SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Aug-2017

Day Change Summary
	Previous	Current
	21-Aug-2017	22-Aug-2017	Change	Change %	Previous Week
Open	242.64	243.57	0.93	0.4%	245.59
High	243.20	245.62	2.42	1.0%	247.57
Low	241.83	243.55	1.72	0.7%	242.20
Close	242.90	245.44	2.54	1.0%	242.71
Range	1.37	2.07	0.70	51.1%	5.37
ATR	1.58	1.67	0.08	5.1%	0.00
Volume	65,469,700	63,140,100	-2,329,600	-3.6%	450,488,408

Daily Pivots for day following 22-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	251.08	250.33	246.58
R3	249.01	248.26	246.01
R2	246.94	246.94	245.82
R1	246.19	246.19	245.63	246.57
PP	244.87	244.87	244.87	245.06
S1	244.12	244.12	245.25	244.50
S2	242.80	242.80	245.06
S3	240.73	242.05	244.87
S4	238.66	239.98	244.30

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	260.27	256.86	245.66
R3	254.90	251.49	244.19
R2	249.53	249.53	243.69
R1	246.12	246.12	243.20	245.14
PP	244.16	244.16	244.16	243.67
S1	240.75	240.75	242.22	239.77
S2	238.79	238.79	241.73
S3	233.42	235.38	241.23
S4	228.05	230.01	239.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	247.57	241.83	5.74	2.3%	2.01	0.8%	63%	False	False	90,112,720
10	247.57	241.83	5.74	2.3%	1.72	0.7%	63%	False	False	83,708,011
20	248.91	241.83	7.08	2.9%	1.41	0.6%	51%	False	False	68,418,625
40	248.91	239.96	8.95	3.6%	1.36	0.6%	61%	False	False	63,578,917
60	248.91	239.96	8.95	3.6%	1.32	0.5%	61%	False	False	64,947,431
80	248.91	235.43	13.48	5.5%	1.28	0.5%	74%	False	False	65,808,096
100	248.91	232.51	16.40	6.7%	1.34	0.5%	79%	False	False	68,879,505
120	248.91	231.61	17.30	7.0%	1.37	0.6%	80%	False	False	70,969,051

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	0.30
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	254.42
2.618	251.04
1.618	248.97
1.000	247.69
0.618	246.90
HIGH	245.62
0.618	244.83
0.500	244.59
0.382	244.34
LOW	243.55
0.618	242.27
1.000	241.48
1.618	240.20
2.618	238.13
4.250	234.75

Fisher Pivots for day following 22-Aug-2017
Pivot	1 day	3 day
R1	245.16	244.87
PP	244.87	244.30
S1	244.59	243.73

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

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