SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Aug-2016

Day Change Summary
	Previous	Current
	15-Aug-2016	16-Aug-2016	Change	Change %	Previous Week
Open	218.89	218.60	-0.29	-0.1%	218.40
High	219.50	218.68	-0.82	-0.4%	218.94
Low	218.88	217.96	-0.92	-0.4%	217.23
Close	219.09	217.96	-1.13	-0.5%	218.46
Range	0.62	0.72	0.10	16.1%	1.71
ATR	1.51	1.48	-0.03	-1.8%	0.00
Volume	49,813,400	53,213,600	3,400,200	6.8%	282,915,700

Daily Pivots for day following 16-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	220.36	219.88	218.36
R3	219.64	219.16	218.16
R2	218.92	218.92	218.09
R1	218.44	218.44	218.03	218.32
PP	218.20	218.20	218.20	218.14
S1	217.72	217.72	217.89	217.60
S2	217.48	217.48	217.83
S3	216.76	217.00	217.76
S4	216.04	216.28	217.56

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%	0.84	0.4%	32%	False	False	58,956,920
10	219.50	214.25	5.25	2.4%	1.08	0.5%	71%	False	False	55,841,389
20	219.50	214.25	5.25	2.4%	1.25	0.6%	71%	False	False	63,366,849
40	219.50	198.65	20.85	9.6%	1.64	0.8%	93%	False	False	92,184,790
60	219.50	198.65	20.85	9.6%	1.60	0.7%	93%	False	False	91,065,059
80	219.50	198.65	20.85	9.6%	1.66	0.8%	93%	False	False	91,208,152
100	219.50	198.65	20.85	9.6%	1.69	0.8%	93%	False	False	90,845,666
120	219.50	193.33	26.17	12.0%	1.74	0.8%	94%	False	False	94,394,528

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	221.74
2.618	220.56
1.618	219.84
1.000	219.40
0.618	219.12
HIGH	218.68
0.618	218.40
0.500	218.32
0.382	218.24
LOW	217.96
0.618	217.52
1.000	217.24
1.618	216.80
2.618	216.08
4.250	214.90

Fisher Pivots for day following 16-Aug-2016
Pivot	1 day	3 day
R1	218.32	218.73
PP	218.20	218.47
S1	218.08	218.22

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

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