SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Sep-2016

Day Change Summary
	Previous	Current
	02-Sep-2016	06-Sep-2016	Change	Change %	Previous Week
Open	218.39	218.70	0.31	0.1%	217.44
High	218.87	219.12	0.25	0.1%	218.87
Low	217.70	217.86	0.16	0.1%	216.03
Close	218.37	219.03	0.66	0.3%	218.37
Range	1.17	1.26	0.09	7.7%	2.84
ATR	1.46	1.45	-0.01	-1.0%	0.00
Volume	79,293,800	56,702,000	-22,591,800	-28.5%	391,023,996

Daily Pivots for day following 06-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	222.45	222.00	219.72
R3	221.19	220.74	219.38
R2	219.93	219.93	219.26
R1	219.48	219.48	219.15	219.71
PP	218.67	218.67	218.67	218.78
S1	218.22	218.22	218.91	218.45
S2	217.41	217.41	218.80
S3	216.15	216.96	218.68
S4	214.89	215.70	218.34

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	219.12	216.03	3.09	1.4%	1.33	0.6%	97%	True	False	75,444,780
10	219.60	216.03	3.57	1.6%	1.40	0.6%	84%	False	False	76,458,500
20	219.60	216.03	3.57	1.6%	1.17	0.5%	84%	False	False	68,777,814
40	219.60	213.43	6.17	2.8%	1.26	0.6%	91%	False	False	69,922,852
60	219.60	198.65	20.95	9.6%	1.59	0.7%	97%	False	False	90,303,736
80	219.60	198.65	20.95	9.6%	1.59	0.7%	97%	False	False	89,077,799
100	219.60	198.65	20.95	9.6%	1.60	0.7%	97%	False	False	88,388,274
120	219.60	198.65	20.95	9.6%	1.63	0.7%	97%	False	False	89,354,577

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	0.36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	224.48
2.618	222.42
1.618	221.16
1.000	220.38
0.618	219.90
HIGH	219.12
0.618	218.64
0.500	218.49
0.382	218.34
LOW	217.86
0.618	217.08
1.000	216.60
1.618	215.82
2.618	214.56
4.250	212.51

Fisher Pivots for day following 06-Sep-2016
Pivot	1 day	3 day
R1	218.85	218.55
PP	218.67	218.06
S1	218.49	217.58

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

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