SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	217.37	218.39	1.02	0.5%	217.44
High	217.73	218.87	1.14	0.5%	218.87
Low	216.03	217.70	1.67	0.8%	216.03
Close	217.39	218.37	0.98	0.5%	218.37
Range	1.70	1.17	-0.53	-31.2%	2.84
ATR	1.46	1.46	0.00	0.1%	0.00
Volume	97,844,200	79,293,800	-18,550,400	-19.0%	391,023,996

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.82	221.27	219.01
R3	220.65	220.10	218.69
R2	219.48	219.48	218.58
R1	218.93	218.93	218.48	218.62
PP	218.31	218.31	218.31	218.16
S1	217.76	217.76	218.26	217.45
S2	217.14	217.14	218.16
S3	215.97	216.59	218.05
S4	214.80	215.42	217.73

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	226.28	225.16	219.93
R3	223.44	222.32	219.15
R2	220.60	220.60	218.89
R1	219.48	219.48	218.63	220.04
PP	217.76	217.76	217.76	218.04
S1	216.64	216.64	218.11	217.20
S2	214.92	214.92	217.85
S3	212.08	213.80	217.59
S4	209.24	210.96	216.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	218.87	216.03	2.84	1.3%	1.33	0.6%	82%	True	False	78,204,799
10	219.60	216.03	3.57	1.6%	1.37	0.6%	66%	False	False	76,925,170
20	219.60	216.03	3.57	1.6%	1.15	0.5%	66%	False	False	67,938,034
40	219.60	212.95	6.65	3.0%	1.26	0.6%	82%	False	False	70,346,149
60	219.60	198.65	20.95	9.6%	1.60	0.7%	94%	False	False	91,255,854
80	219.60	198.65	20.95	9.6%	1.60	0.7%	94%	False	False	89,488,853
100	219.60	198.65	20.95	9.6%	1.60	0.7%	94%	False	False	88,473,382
120	219.60	198.65	20.95	9.6%	1.64	0.8%	94%	False	False	89,959,586

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.36
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	223.84
2.618	221.93
1.618	220.76
1.000	220.04
0.618	219.59
HIGH	218.87
0.618	218.42
0.500	218.29
0.382	218.15
LOW	217.70
0.618	216.98
1.000	216.53
1.618	215.81
2.618	214.64
4.250	212.73

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	218.34	218.06
PP	218.31	217.76
S1	218.29	217.45

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

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