SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Sep-2016

Day Change Summary
	Previous	Current
	08-Sep-2016	09-Sep-2016	Change	Change %	Previous Week
Open	218.62	216.97	-1.65	-0.8%	218.70
High	218.94	217.03	-1.91	-0.9%	219.22
Low	218.15	213.25	-4.90	-2.2%	213.25
Close	218.51	213.28	-5.23	-2.4%	213.28
Range	0.79	3.78	2.99	378.5%	5.97
ATR	1.37	1.65	0.28	20.3%	0.00
Volume	74,102,800	221,588,992	147,486,192	199.0%	428,948,592

Daily Pivots for day following 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	225.86	223.35	215.36
R3	222.08	219.57	214.32
R2	218.30	218.30	213.97
R1	215.79	215.79	213.63	215.16
PP	214.52	214.52	214.52	214.20
S1	212.01	212.01	212.93	211.38
S2	210.74	210.74	212.59
S3	206.96	208.23	212.24
S4	203.18	204.45	211.20

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	233.16	229.19	216.56
R3	227.19	223.22	214.92
R2	221.22	221.22	214.37
R1	217.25	217.25	213.83	216.25
PP	215.25	215.25	215.25	214.75
S1	211.28	211.28	212.73	210.28
S2	209.28	209.28	212.19
S3	203.31	205.31	211.64
S4	197.34	199.34	210.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	219.22	213.25	5.97	2.8%	1.58	0.7%	1%	False	True	101,648,478
10	219.22	213.25	5.97	2.8%	1.63	0.8%	1%	False	True	94,247,889
20	219.60	213.25	6.35	3.0%	1.29	0.6%	0%	False	True	78,305,354
40	219.60	213.25	6.35	3.0%	1.30	0.6%	0%	False	True	72,233,254
60	219.60	198.65	20.95	9.8%	1.59	0.7%	70%	False	False	90,642,266
80	219.60	198.65	20.95	9.8%	1.56	0.7%	70%	False	False	90,119,803
100	219.60	198.65	20.95	9.8%	1.61	0.8%	70%	False	False	89,644,655
120	219.60	198.65	20.95	9.8%	1.64	0.8%	70%	False	False	89,576,819

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	233.10
2.618	226.93
1.618	223.15
1.000	220.81
0.618	219.37
HIGH	217.03
0.618	215.59
0.500	215.14
0.382	214.69
LOW	213.25
0.618	210.91
1.000	209.47
1.618	207.13
2.618	203.35
4.250	197.19

Fisher Pivots for day following 09-Sep-2016
Pivot	1 day	3 day
R1	215.14	216.24
PP	214.52	215.25
S1	213.90	214.27

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

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