SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Aug-2016

Day Change Summary
	Previous	Current
	24-Aug-2016	25-Aug-2016	Change	Change %	Previous Week
Open	218.80	217.40	-1.40	-0.6%	218.89
High	218.91	218.19	-0.72	-0.3%	219.50
Low	217.36	217.22	-0.14	-0.1%	217.02
Close	217.85	217.70	-0.15	-0.1%	218.54
Range	1.55	0.97	-0.58	-37.4%	2.48
ATR	1.37	1.34	-0.03	-2.1%	0.00
Volume	71,728,896	69,224,704	-2,504,192	-3.5%	306,593,296

Daily Pivots for day following 25-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	220.61	220.13	218.23
R3	219.64	219.16	217.97
R2	218.67	218.67	217.88
R1	218.19	218.19	217.79	218.43
PP	217.70	217.70	217.70	217.83
S1	217.22	217.22	217.61	217.46
S2	216.73	216.73	217.52
S3	215.76	216.25	217.43
S4	214.79	215.28	217.17

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	217.22	2.38	1.1%	1.04	0.5%	20%	False	True	66,232,859
10	219.60	217.02	2.58	1.2%	0.95	0.4%	26%	False	False	62,362,819
20	219.60	214.25	5.35	2.5%	1.15	0.5%	64%	False	False	63,141,389
40	219.60	206.56	13.04	6.0%	1.33	0.6%	85%	False	False	74,919,567
60	219.60	198.65	20.95	9.6%	1.56	0.7%	91%	False	False	89,874,033
80	219.60	198.65	20.95	9.6%	1.60	0.7%	91%	False	False	89,104,122
100	219.60	198.65	20.95	9.6%	1.63	0.7%	91%	False	False	89,299,916
120	219.60	197.38	22.22	10.2%	1.67	0.8%	91%	False	False	91,349,835

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	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	222.31
2.618	220.73
1.618	219.76
1.000	219.16
0.618	218.79
HIGH	218.19
0.618	217.82
0.500	217.71
0.382	217.59
LOW	217.22
0.618	216.62
1.000	216.25
1.618	215.65
2.618	214.68
4.250	213.10

Fisher Pivots for day following 25-Aug-2016
Pivot	1 day	3 day
R1	217.71	218.41
PP	217.70	218.17
S1	217.70	217.94

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

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