SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Sep-2015

Day Change Summary
	Previous	Current
	04-Sep-2015	08-Sep-2015	Change	Change %	Previous Week
Open	192.85	195.94	3.09	1.6%	198.11
High	193.86	197.61	3.75	1.9%	199.13
Low	191.61	195.17	3.56	1.9%	190.73
Close	192.59	197.43	4.84	2.5%	192.59
Range	2.25	2.44	0.19	8.4%	8.40
ATR	3.96	4.04	0.08	1.9%	0.00
Volume	207,080,906	116,025,602	-91,055,304	-44.0%	938,737,126

Daily Pivots for day following 08-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	204.06	203.18	198.77
R3	201.62	200.74	198.10
R2	199.18	199.18	197.88
R1	198.30	198.30	197.65	198.74
PP	196.74	196.74	196.74	196.96
S1	195.86	195.86	197.21	196.30
S2	194.30	194.30	196.98
S3	191.86	193.42	196.76
S4	189.42	190.98	196.09

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	198.05	190.73	7.32	3.7%	2.97	1.5%	92%	False	False	178,292,786
10	199.84	186.92	12.92	6.5%	3.81	1.9%	81%	False	False	219,841,049
20	210.68	182.40	28.28	14.3%	3.92	2.0%	53%	False	False	201,532,805
40	213.18	182.40	30.78	15.6%	2.74	1.4%	49%	False	False	150,083,428
60	213.34	182.40	30.94	15.7%	2.50	1.3%	49%	False	False	142,170,023
80	213.78	182.40	31.38	15.9%	2.24	1.1%	48%	False	False	130,696,825
100	213.78	182.40	31.38	15.9%	2.16	1.1%	48%	False	False	125,598,700
120	213.78	182.40	31.38	15.9%	2.08	1.1%	48%	False	False	122,041,673

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	1.17
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	207.98
2.618	204.00
1.618	201.56
1.000	200.05
0.618	199.12
HIGH	197.61
0.618	196.68
0.500	196.39
0.382	196.10
LOW	195.17
0.618	193.66
1.000	192.73
1.618	191.22
2.618	188.78
4.250	184.80

Fisher Pivots for day following 08-Sep-2015
Pivot	1 day	3 day
R1	197.08	196.56
PP	196.74	195.70
S1	196.39	194.83

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

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