SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Aug-2018

Day Change Summary
	Previous	Current
	17-Aug-2018	20-Aug-2018	Change	Change %	Previous Week
Open	283.83	285.57	1.74	0.6%	283.47
High	285.56	285.97	0.41	0.1%	285.56
Low	283.37	285.06	1.69	0.6%	280.16
Close	285.06	285.67	0.61	0.2%	285.06
Range	2.19	0.91	-1.28	-58.4%	5.40
ATR	2.23	2.14	-0.09	-4.2%	0.00
Volume	65,618,400	39,807,400	-25,811,000	-39.3%	348,086,500

Daily Pivots for day following 20-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	288.30	287.89	286.17
R3	287.39	286.98	285.92
R2	286.48	286.48	285.84
R1	286.07	286.07	285.75	286.28
PP	285.57	285.57	285.57	285.67
S1	285.16	285.16	285.59	285.37
S2	284.66	284.66	285.50
S3	283.75	284.25	285.42
S4	282.84	283.34	285.17

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	299.79	297.83	288.03
R3	294.39	292.43	286.55
R2	288.99	288.99	286.05
R1	287.03	287.03	285.56	288.01
PP	283.59	283.59	283.59	284.09
S1	281.63	281.63	284.57	282.61
S2	278.19	278.19	284.07
S3	272.79	276.23	283.58
S4	267.39	270.83	282.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	285.97	280.16	5.81	2.0%	1.77	0.6%	95%	True	False	64,432,200
10	286.01	280.16	5.85	2.0%	1.57	0.6%	94%	False	False	58,599,790
20	286.01	279.16	6.85	2.4%	1.89	0.7%	95%	False	False	60,526,944
40	286.01	268.49	17.52	6.1%	2.01	0.7%	98%	False	False	63,736,612
60	286.01	267.76	18.25	6.4%	1.93	0.7%	98%	False	False	66,665,081
80	286.01	259.05	26.96	9.4%	2.07	0.7%	99%	False	False	67,625,694
100	286.01	254.67	31.34	11.0%	2.43	0.9%	99%	False	False	73,955,748
120	286.01	254.67	31.34	11.0%	2.71	0.9%	99%	False	False	80,062,784

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	0.38
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	289.84
2.618	288.35
1.618	287.44
1.000	286.88
0.618	286.53
HIGH	285.97
0.618	285.62
0.500	285.52
0.382	285.41
LOW	285.06
0.618	284.50
1.000	284.15
1.618	283.59
2.618	282.68
4.250	281.19

Fisher Pivots for day following 20-Aug-2018
Pivot	1 day	3 day
R1	285.62	285.34
PP	285.57	285.00
S1	285.52	284.67

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

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