SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Sep-2016

Day Change Summary
	Previous	Current
	07-Sep-2016	08-Sep-2016	Change	Change %	Previous Week
Open	218.84	218.62	-0.22	-0.1%	217.44
High	219.22	218.94	-0.28	-0.1%	218.87
Low	218.30	218.15	-0.15	-0.1%	216.03
Close	219.01	218.51	-0.50	-0.2%	218.37
Range	0.92	0.79	-0.13	-14.1%	2.84
ATR	1.41	1.37	-0.04	-2.8%	0.00
Volume	76,554,800	74,102,800	-2,452,000	-3.2%	391,023,996

Daily Pivots for day following 08-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	220.90	220.50	218.94
R3	220.11	219.71	218.73
R2	219.32	219.32	218.65
R1	218.92	218.92	218.58	218.73
PP	218.53	218.53	218.53	218.44
S1	218.13	218.13	218.44	217.94
S2	217.74	217.74	218.37
S3	216.95	217.34	218.29
S4	216.16	216.55	218.08

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	219.22	216.03	3.19	1.5%	1.17	0.5%	78%	False	False	76,899,520
10	219.22	216.03	3.19	1.5%	1.35	0.6%	78%	False	False	79,011,460
20	219.60	216.03	3.57	1.6%	1.15	0.5%	69%	False	False	70,851,114
40	219.60	214.25	5.35	2.4%	1.23	0.6%	80%	False	False	68,974,299
60	219.60	198.65	20.95	9.6%	1.56	0.7%	95%	False	False	88,767,858
80	219.60	198.65	20.95	9.6%	1.55	0.7%	95%	False	False	88,786,502
100	219.60	198.65	20.95	9.6%	1.59	0.7%	95%	False	False	88,311,925
120	219.60	198.65	20.95	9.6%	1.62	0.7%	95%	False	False	88,337,966

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	222.30
2.618	221.01
1.618	220.22
1.000	219.73
0.618	219.43
HIGH	218.94
0.618	218.64
0.500	218.55
0.382	218.45
LOW	218.15
0.618	217.66
1.000	217.36
1.618	216.87
2.618	216.08
4.250	214.79

Fisher Pivots for day following 08-Sep-2016
Pivot	1 day	3 day
R1	218.55	218.54
PP	218.53	218.53
S1	218.52	218.52

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

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