SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Aug-2016

Day Change Summary
	Previous	Current
	12-Aug-2016	15-Aug-2016	Change	Change %	Previous Week
Open	218.29	218.89	0.60	0.3%	218.40
High	218.71	219.50	0.79	0.4%	218.94
Low	217.99	218.88	0.89	0.4%	217.23
Close	218.46	219.09	0.63	0.3%	218.46
Range	0.72	0.62	-0.10	-13.9%	1.71
ATR	1.54	1.51	-0.04	-2.3%	0.00
Volume	61,313,500	49,813,400	-11,500,100	-18.8%	282,915,700

Daily Pivots for day following 15-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.02	220.67	219.43
R3	220.40	220.05	219.26
R2	219.78	219.78	219.20
R1	219.43	219.43	219.15	219.61
PP	219.16	219.16	219.16	219.24
S1	218.81	218.81	219.03	218.99
S2	218.54	218.54	218.98
S3	217.92	218.19	218.92
S4	217.30	217.57	218.75

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	223.34	222.61	219.40
R3	221.63	220.90	218.93
R2	219.92	219.92	218.77
R1	219.19	219.19	218.62	219.56
PP	218.21	218.21	218.21	218.39
S1	217.48	217.48	218.30	217.85
S2	216.50	216.50	218.15
S3	214.79	215.77	217.99
S4	213.08	214.06	217.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	219.50	217.23	2.27	1.0%	0.89	0.4%	82%	True	False	58,564,540
10	219.50	214.25	5.25	2.4%	1.23	0.6%	92%	True	False	59,749,569
20	219.50	214.25	5.25	2.4%	1.24	0.6%	92%	True	False	63,423,454
40	219.50	198.65	20.85	9.5%	1.67	0.8%	98%	True	False	92,924,187
60	219.50	198.65	20.85	9.5%	1.61	0.7%	98%	True	False	91,928,005
80	219.50	198.65	20.85	9.5%	1.67	0.8%	98%	True	False	91,783,628
100	219.50	198.65	20.85	9.5%	1.70	0.8%	98%	True	False	91,157,138
120	219.50	192.83	26.67	12.2%	1.76	0.8%	98%	True	False	94,873,816

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	False
Stretch	0.23
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	222.14
2.618	221.12
1.618	220.50
1.000	220.12
0.618	219.88
HIGH	219.50
0.618	219.26
0.500	219.19
0.382	219.12
LOW	218.88
0.618	218.50
1.000	218.26
1.618	217.88
2.618	217.26
4.250	216.25

Fisher Pivots for day following 15-Aug-2016
Pivot	1 day	3 day
R1	219.19	218.97
PP	219.16	218.85
S1	219.12	218.73

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

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