SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	193.12	194.62	1.50	0.8%	187.49
High	194.77	195.46	0.69	0.4%	199.84
Low	190.73	192.42	1.69	0.9%	182.40
Close	191.77	195.41	3.64	1.9%	199.28
Range	4.04	3.04	-1.00	-24.8%	17.44
ATR	4.06	4.03	-0.03	-0.6%	0.00
Volume	256,000,313	160,269,297	-95,731,016	-37.4%	1,650,891,485

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	203.55	202.52	197.08
R3	200.51	199.48	196.25
R2	197.47	197.47	195.97
R1	196.44	196.44	195.69	196.96
PP	194.43	194.43	194.43	194.69
S1	193.40	193.40	195.13	193.92
S2	191.39	191.39	194.85
S3	188.35	190.36	194.57
S4	185.31	187.32	193.74

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	190.73	9.11	4.7%	3.07	1.6%	51%	False	False	202,825,303
10	208.29	182.40	25.89	13.2%	5.62	2.9%	50%	False	False	277,137,607
20	210.68	182.40	28.28	14.5%	3.81	1.9%	46%	False	False	193,481,049
40	213.18	182.40	30.78	15.8%	2.71	1.4%	42%	False	False	147,694,552
60	213.34	182.40	30.94	15.8%	2.45	1.3%	42%	False	False	140,008,820
80	213.78	182.40	31.38	16.1%	2.21	1.1%	41%	False	False	128,636,014
100	213.78	182.40	31.38	16.1%	2.12	1.1%	41%	False	False	123,282,396
120	213.78	182.40	31.38	16.1%	2.09	1.1%	41%	False	False	121,910,206

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	1.77
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	208.38
2.618	203.42
1.618	200.38
1.000	198.50
0.618	197.34
HIGH	195.46
0.618	194.30
0.500	193.94
0.382	193.58
LOW	192.42
0.618	190.54
1.000	189.38
1.618	187.50
2.618	184.46
4.250	179.50

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	194.92	195.25
PP	194.43	195.09
S1	193.94	194.93

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

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