SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Aug-2019

Day Change Summary
	Previous	Current
	14-Aug-2019	15-Aug-2019	Change	Change %	Previous Week
Open	288.74	284.88	-3.86	-1.3%	288.09
High	292.46	285.64	-6.82	-2.3%	293.62
Low	283.76	282.39	-1.37	-0.5%	281.72
Close	283.90	284.65	0.75	0.3%	291.62
Range	8.70	3.25	-5.45	-62.7%	11.90
ATR	4.45	4.37	-0.09	-1.9%	0.00
Volume	135,622,000	101,929,800	-33,692,200	-24.8%	621,473,008

Daily Pivots for day following 15-Aug-2019
	Classic	Woodie	Camarilla	DeMark
R4	293.98	292.56	286.44
R3	290.73	289.31	285.54
R2	287.48	287.48	285.25
R1	286.06	286.06	284.95	285.15
PP	284.23	284.23	284.23	283.77
S1	282.81	282.81	284.35	281.90
S2	280.98	280.98	284.05
S3	277.73	279.56	283.76
S4	274.48	276.31	282.86

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	294.15	282.39	11.76	4.1%	5.38	1.9%	19%	False	True	98,252,060
10	294.15	281.72	12.43	4.4%	5.18	1.8%	24%	False	False	113,575,310
20	302.23	281.72	20.51	7.2%	3.98	1.4%	14%	False	False	88,686,890
40	302.23	281.72	20.51	7.2%	2.95	1.0%	14%	False	False	72,369,295
60	302.23	273.09	29.14	10.2%	2.78	1.0%	40%	False	False	71,286,430
80	302.23	273.09	29.14	10.2%	2.87	1.0%	40%	False	False	73,653,682
100	302.23	273.09	29.14	10.2%	2.66	0.9%	40%	False	False	70,828,851
120	302.23	272.42	29.81	10.5%	2.62	0.9%	41%	False	False	72,210,194

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	1.22
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	299.45
2.618	294.15
1.618	290.90
1.000	288.89
0.618	287.65
HIGH	285.64
0.618	284.40
0.500	284.02
0.382	283.63
LOW	282.39
0.618	280.38
1.000	279.14
1.618	277.13
2.618	273.88
4.250	268.58

Fisher Pivots for day following 15-Aug-2019
Pivot	1 day	3 day
R1	284.44	288.27
PP	284.23	287.06
S1	284.02	285.86

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

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