SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Aug-2019

Day Change Summary
	Previous	Current
	09-Aug-2019	12-Aug-2019	Change	Change %	Previous Week
Open	292.58	289.96	-2.62	-0.9%	288.09
High	293.24	291.61	-1.63	-0.6%	293.62
Low	289.65	287.02	-2.63	-0.9%	281.72
Close	291.62	288.07	-3.55	-1.2%	291.62
Range	3.59	4.59	1.00	27.9%	11.90
ATR	3.86	3.91	0.05	1.4%	0.00
Volume	93,729,904	65,185,700	-28,544,204	-30.5%	621,473,008

Daily Pivots for day following 12-Aug-2019
	Classic	Woodie	Camarilla	DeMark
R4	302.67	299.96	290.59
R3	298.08	295.37	289.33
R2	293.49	293.49	288.91
R1	290.78	290.78	288.49	289.84
PP	288.90	288.90	288.90	288.43
S1	286.19	286.19	287.65	285.25
S2	284.31	284.31	287.23
S3	279.72	281.60	286.81
S4	275.13	277.01	285.55

Weekly Pivots for week ending 09-Aug-2019
	Classic	Woodie	Camarilla	DeMark
R4	324.69	320.05	298.17
R3	312.79	308.15	294.89
R2	300.89	300.89	293.80
R1	296.25	296.25	292.71	298.57
PP	288.99	288.99	288.99	290.15
S1	284.35	284.35	290.53	286.67
S2	277.09	277.09	289.44
S3	265.19	272.45	288.35
S4	253.29	260.55	285.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	293.62	282.04	11.58	4.0%	4.67	1.6%	52%	False	False	101,582,660
10	301.20	281.72	19.48	6.8%	4.76	1.7%	33%	False	False	109,614,900
20	302.23	281.72	20.51	7.1%	3.36	1.2%	31%	False	False	78,888,250
40	302.23	281.72	20.51	7.1%	2.63	0.9%	31%	False	False	69,143,547
60	302.23	273.09	29.14	10.1%	2.59	0.9%	51%	False	False	69,248,645
80	302.23	273.09	29.14	10.1%	2.71	0.9%	51%	False	False	71,513,313
100	302.23	273.09	29.14	10.1%	2.59	0.9%	51%	False	False	70,383,250
120	302.23	272.42	29.81	10.3%	2.51	0.9%	52%	False	False	71,201,988

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	311.12
2.618	303.63
1.618	299.04
1.000	296.20
0.618	294.45
HIGH	291.61
0.618	289.86
0.500	289.32
0.382	288.77
LOW	287.02
0.618	284.18
1.000	282.43
1.618	279.59
2.618	275.00
4.250	267.51

Fisher Pivots for day following 12-Aug-2019
Pivot	1 day	3 day
R1	289.32	290.32
PP	288.90	289.57
S1	288.49	288.82

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

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