SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Sep-2017

Day Change Summary
	Previous	Current
	31-Aug-2017	01-Sep-2017	Change	Change %	Previous Week
Open	246.72	247.92	1.20	0.5%	245.17
High	247.77	248.33	0.56	0.2%	248.33
Low	246.05	247.67	1.62	0.7%	242.93
Close	247.49	247.84	0.35	0.1%	247.84
Range	1.72	0.66	-1.06	-61.6%	5.40
ATR	1.65	1.59	-0.06	-3.5%	0.00
Volume	103,803,800	62,006,900	-41,796,900	-40.3%	319,510,200

Daily Pivots for day following 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	249.93	249.54	248.20
R3	249.27	248.88	248.02
R2	248.61	248.61	247.96
R1	248.22	248.22	247.90	248.09
PP	247.95	247.95	247.95	247.88
S1	247.56	247.56	247.78	247.43
S2	247.29	247.29	247.72
S3	246.63	246.90	247.66
S4	245.97	246.24	247.48

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	262.57	260.60	250.81
R3	257.17	255.20	249.33
R2	251.77	251.77	248.83
R1	249.80	249.80	248.34	250.79
PP	246.37	246.37	246.37	246.86
S1	244.40	244.40	247.35	245.39
S2	240.97	240.97	246.85
S3	235.57	239.00	246.36
S4	230.17	233.60	244.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	248.33	242.93	5.40	2.2%	1.48	0.6%	91%	True	False	63,902,040
10	248.33	241.83	6.50	2.6%	1.44	0.6%	92%	True	False	61,351,130
20	248.91	241.83	7.08	2.9%	1.54	0.6%	85%	False	False	70,784,795
40	248.91	240.85	8.06	3.3%	1.27	0.5%	87%	False	False	61,608,220
60	248.91	239.96	8.95	3.6%	1.36	0.5%	88%	False	False	64,699,206
80	248.91	235.43	13.48	5.4%	1.32	0.5%	92%	False	False	65,933,084
100	248.91	232.51	16.40	6.6%	1.31	0.5%	93%	False	False	67,491,401
120	248.91	231.61	17.30	7.0%	1.39	0.6%	94%	False	False	70,256,137

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.27
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	251.14
2.618	250.06
1.618	249.40
1.000	248.99
0.618	248.74
HIGH	248.33
0.618	248.08
0.500	248.00
0.382	247.92
LOW	247.67
0.618	247.26
1.000	247.01
1.618	246.60
2.618	245.94
4.250	244.87

Fisher Pivots for day following 01-Sep-2017
Pivot	1 day	3 day
R1	248.00	247.39
PP	247.95	246.93
S1	247.89	246.48

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

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