SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	192.08	197.02	4.94	2.6%	208.71
High	194.79	199.42	4.63	2.4%	210.68
Low	188.37	195.21	6.84	3.6%	197.52
Close	194.46	199.27	4.81	2.5%	197.63
Range	6.42	4.21	-2.21	-34.4%	13.16
ATR	4.05	4.11	0.07	1.6%	0.00
Volume	339,256,781	274,143,813	-65,112,968	-19.2%	864,627,297

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	210.60	209.14	201.59
R3	206.39	204.93	200.43
R2	202.18	202.18	200.04
R1	200.72	200.72	199.66	201.45
PP	197.97	197.97	197.97	198.33
S1	196.51	196.51	198.88	197.24
S2	193.76	193.76	198.50
S3	189.55	192.30	198.11
S4	185.34	188.09	196.95

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	241.42	232.69	204.87
R3	228.26	219.53	201.25
R2	215.10	215.10	200.04
R1	206.37	206.37	198.84	204.16
PP	201.94	201.94	201.94	200.84
S1	193.21	193.21	196.42	191.00
S2	188.78	188.78	195.22
S3	175.62	180.05	194.01
S4	162.46	166.89	190.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	203.94	182.40	21.54	10.8%	8.13	4.1%	78%	False	False	367,413,093
10	210.68	182.40	28.28	14.2%	5.24	2.6%	60%	False	False	242,789,097
20	211.45	182.40	29.05	14.6%	3.56	1.8%	58%	False	False	175,723,914
40	213.18	182.40	30.78	15.4%	2.68	1.3%	55%	False	False	143,199,711
60	213.34	182.40	30.94	15.5%	2.37	1.2%	55%	False	False	135,470,535
80	213.78	182.40	31.38	15.7%	2.16	1.1%	54%	False	False	125,072,357
100	213.78	182.40	31.38	15.7%	2.07	1.0%	54%	False	False	119,103,170
120	213.78	182.40	31.38	15.7%	2.07	1.0%	54%	False	False	120,107,610

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	1.57
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	217.31
2.618	210.44
1.618	206.23
1.000	203.63
0.618	202.02
HIGH	199.42
0.618	197.81
0.500	197.32
0.382	196.82
LOW	195.21
0.618	192.61
1.000	191.00
1.618	188.40
2.618	184.19
4.250	177.32

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	198.62	197.24
PP	197.97	195.20
S1	197.32	193.17

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

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