SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Aug-2016

Day Change Summary
	Previous	Current
	18-Aug-2016	19-Aug-2016	Change	Change %	Previous Week
Open	218.34	218.31	-0.03	0.0%	218.89
High	218.90	218.75	-0.15	-0.1%	219.50
Low	218.21	217.74	-0.47	-0.2%	217.02
Close	218.86	218.54	-0.32	-0.1%	218.54
Range	0.69	1.01	0.32	46.4%	2.48
ATR	1.43	1.41	-0.02	-1.5%	0.00
Volume	52,989,200	75,442,896	22,453,696	42.4%	306,593,296

Daily Pivots for day following 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.37	220.97	219.10
R3	220.36	219.96	218.82
R2	219.35	219.35	218.73
R1	218.95	218.95	218.63	219.15
PP	218.34	218.34	218.34	218.45
S1	217.94	217.94	218.45	218.14
S2	217.33	217.33	218.35
S3	216.32	216.93	218.26
S4	215.31	215.92	217.98

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	225.79	224.65	219.90
R3	223.31	222.17	219.22
R2	220.83	220.83	218.99
R1	219.69	219.69	218.77	219.02
PP	218.35	218.35	218.35	218.02
S1	217.21	217.21	218.31	216.54
S2	215.87	215.87	218.09
S3	213.39	214.73	217.86
S4	210.91	212.25	217.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	219.50	217.02	2.48	1.1%	0.91	0.4%	61%	False	False	61,318,659
10	219.50	217.02	2.48	1.1%	0.92	0.4%	61%	False	False	58,950,899
20	219.50	214.25	5.25	2.4%	1.22	0.6%	82%	False	False	64,108,964
40	219.50	198.65	20.85	9.5%	1.61	0.7%	95%	False	False	90,505,112
60	219.50	198.65	20.85	9.5%	1.57	0.7%	95%	False	False	90,600,464
80	219.50	198.65	20.85	9.5%	1.65	0.8%	95%	False	False	91,010,732
100	219.50	198.65	20.85	9.5%	1.67	0.8%	95%	False	False	90,464,367
120	219.50	197.25	22.25	10.2%	1.70	0.8%	96%	False	False	92,777,986

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	223.04
2.618	221.39
1.618	220.38
1.000	219.76
0.618	219.37
HIGH	218.75
0.618	218.36
0.500	218.25
0.382	218.13
LOW	217.74
0.618	217.12
1.000	216.73
1.618	216.11
2.618	215.10
4.250	213.45

Fisher Pivots for day following 19-Aug-2016
Pivot	1 day	3 day
R1	218.44	218.35
PP	218.34	218.15
S1	218.25	217.96

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

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