SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Sep-2016

Day Change Summary
	Previous	Current
	31-Aug-2016	01-Sep-2016	Change	Change %	Previous Week
Open	217.61	217.37	-0.24	-0.1%	218.26
High	217.75	217.73	-0.02	0.0%	219.60
Low	216.46	216.03	-0.43	-0.2%	216.25
Close	217.38	217.39	0.01	0.0%	217.29
Range	1.29	1.70	0.41	31.8%	3.35
ATR	1.44	1.46	0.02	1.3%	0.00
Volume	85,269,400	97,844,200	12,574,800	14.7%	378,227,704

Daily Pivots for day following 01-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	222.15	221.47	218.33
R3	220.45	219.77	217.86
R2	218.75	218.75	217.70
R1	218.07	218.07	217.55	218.41
PP	217.05	217.05	217.05	217.22
S1	216.37	216.37	217.23	216.71
S2	215.35	215.35	217.08
S3	213.65	214.67	216.92
S4	211.95	212.97	216.46

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	216.03	3.09	1.4%	1.67	0.8%	44%	False	True	86,847,300
10	219.60	216.03	3.57	1.6%	1.36	0.6%	38%	False	True	76,540,079
20	219.60	216.03	3.57	1.6%	1.14	0.5%	38%	False	True	67,567,949
40	219.60	210.78	8.82	4.1%	1.28	0.6%	75%	False	False	71,713,077
60	219.60	198.65	20.95	9.6%	1.59	0.7%	89%	False	False	91,164,071
80	219.60	198.65	20.95	9.6%	1.61	0.7%	89%	False	False	89,519,267
100	219.60	198.65	20.95	9.6%	1.60	0.7%	89%	False	False	88,643,808
120	219.60	198.65	20.95	9.6%	1.65	0.8%	89%	False	False	90,075,213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.36
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	224.96
2.618	222.18
1.618	220.48
1.000	219.43
0.618	218.78
HIGH	217.73
0.618	217.08
0.500	216.88
0.382	216.68
LOW	216.03
0.618	214.98
1.000	214.33
1.618	213.28
2.618	211.58
4.250	208.81

Fisher Pivots for day following 01-Sep-2016
Pivot	1 day	3 day
R1	217.22	217.36
PP	217.05	217.34
S1	216.88	217.31

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

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