SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	217.21	218.40	1.19	0.5%	217.19
High	218.23	218.52	0.29	0.1%	218.23
Low	217.07	217.74	0.67	0.3%	214.25
Close	218.18	218.05	-0.13	-0.1%	218.18
Range	1.16	0.78	-0.38	-32.8%	3.98
ATR	1.79	1.72	-0.07	-4.0%	0.00
Volume	71,892,096	39,906,400	-31,985,696	-44.5%	338,077,996

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	220.44	220.03	218.48
R3	219.66	219.25	218.26
R2	218.88	218.88	218.19
R1	218.47	218.47	218.12	218.29
PP	218.10	218.10	218.10	218.01
S1	217.69	217.69	217.98	217.51
S2	217.32	217.32	217.91
S3	216.54	216.91	217.84
S4	215.76	216.13	217.62

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	228.83	227.48	220.37
R3	224.85	223.50	219.27
R2	220.87	220.87	218.91
R1	219.52	219.52	218.54	220.20
PP	216.89	216.89	216.89	217.22
S1	215.54	215.54	217.82	216.22
S2	212.91	212.91	217.45
S3	208.93	211.56	217.09
S4	204.95	207.58	215.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	218.52	214.25	4.27	2.0%	1.57	0.7%	89%	True	False	60,934,599
10	218.52	214.25	4.27	2.0%	1.49	0.7%	89%	True	False	67,670,359
20	218.52	213.43	5.09	2.3%	1.35	0.6%	91%	True	False	71,067,889
40	218.52	198.65	19.87	9.1%	1.81	0.8%	98%	True	False	101,066,697
60	218.52	198.65	19.87	9.1%	1.73	0.8%	98%	True	False	95,844,461
80	218.52	198.65	19.87	9.1%	1.71	0.8%	98%	True	False	93,290,889
100	218.52	198.65	19.87	9.1%	1.73	0.8%	98%	True	False	93,469,930
120	218.52	189.32	29.20	13.4%	1.81	0.8%	98%	True	False	97,292,323

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	True
Stretch	0.33
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	221.84
2.618	220.56
1.618	219.78
1.000	219.30
0.618	219.00
HIGH	218.52
0.618	218.22
0.500	218.13
0.382	218.04
LOW	217.74
0.618	217.26
1.000	216.96
1.618	216.48
2.618	215.70
4.250	214.43

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	218.13	217.50
PP	218.10	216.94
S1	218.08	216.39

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

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