SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Sep-2018

Day Change Summary
	Previous	Current
	06-Sep-2018	07-Sep-2018	Change	Change %	Previous Week
Open	289.15	286.98	-2.17	-0.8%	289.84
High	289.49	288.70	-0.79	-0.3%	290.21
Low	287.00	286.71	-0.29	-0.1%	286.71
Close	288.16	287.60	-0.56	-0.2%	287.60
Range	2.49	1.99	-0.50	-20.1%	3.50
ATR	1.93	1.94	0.00	0.2%	0.00
Volume	65,909,800	73,524,800	7,615,000	11.6%	269,481,300

Daily Pivots for day following 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	293.64	292.61	288.69
R3	291.65	290.62	288.15
R2	289.66	289.66	287.96
R1	288.63	288.63	287.78	289.15
PP	287.67	287.67	287.67	287.93
S1	286.64	286.64	287.42	287.16
S2	285.68	285.68	287.24
S3	283.69	284.65	287.05
S4	281.70	282.66	286.51

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	298.67	296.64	289.53
R3	295.17	293.14	288.56
R2	291.67	291.67	288.24
R1	289.64	289.64	287.92	288.91
PP	288.17	288.17	288.17	287.81
S1	286.14	286.14	287.28	285.41
S2	284.67	284.67	286.96
S3	281.17	282.64	286.64
S4	277.67	279.14	285.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	290.81	286.71	4.10	1.4%	1.86	0.6%	22%	False	True	67,124,420
10	291.74	286.38	5.36	1.9%	1.64	0.6%	23%	False	False	61,984,020
20	291.74	280.16	11.58	4.0%	1.68	0.6%	64%	False	False	62,314,005
40	291.74	278.41	13.33	4.6%	1.70	0.6%	69%	False	False	59,400,652
60	291.74	268.49	23.25	8.1%	1.89	0.7%	82%	False	False	64,330,360
80	291.74	267.76	23.98	8.3%	1.89	0.7%	83%	False	False	65,097,400
100	291.74	259.05	32.69	11.4%	2.08	0.7%	87%	False	False	67,762,947
120	291.74	254.67	37.07	12.9%	2.49	0.9%	89%	False	False	75,550,185

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	297.16
2.618	293.91
1.618	291.92
1.000	290.69
0.618	289.93
HIGH	288.70
0.618	287.94
0.500	287.71
0.382	287.47
LOW	286.71
0.618	285.48
1.000	284.72
1.618	283.49
2.618	281.50
4.250	278.25

Fisher Pivots for day following 07-Sep-2018
Pivot	1 day	3 day
R1	287.71	288.18
PP	287.67	287.98
S1	287.64	287.79

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

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