SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Aug-2017

Day Change Summary
	Previous	Current
	25-Aug-2017	28-Aug-2017	Change	Change %	Previous Week
Open	244.90	245.17	0.27	0.1%	242.64
High	245.61	245.20	-0.41	-0.2%	245.62
Low	244.39	244.09	-0.30	-0.1%	241.83
Close	244.56	244.57	0.01	0.0%	244.56
Range	1.22	1.11	-0.11	-9.0%	3.79
ATR	1.62	1.59	-0.04	-2.3%	0.00
Volume	64,445,900	40,565,600	-23,880,300	-37.1%	294,001,100

Daily Pivots for day following 28-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	247.95	247.37	245.18
R3	246.84	246.26	244.88
R2	245.73	245.73	244.77
R1	245.15	245.15	244.67	244.89
PP	244.62	244.62	244.62	244.49
S1	244.04	244.04	244.47	243.78
S2	243.51	243.51	244.37
S3	242.40	242.93	244.26
S4	241.29	241.82	243.96

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	255.37	253.76	246.64
R3	251.58	249.97	245.60
R2	247.79	247.79	245.25
R1	246.18	246.18	244.91	246.99
PP	244.00	244.00	244.00	244.41
S1	242.39	242.39	244.21	243.20
S2	240.21	240.21	243.87
S3	236.42	238.60	243.52
S4	232.63	234.81	242.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	245.62	243.55	2.07	0.8%	1.34	0.5%	49%	False	False	53,819,400
10	247.57	241.83	5.74	2.3%	1.56	0.6%	48%	False	False	71,176,320
20	248.91	241.83	7.08	2.9%	1.40	0.6%	39%	False	False	67,003,030
40	248.91	240.34	8.57	3.5%	1.26	0.5%	49%	False	False	60,076,327
60	248.91	239.96	8.95	3.7%	1.32	0.5%	52%	False	False	63,636,281
80	248.91	235.43	13.48	5.5%	1.28	0.5%	68%	False	False	65,146,824
100	248.91	232.51	16.40	6.7%	1.31	0.5%	74%	False	False	67,693,613
120	248.91	231.61	17.30	7.1%	1.37	0.6%	75%	False	False	70,346,707

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	249.92
2.618	248.11
1.618	247.00
1.000	246.31
0.618	245.89
HIGH	245.20
0.618	244.78
0.500	244.65
0.382	244.51
LOW	244.09
0.618	243.40
1.000	242.98
1.618	242.29
2.618	241.18
4.250	239.37

Fisher Pivots for day following 28-Aug-2017
Pivot	1 day	3 day
R1	244.65	244.68
PP	244.62	244.64
S1	244.60	244.61

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

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