SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Aug-2017

Day Change Summary
	Previous	Current
	23-Aug-2017	24-Aug-2017	Change	Change %	Previous Week
Open	244.33	245.00	0.67	0.3%	245.59
High	245.05	245.18	0.13	0.1%	247.57
Low	244.16	243.75	-0.41	-0.2%	242.20
Close	244.56	243.99	-0.57	-0.2%	242.71
Range	0.89	1.43	0.54	60.7%	5.37
ATR	1.64	1.62	-0.01	-0.9%	0.00
Volume	50,203,800	50,741,600	537,800	1.1%	450,488,408

Daily Pivots for day following 24-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	248.60	247.72	244.78
R3	247.17	246.29	244.38
R2	245.74	245.74	244.25
R1	244.86	244.86	244.12	244.59
PP	244.31	244.31	244.31	244.17
S1	243.43	243.43	243.86	243.16
S2	242.88	242.88	243.73
S3	241.45	242.00	243.60
S4	240.02	240.57	243.20

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	245.62	241.83	3.79	1.6%	1.55	0.6%	57%	False	False	73,260,620
10	247.57	241.83	5.74	2.4%	1.55	0.6%	38%	False	False	75,491,351
20	248.91	241.83	7.08	2.9%	1.37	0.6%	31%	False	False	67,548,800
40	248.91	239.96	8.95	3.7%	1.32	0.5%	45%	False	False	62,295,297
60	248.91	239.96	8.95	3.7%	1.33	0.5%	45%	False	False	64,513,225
80	248.91	235.43	13.48	5.5%	1.28	0.5%	64%	False	False	65,516,686
100	248.91	232.51	16.40	6.7%	1.33	0.5%	70%	False	False	68,296,165
120	248.91	231.61	17.30	7.1%	1.37	0.6%	72%	False	False	70,665,548

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

Fibonacci Retracements and Extensions
4.250	251.26
2.618	248.92
1.618	247.49
1.000	246.61
0.618	246.06
HIGH	245.18
0.618	244.63
0.500	244.47
0.382	244.30
LOW	243.75
0.618	242.87
1.000	242.32
1.618	241.44
2.618	240.01
4.250	237.67

Fisher Pivots for day following 24-Aug-2017
Pivot	1 day	3 day
R1	244.47	244.59
PP	244.31	244.39
S1	244.15	244.19

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

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