SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Aug-2015

Day Change Summary
	Previous	Current
	27-Aug-2015	28-Aug-2015	Change	Change %	Previous Week
Open	197.02	198.50	1.48	0.8%	187.49
High	199.42	199.84	0.42	0.2%	199.84
Low	195.21	197.92	2.71	1.4%	182.40
Close	199.27	199.28	0.01	0.0%	199.28
Range	4.21	1.92	-2.29	-54.4%	17.44
ATR	4.11	3.96	-0.16	-3.8%	0.00
Volume	274,143,813	160,414,297	-113,729,516	-41.5%	1,650,891,485

Daily Pivots for day following 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	204.77	203.95	200.34
R3	202.85	202.03	199.81
R2	200.93	200.93	199.63
R1	200.11	200.11	199.46	200.52
PP	199.01	199.01	199.01	199.22
S1	198.19	198.19	199.10	198.60
S2	197.09	197.09	198.93
S3	195.17	196.27	198.75
S4	193.25	194.35	198.22

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	246.16	240.16	208.87
R3	228.72	222.72	204.08
R2	211.28	211.28	202.48
R1	205.28	205.28	200.88	208.28
PP	193.84	193.84	193.84	195.34
S1	187.84	187.84	197.68	190.84
S2	176.40	176.40	196.08
S3	158.96	170.40	194.48
S4	141.52	152.96	189.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	199.84	182.40	17.44	8.8%	7.23	3.6%	97%	True	False	330,178,297
10	210.68	182.40	28.28	14.2%	5.30	2.7%	60%	False	False	251,551,878
20	211.31	182.40	28.91	14.5%	3.59	1.8%	58%	False	False	178,581,289
40	213.18	182.40	30.78	15.4%	2.69	1.4%	55%	False	False	144,600,729
60	213.34	182.40	30.94	15.5%	2.37	1.2%	55%	False	False	135,612,727
80	213.78	182.40	31.38	15.7%	2.15	1.1%	54%	False	False	125,389,285
100	213.78	182.40	31.38	15.7%	2.07	1.0%	54%	False	False	119,813,794
120	213.78	182.40	31.38	15.7%	2.07	1.0%	54%	False	False	120,135,053

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	1.61
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	208.00
2.618	204.87
1.618	202.95
1.000	201.76
0.618	201.03
HIGH	199.84
0.618	199.11
0.500	198.88
0.382	198.65
LOW	197.92
0.618	196.73
1.000	196.00
1.618	194.81
2.618	192.89
4.250	189.76

Fisher Pivots for day following 28-Aug-2015
Pivot	1 day	3 day
R1	199.15	197.56
PP	199.01	195.83
S1	198.88	194.11

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

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