SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Aug-2016

Day Change Summary
	Previous	Current
	23-Aug-2016	24-Aug-2016	Change	Change %	Previous Week
Open	219.25	218.80	-0.45	-0.2%	218.89
High	219.60	218.91	-0.69	-0.3%	219.50
Low	218.90	217.36	-1.54	-0.7%	217.02
Close	218.97	217.85	-1.12	-0.5%	218.54
Range	0.70	1.55	0.85	121.4%	2.48
ATR	1.35	1.37	0.02	1.4%	0.00
Volume	53,399,100	71,728,896	18,329,796	34.3%	306,593,296

Daily Pivots for day following 24-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	222.69	221.82	218.70
R3	221.14	220.27	218.28
R2	219.59	219.59	218.13
R1	218.72	218.72	217.99	218.38
PP	218.04	218.04	218.04	217.87
S1	217.17	217.17	217.71	216.83
S2	216.49	216.49	217.57
S3	214.94	215.62	217.42
S4	213.39	214.07	217.00

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	219.60	217.36	2.24	1.0%	0.98	0.5%	22%	False	True	62,985,758
10	219.60	217.02	2.58	1.2%	0.95	0.4%	32%	False	False	62,690,769
20	219.60	214.25	5.35	2.5%	1.17	0.5%	67%	False	False	62,931,934
40	219.60	204.72	14.88	6.8%	1.36	0.6%	88%	False	False	76,622,164
60	219.60	198.65	20.95	9.6%	1.57	0.7%	92%	False	False	89,885,891
80	219.60	198.65	20.95	9.6%	1.61	0.7%	92%	False	False	89,569,089
100	219.60	198.65	20.95	9.6%	1.65	0.8%	92%	False	False	89,604,290
120	219.60	197.38	22.22	10.2%	1.68	0.8%	92%	False	False	91,608,121

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	225.50
2.618	222.97
1.618	221.42
1.000	220.46
0.618	219.87
HIGH	218.91
0.618	218.32
0.500	218.14
0.382	217.95
LOW	217.36
0.618	216.40
1.000	215.81
1.618	214.85
2.618	213.30
4.250	210.77

Fisher Pivots for day following 24-Aug-2016
Pivot	1 day	3 day
R1	218.14	218.48
PP	218.04	218.27
S1	217.95	218.06

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

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