SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Sep-2018

Day Change Summary
	Previous	Current
	05-Sep-2018	06-Sep-2018	Change	Change %	Previous Week
Open	289.41	289.15	-0.26	-0.1%	288.86
High	289.64	289.49	-0.15	-0.1%	291.74
Low	287.89	287.00	-0.89	-0.3%	288.68
Close	289.03	288.16	-0.87	-0.3%	290.31
Range	1.75	2.49	0.74	42.3%	3.06
ATR	1.89	1.93	0.04	2.3%	0.00
Volume	72,452,400	65,909,800	-6,542,600	-9.0%	292,871,500

Daily Pivots for day following 06-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	295.69	294.41	289.53
R3	293.20	291.92	288.84
R2	290.71	290.71	288.62
R1	289.43	289.43	288.39	288.83
PP	288.22	288.22	288.22	287.91
S1	286.94	286.94	287.93	286.34
S2	285.73	285.73	287.70
S3	283.24	284.45	287.48
S4	280.75	281.96	286.79

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	291.36	287.00	4.36	1.5%	1.80	0.6%	27%	False	True	64,665,360
10	291.74	285.43	6.31	2.2%	1.59	0.6%	43%	False	False	59,552,020
20	291.74	280.16	11.58	4.0%	1.63	0.6%	69%	False	False	60,423,610
40	291.74	277.60	14.14	4.9%	1.69	0.6%	75%	False	False	59,065,647
60	291.74	268.49	23.25	8.1%	1.88	0.7%	85%	False	False	64,422,790
80	291.74	267.76	23.98	8.3%	1.88	0.7%	85%	False	False	65,266,291
100	291.74	259.05	32.69	11.3%	2.09	0.7%	89%	False	False	67,674,519
120	291.74	254.67	37.07	12.9%	2.52	0.9%	90%	False	False	75,847,548

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	0.31
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	300.07
2.618	296.01
1.618	293.52
1.000	291.98
0.618	291.03
HIGH	289.49
0.618	288.54
0.500	288.25
0.382	287.95
LOW	287.00
0.618	285.46
1.000	284.51
1.618	282.97
2.618	280.48
4.250	276.42

Fisher Pivots for day following 06-Sep-2018
Pivot	1 day	3 day
R1	288.25	288.61
PP	288.22	288.46
S1	288.19	288.31

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

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