SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Sep-2017

Day Change Summary
	Previous	Current
	01-Sep-2017	05-Sep-2017	Change	Change %	Previous Week
Open	247.92	247.26	-0.66	-0.3%	245.17
High	248.33	247.52	-0.81	-0.3%	248.33
Low	247.67	244.95	-2.72	-1.1%	242.93
Close	247.84	246.06	-1.78	-0.7%	247.84
Range	0.66	2.57	1.91	289.4%	5.40
ATR	1.59	1.68	0.09	5.9%	0.00
Volume	62,006,900	91,398,704	29,391,804	47.4%	319,510,200

Daily Pivots for day following 05-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	253.89	252.54	247.47
R3	251.32	249.97	246.77
R2	248.75	248.75	246.53
R1	247.40	247.40	246.30	246.79
PP	246.18	246.18	246.18	245.87
S1	244.83	244.83	245.82	244.22
S2	243.61	243.61	245.59
S3	241.04	242.26	245.35
S4	238.47	239.69	244.65

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%	1.77	0.7%	58%	False	False	74,068,660
10	248.33	242.93	5.40	2.2%	1.56	0.6%	58%	False	False	63,944,030
20	248.91	241.83	7.08	2.9%	1.64	0.7%	60%	False	False	73,754,980
40	248.91	240.85	8.06	3.3%	1.31	0.5%	65%	False	False	62,976,607
60	248.91	239.96	8.95	3.6%	1.35	0.5%	68%	False	False	64,018,246
80	248.91	235.43	13.48	5.5%	1.33	0.5%	79%	False	False	66,296,090
100	248.91	232.51	16.40	6.7%	1.33	0.5%	83%	False	False	67,586,744
120	248.91	231.61	17.30	7.0%	1.39	0.6%	84%	False	False	70,217,112

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	0.24
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	258.44
2.618	254.25
1.618	251.68
1.000	250.09
0.618	249.11
HIGH	247.52
0.618	246.54
0.500	246.24
0.382	245.93
LOW	244.95
0.618	243.36
1.000	242.38
1.618	240.79
2.618	238.22
4.250	234.03

Fisher Pivots for day following 05-Sep-2017
Pivot	1 day	3 day
R1	246.24	246.64
PP	246.18	246.45
S1	246.12	246.25

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

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