SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Aug-2017

Day Change Summary
	Previous	Current
	22-Aug-2017	23-Aug-2017	Change	Change %	Previous Week
Open	243.57	244.33	0.76	0.3%	245.59
High	245.62	245.05	-0.57	-0.2%	247.57
Low	243.55	244.16	0.61	0.3%	242.20
Close	245.44	244.56	-0.88	-0.4%	242.71
Range	2.07	0.89	-1.18	-57.0%	5.37
ATR	1.67	1.64	-0.03	-1.7%	0.00
Volume	63,140,100	50,203,800	-12,936,300	-20.5%	450,488,408

Daily Pivots for day following 23-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	247.26	246.80	245.05
R3	246.37	245.91	244.80
R2	245.48	245.48	244.72
R1	245.02	245.02	244.64	245.25
PP	244.59	244.59	244.59	244.71
S1	244.13	244.13	244.48	244.36
S2	243.70	243.70	244.40
S3	242.81	243.24	244.32
S4	241.92	242.35	244.07

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	246.60	241.83	4.77	2.0%	1.97	0.8%	57%	False	False	88,810,380
10	247.57	241.83	5.74	2.3%	1.68	0.7%	48%	False	False	82,465,131
20	248.91	241.83	7.08	2.9%	1.42	0.6%	39%	False	False	68,550,045
40	248.91	239.96	8.95	3.7%	1.33	0.5%	51%	False	False	62,777,822
60	248.91	239.96	8.95	3.7%	1.32	0.5%	51%	False	False	65,197,465
80	248.91	235.43	13.48	5.5%	1.27	0.5%	68%	False	False	65,599,612
100	248.91	232.51	16.40	6.7%	1.34	0.5%	73%	False	False	68,644,213
120	248.91	231.61	17.30	7.1%	1.37	0.6%	75%	False	False	70,704,297

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	248.83
2.618	247.38
1.618	246.49
1.000	245.94
0.618	245.60
HIGH	245.05
0.618	244.71
0.500	244.61
0.382	244.50
LOW	244.16
0.618	243.61
1.000	243.27
1.618	242.72
2.618	241.83
4.250	240.38

Fisher Pivots for day following 23-Aug-2017
Pivot	1 day	3 day
R1	244.61	244.28
PP	244.59	244.00
S1	244.58	243.73

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

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