SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	198.11	193.12	-4.99	-2.5%	187.49
High	199.13	194.77	-4.36	-2.2%	199.84
Low	197.01	190.73	-6.28	-3.2%	182.40
Close	197.67	191.77	-5.90	-3.0%	199.28
Range	2.12	4.04	1.92	90.6%	17.44
ATR	3.84	4.06	0.22	5.8%	0.00
Volume	163,298,797	256,000,313	92,701,516	56.8%	1,650,891,485

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	204.54	202.20	193.99
R3	200.50	198.16	192.88
R2	196.46	196.46	192.51
R1	194.12	194.12	192.14	193.27
PP	192.42	192.42	192.42	192.00
S1	190.08	190.08	191.40	189.23
S2	188.38	188.38	191.03
S3	184.34	186.04	190.66
S4	180.30	182.00	189.55

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	188.37	11.47	6.0%	3.74	2.0%	30%	False	False	238,622,800
10	210.01	182.40	27.61	14.4%	5.58	2.9%	34%	False	False	278,405,268
20	211.31	182.40	28.91	15.1%	3.73	1.9%	32%	False	False	189,756,924
40	213.18	182.40	30.78	16.1%	2.69	1.4%	30%	False	False	147,788,319
60	213.34	182.40	30.94	16.1%	2.42	1.3%	30%	False	False	139,088,247
80	213.78	182.40	31.38	16.4%	2.19	1.1%	30%	False	False	127,578,998
100	213.78	182.40	31.38	16.4%	2.10	1.1%	30%	False	False	122,424,068
120	213.78	182.40	31.38	16.4%	2.09	1.1%	30%	False	False	121,928,052

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.78
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	211.94
2.618	205.35
1.618	201.31
1.000	198.81
0.618	197.27
HIGH	194.77
0.618	193.23
0.500	192.75
0.382	192.27
LOW	190.73
0.618	188.23
1.000	186.69
1.618	184.19
2.618	180.15
4.250	173.56

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	192.75	195.29
PP	192.42	194.11
S1	192.10	192.94

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

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