.00
Volume	89,383,195	72,786,492	-16,596,703	-18.6%	540,645,195

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	212.81	212.37	210.11
R3	211.56	211.12	209.76
R2	210.31	210.31	209.65
R1	209.87	209.87	209.53	210.09
PP	209.06	209.06	209.06	209.18
S1	208.62	208.62	209.31	208.84
S2	207.81	207.81	209.19
S3	206.56	207.37	209.08
S4	205.31	206.12	208.73

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	224.41	222.23	212.34
R3	219.10	216.92	210.88
R2	213.79	213.79	210.39
R1	211.61	211.61	209.91	212.70
PP	208.48	208.48	208.48	209.03
S1	206.30	206.30	208.93	207.39
S2	203.17	203.17	208.45
S3	197.86	200.99	207.96
S4	192.55	195.68	206.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	210.67	205.36	5.31	2.5%	1.93	0.9%	76%	False	False	108,129,039
10	211.31	205.36	5.95	2.8%	1.88	0.9%	68%	False	False	105,610,700
20	213.18	205.36	7.82	3.7%	1.77	0.8%	52%	False	False	102,885,941
40	213.18	204.11	9.07	4.3%	1.79	0.9%	59%	False	False	111,441,274
60	213.75	204.11	9.64	4.6%	1.76	0.8%	55%	False	False	109,757,212
80	213.78	204.11	9.67	4.6%	1.73	0.8%	55%	False	False	106,943,269
100	213.78	204.11	9.67	4.6%	1.74	0.8%	55%	False	False	106,294,973
120	213.78	204.11	9.67	4.6%	1.75	0.8%	55%	False	False	108,156,483

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	214.82
2.618	212.78
1.618	211.53
1.000	210.76
0.618	210.28
HIGH	209.51
0.618	209.03
0.500	208.89
0.382	208.74
LOW	208.26
0.618	207.49
1.000	207.01
1.618	206.24
2.618	204.99
4.250	202.95

Fisher Pivots for day following 14-Aug-2015
Pivot	1 day	3 day
R1	209.24	208.77
PP	209.06	208.11
S1	208.89	207.46

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

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