SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Aug-2016

Day Change Summary
	Previous	Current
	09-Aug-2016	10-Aug-2016	Change	Change %	Previous Week
Open	218.13	218.31	0.18	0.1%	217.19
High	218.76	218.40	-0.36	-0.2%	218.23
Low	217.80	217.23	-0.57	-0.3%	214.25
Close	218.18	217.64	-0.54	-0.2%	218.18
Range	0.96	1.17	0.21	21.9%	3.98
ATR	1.67	1.63	-0.04	-2.1%	0.00
Volume	51,251,700	57,939,900	6,688,200	13.0%	338,077,996

Daily Pivots for day following 10-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.27	220.62	218.28
R3	220.10	219.45	217.96
R2	218.93	218.93	217.85
R1	218.28	218.28	217.75	218.02
PP	217.76	217.76	217.76	217.63
S1	217.11	217.11	217.53	216.85
S2	216.59	216.59	217.43
S3	215.42	215.94	217.32
S4	214.25	214.77	217.00

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	218.76	214.25	4.51	2.1%	1.32	0.6%	75%	False	False	53,515,119
10	218.76	214.25	4.51	2.1%	1.40	0.6%	75%	False	False	63,173,099
20	218.76	214.25	4.51	2.1%	1.31	0.6%	75%	False	False	67,097,484
40	218.76	198.65	20.11	9.2%	1.76	0.8%	94%	False	False	97,726,229
60	218.76	198.65	20.11	9.2%	1.68	0.8%	94%	False	False	94,764,964
80	218.76	198.65	20.11	9.2%	1.70	0.8%	94%	False	False	92,677,128
100	218.76	198.65	20.11	9.2%	1.71	0.8%	94%	False	False	91,835,336
120	218.76	189.32	29.44	13.5%	1.80	0.8%	96%	False	False	96,392,787

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	223.37
2.618	221.46
1.618	220.29
1.000	219.57
0.618	219.12
HIGH	218.40
0.618	217.95
0.500	217.82
0.382	217.68
LOW	217.23
0.618	216.51
1.000	216.06
1.618	215.34
2.618	214.17
4.250	212.26

Fisher Pivots for day following 10-Aug-2016
Pivot	1 day	3 day
R1	217.82	218.00
PP	217.76	217.88
S1	217.70	217.76

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

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