SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Aug-2017

Day Change Summary
	Previous	Current
	30-Aug-2017	31-Aug-2017	Change	Change %	Previous Week
Open	244.83	246.72	1.89	0.8%	242.64
High	246.32	247.77	1.45	0.6%	245.62
Low	244.62	246.05	1.43	0.6%	241.83
Close	246.01	247.49	1.48	0.6%	244.56
Range	1.70	1.72	0.02	1.2%	3.79
ATR	1.64	1.65	0.01	0.5%	0.00
Volume	62,030,800	103,803,800	41,773,000	67.3%	294,001,100

Daily Pivots for day following 31-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	252.26	251.60	248.44
R3	250.54	249.88	247.96
R2	248.82	248.82	247.81
R1	248.16	248.16	247.65	248.49
PP	247.10	247.10	247.10	247.27
S1	246.44	246.44	247.33	246.77
S2	245.38	245.38	247.17
S3	243.66	244.72	247.02
S4	241.94	243.00	246.54

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	247.77	242.93	4.84	2.0%	1.59	0.6%	94%	True	False	64,389,840
10	247.77	241.83	5.94	2.4%	1.57	0.6%	95%	True	False	68,825,230
20	248.91	241.83	7.08	2.9%	1.54	0.6%	80%	False	False	70,694,040
40	248.91	240.56	8.35	3.4%	1.30	0.5%	83%	False	False	61,507,352
60	248.91	239.96	8.95	3.6%	1.37	0.6%	84%	False	False	64,764,935
80	248.91	235.43	13.48	5.4%	1.32	0.5%	89%	False	False	65,836,671
100	248.91	232.51	16.40	6.6%	1.33	0.5%	91%	False	False	67,751,784
120	248.91	231.61	17.30	7.0%	1.39	0.6%	92%	False	False	70,238,419

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	0.32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	255.08
2.618	252.27
1.618	250.55
1.000	249.49
0.618	248.83
HIGH	247.77
0.618	247.11
0.500	246.91
0.382	246.71
LOW	246.05
0.618	244.99
1.000	244.33
1.618	243.27
2.618	241.55
4.250	238.74

Fisher Pivots for day following 31-Aug-2017
Pivot	1 day	3 day
R1	247.30	246.78
PP	247.10	246.06
S1	246.91	245.35

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

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