SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Aug-2016

Day Change Summary
	Previous	Current
	10-Aug-2016	11-Aug-2016	Change	Change %	Previous Week
Open	218.31	218.26	-0.05	0.0%	217.19
High	218.40	218.94	0.54	0.2%	218.23
Low	217.23	217.95	0.72	0.3%	214.25
Close	217.64	218.65	1.01	0.5%	218.18
Range	1.17	0.99	-0.18	-15.4%	3.98
ATR	1.63	1.61	-0.02	-1.5%	0.00
Volume	57,939,900	72,504,200	14,564,300	25.1%	338,077,996

Daily Pivots for day following 11-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.48	221.06	219.19
R3	220.49	220.07	218.92
R2	219.50	219.50	218.83
R1	219.08	219.08	218.74	219.29
PP	218.51	218.51	218.51	218.62
S1	218.09	218.09	218.56	218.30
S2	217.52	217.52	218.47
S3	216.53	217.10	218.38
S4	215.54	216.11	218.11

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	218.94	217.07	1.87	0.9%	1.01	0.5%	84%	True	False	58,698,859
10	218.94	214.25	4.69	2.1%	1.36	0.6%	94%	True	False	63,919,959
20	218.94	214.25	4.69	2.1%	1.31	0.6%	94%	True	False	66,161,154
40	218.94	198.65	20.29	9.3%	1.74	0.8%	99%	True	False	96,810,722
60	218.94	198.65	20.29	9.3%	1.66	0.8%	99%	True	False	94,057,953
80	218.94	198.65	20.29	9.3%	1.69	0.8%	99%	True	False	92,479,480
100	218.94	198.65	20.29	9.3%	1.71	0.8%	99%	True	False	91,831,112
120	218.94	189.32	29.62	13.5%	1.80	0.8%	99%	True	False	96,133,321

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	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	223.15
2.618	221.53
1.618	220.54
1.000	219.93
0.618	219.55
HIGH	218.94
0.618	218.56
0.500	218.45
0.382	218.33
LOW	217.95
0.618	217.34
1.000	216.96
1.618	216.35
2.618	215.36
4.250	213.74

Fisher Pivots for day following 11-Aug-2016
Pivot	1 day	3 day
R1	218.58	218.46
PP	218.51	218.27
S1	218.45	218.09

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

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