SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Aug-2016

Day Change Summary
	Previous	Current
	30-Aug-2016	31-Aug-2016	Change	Change %	Previous Week
Open	218.26	217.61	-0.65	-0.3%	218.26
High	218.59	217.75	-0.84	-0.4%	219.60
Low	217.35	216.46	-0.89	-0.4%	216.25
Close	218.00	217.38	-0.62	-0.3%	217.29
Range	1.24	1.29	0.05	4.0%	3.35
ATR	1.43	1.44	0.01	0.5%	0.00
Volume	58,114,500	85,269,400	27,154,900	46.7%	378,227,704

Daily Pivots for day following 31-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.07	220.51	218.09
R3	219.78	219.22	217.73
R2	218.49	218.49	217.62
R1	217.93	217.93	217.50	217.57
PP	217.20	217.20	217.20	217.01
S1	216.64	216.64	217.26	216.28
S2	215.91	215.91	217.14
S3	214.62	215.35	217.03
S4	213.33	214.06	216.67

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	227.76	225.88	219.13
R3	224.41	222.53	218.21
R2	221.06	221.06	217.90
R1	219.18	219.18	217.60	218.45
PP	217.71	217.71	217.71	217.35
S1	215.83	215.83	216.98	215.10
S2	214.36	214.36	216.68
S3	211.01	212.48	216.37
S4	207.66	209.13	215.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	219.12	216.25	2.87	1.3%	1.53	0.7%	39%	False	False	81,123,400
10	219.60	216.25	3.35	1.5%	1.26	0.6%	34%	False	False	72,054,579
20	219.60	214.25	5.35	2.5%	1.19	0.5%	59%	False	False	65,005,014
40	219.60	208.63	10.97	5.0%	1.29	0.6%	80%	False	False	71,406,817
60	219.60	198.65	20.95	9.6%	1.58	0.7%	89%	False	False	90,636,183
80	219.60	198.65	20.95	9.6%	1.61	0.7%	89%	False	False	89,264,617
100	219.60	198.65	20.95	9.6%	1.61	0.7%	89%	False	False	88,818,872
120	219.60	198.65	20.95	9.6%	1.64	0.8%	89%	False	False	89,873,277

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	0.34
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	223.23
2.618	221.13
1.618	219.84
1.000	219.04
0.618	218.55
HIGH	217.75
0.618	217.26
0.500	217.11
0.382	216.95
LOW	216.46
0.618	215.66
1.000	215.17
1.618	214.37
2.618	213.08
4.250	210.98

Fisher Pivots for day following 31-Aug-2016
Pivot	1 day	3 day
R1	217.29	217.57
PP	217.20	217.50
S1	217.11	217.44

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

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