SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Aug-2015

Day Change Summary
	Previous	Current
	17-Aug-2015	18-Aug-2015	Change	Change %	Previous Week
Open	208.71	210.26	1.55	0.7%	209.28
High	210.59	210.68	0.09	0.0%	210.67
Low	208.16	209.70	1.54	0.7%	205.36
Close	210.59	209.98	-0.61	-0.3%	209.42
Range	2.43	0.98	-1.45	-59.7%	5.31
ATR	2.06	1.98	-0.08	-3.7%	0.00
Volume	79,072,602	71,692,602	-7,380,000	-9.3%	540,645,195

Daily Pivots for day following 18-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	213.06	212.50	210.52
R3	212.08	211.52	210.25
R2	211.10	211.10	210.16
R1	210.54	210.54	210.07	210.33
PP	210.12	210.12	210.12	210.02
S1	209.56	209.56	209.89	209.35
S2	209.14	209.14	209.80
S3	208.16	208.58	209.71
S4	207.18	207.60	209.44

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	210.68	205.36	5.32	2.5%	2.00	1.0%	87%	True	False	97,011,700
10	211.31	205.36	5.95	2.8%	1.89	0.9%	78%	False	False	101,108,580
20	211.77	205.36	6.41	3.1%	1.82	0.9%	72%	False	False	103,003,611
40	213.18	204.11	9.07	4.3%	1.83	0.9%	65%	False	False	110,181,039
60	213.34	204.11	9.23	4.4%	1.78	0.8%	64%	False	False	110,233,334
80	213.78	204.11	9.67	4.6%	1.74	0.8%	61%	False	False	106,778,919
100	213.78	204.11	9.67	4.6%	1.72	0.8%	61%	False	False	104,676,737
120	213.78	204.11	9.67	4.6%	1.76	0.8%	61%	False	False	108,198,198

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	214.85
2.618	213.25
1.618	212.27
1.000	211.66
0.618	211.29
HIGH	210.68
0.618	210.31
0.500	210.19
0.382	210.07
LOW	209.70
0.618	209.09
1.000	208.72
1.618	208.11
2.618	207.13
4.250	205.54

Fisher Pivots for day following 18-Aug-2015
Pivot	1 day	3 day
R1	210.19	209.79
PP	210.12	209.61
S1	210.05	209.42

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

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