SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Sep-2018

Day Change Summary
	Previous	Current
	04-Sep-2018	05-Sep-2018	Change	Change %	Previous Week
Open	289.84	289.41	-0.43	-0.1%	288.86
High	290.21	289.64	-0.57	-0.2%	291.74
Low	288.68	287.89	-0.79	-0.3%	288.68
Close	289.81	289.03	-0.78	-0.3%	290.31
Range	1.53	1.75	0.22	14.4%	3.06
ATR	1.89	1.89	0.00	0.1%	0.00
Volume	57,594,300	72,452,400	14,858,100	25.8%	292,871,500

Daily Pivots for day following 05-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	294.10	293.32	289.99
R3	292.35	291.57	289.51
R2	290.60	290.60	289.35
R1	289.82	289.82	289.19	289.34
PP	288.85	288.85	288.85	288.61
S1	288.07	288.07	288.87	287.59
S2	287.10	287.10	288.71
S3	285.35	286.32	288.55
S4	283.60	284.57	288.07

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	299.42	297.93	291.99
R3	296.36	294.87	291.15
R2	293.30	293.30	290.87
R1	291.81	291.81	290.59	292.56
PP	290.24	290.24	290.24	290.62
S1	288.75	288.75	290.03	289.50
S2	287.18	287.18	289.75
S3	284.12	285.69	289.47
S4	281.06	282.63	288.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	291.74	287.89	3.85	1.3%	1.68	0.6%	30%	False	True	63,780,500
10	291.74	285.43	6.31	2.2%	1.46	0.5%	57%	False	False	57,460,370
20	291.74	280.16	11.58	4.0%	1.56	0.5%	77%	False	False	59,233,845
40	291.74	276.52	15.22	5.3%	1.67	0.6%	82%	False	False	59,344,270
60	291.74	268.49	23.25	8.0%	1.86	0.6%	88%	False	False	64,529,776
80	291.74	267.76	23.98	8.3%	1.87	0.6%	89%	False	False	65,127,301
100	291.74	259.05	32.69	11.3%	2.08	0.7%	92%	False	False	67,649,473
120	291.74	254.67	37.07	12.8%	2.51	0.9%	93%	False	False	76,134,496

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.31
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	297.08
2.618	294.22
1.618	292.47
1.000	291.39
0.618	290.72
HIGH	289.64
0.618	288.97
0.500	288.77
0.382	288.56
LOW	287.89
0.618	286.81
1.000	286.14
1.618	285.06
2.618	283.31
4.250	280.45

Fisher Pivots for day following 05-Sep-2018
Pivot	1 day	3 day
R1	288.94	289.35
PP	288.85	289.24
S1	288.77	289.14

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

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