SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Aug-2017

Day Change Summary
	Previous	Current
	28-Aug-2017	29-Aug-2017	Change	Change %	Previous Week
Open	245.17	243.06	-2.11	-0.9%	242.64
High	245.20	245.15	-0.05	0.0%	245.62
Low	244.09	242.93	-1.16	-0.5%	241.83
Close	244.57	244.85	0.28	0.1%	244.56
Range	1.11	2.22	1.11	100.0%	3.79
ATR	1.59	1.63	0.05	2.9%	0.00
Volume	40,565,600	51,103,100	10,537,500	26.0%	294,001,100

Daily Pivots for day following 29-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	250.97	250.13	246.07
R3	248.75	247.91	245.46
R2	246.53	246.53	245.26
R1	245.69	245.69	245.05	246.11
PP	244.31	244.31	244.31	244.52
S1	243.47	243.47	244.65	243.89
S2	242.09	242.09	244.44
S3	239.87	241.25	244.24
S4	237.65	239.03	243.63

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	245.61	242.93	2.68	1.1%	1.37	0.6%	72%	False	True	51,412,000
10	247.57	241.83	5.74	2.3%	1.69	0.7%	53%	False	False	70,762,360
20	248.91	241.83	7.08	2.9%	1.47	0.6%	43%	False	False	66,805,665
40	248.91	240.34	8.57	3.5%	1.29	0.5%	53%	False	False	60,375,060
60	248.91	239.96	8.95	3.7%	1.34	0.5%	55%	False	False	63,743,020
80	248.91	235.43	13.48	5.5%	1.30	0.5%	70%	False	False	65,010,598
100	248.91	232.51	16.40	6.7%	1.32	0.5%	75%	False	False	67,513,287
120	248.91	231.61	17.30	7.1%	1.38	0.6%	77%	False	False	70,016,867

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	0.31
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	254.59
2.618	250.96
1.618	248.74
1.000	247.37
0.618	246.52
HIGH	245.15
0.618	244.30
0.500	244.04
0.382	243.78
LOW	242.93
0.618	241.56
1.000	240.71
1.618	239.34
2.618	237.12
4.250	233.50

Fisher Pivots for day following 29-Aug-2017
Pivot	1 day	3 day
R1	244.58	244.66
PP	244.31	244.46
S1	244.04	244.27

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

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