SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	196.26	192.85	-3.41	-1.7%	198.11
High	198.05	193.86	-4.19	-2.1%	199.13
Low	194.96	191.61	-3.35	-1.7%	190.73
Close	195.55	192.59	-2.96	-1.5%	192.59
Range	3.09	2.25	-0.84	-27.2%	8.40
ATR	3.96	3.96	0.00	0.0%	0.00
Volume	152,087,813	207,080,906	54,993,093	36.2%	938,737,126

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	199.44	198.26	193.83
R3	197.19	196.01	193.21
R2	194.94	194.94	193.00
R1	193.76	193.76	192.80	193.23
PP	192.69	192.69	192.69	192.42
S1	191.51	191.51	192.38	190.98
S2	190.44	190.44	192.18
S3	188.19	189.26	191.97
S4	185.94	187.01	191.35

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	219.35	214.37	197.21
R3	210.95	205.97	194.90
R2	202.55	202.55	194.13
R1	197.57	197.57	193.36	195.86
PP	194.15	194.15	194.15	193.30
S1	189.17	189.17	191.82	187.46
S2	185.75	185.75	191.05
S3	177.35	180.77	190.28
S4	168.95	172.37	187.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	199.13	190.73	8.40	4.4%	2.91	1.5%	22%	False	False	187,747,425
10	199.84	182.40	17.44	9.1%	5.07	2.6%	58%	False	False	258,962,861
20	210.68	182.40	28.28	14.7%	3.86	2.0%	36%	False	False	199,745,055
40	213.18	182.40	30.78	16.0%	2.70	1.4%	33%	False	False	149,834,523
60	213.34	182.40	30.94	16.1%	2.48	1.3%	33%	False	False	142,521,171
80	213.78	182.40	31.38	16.3%	2.23	1.2%	32%	False	False	130,445,680
100	213.78	182.40	31.38	16.3%	2.14	1.1%	32%	False	False	125,127,792
120	213.78	182.40	31.38	16.3%	2.10	1.1%	32%	False	False	122,981,532

Crabel Price Patterns
NR	True
NR4	True
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	1.60
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	203.42
2.618	199.75
1.618	197.50
1.000	196.11
0.618	195.25
HIGH	193.86
0.618	193.00
0.500	192.74
0.382	192.47
LOW	191.61
0.618	190.22
1.000	189.36
1.618	187.97
2.618	185.72
4.250	182.05

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	192.74	194.83
PP	192.69	194.08
S1	192.64	193.34

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

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