SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Aug-2019

Day Change Summary
	Previous	Current
	15-Aug-2019	16-Aug-2019	Change	Change %	Previous Week
Open	284.88	286.48	1.60	0.6%	289.96
High	285.64	289.33	3.69	1.3%	294.15
Low	282.39	284.71	2.32	0.8%	282.39
Close	284.65	288.85	4.20	1.5%	288.85
Range	3.25	4.62	1.37	42.0%	11.76
ATR	4.37	4.39	0.02	0.5%	0.00
Volume	101,929,800	85,825,200	-16,104,600	-15.8%	483,355,596

Daily Pivots for day following 16-Aug-2019
	Classic	Woodie	Camarilla	DeMark
R4	301.48	299.78	291.39
R3	296.86	295.16	290.12
R2	292.25	292.25	289.70
R1	290.55	290.55	289.27	291.40
PP	287.63	287.63	287.63	288.06
S1	285.93	285.93	288.43	286.78
S2	283.02	283.02	288.00
S3	278.40	281.32	287.58
S4	273.78	276.70	286.31

Weekly Pivots for week ending 16-Aug-2019
	Classic	Woodie	Camarilla	DeMark
R4	323.74	318.06	295.32
R3	311.98	306.30	292.08
R2	300.22	300.22	291.01
R1	294.54	294.54	289.93	291.50
PP	288.46	288.46	288.46	286.95
S1	282.78	282.78	287.77	279.74
S2	276.70	276.70	286.69
S3	264.94	271.02	285.62
S4	253.18	259.26	282.38

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%	5.59	1.9%	55%	False	False	96,671,119
10	294.15	281.72	12.43	4.3%	5.32	1.8%	57%	False	False	110,482,860
20	302.23	281.72	20.51	7.1%	4.06	1.4%	35%	False	False	89,424,090
40	302.23	281.72	20.51	7.1%	2.99	1.0%	35%	False	False	71,600,675
60	302.23	273.09	29.14	10.1%	2.83	1.0%	54%	False	False	71,892,143
80	302.23	273.09	29.14	10.1%	2.91	1.0%	54%	False	False	74,096,586
100	302.23	273.09	29.14	10.1%	2.68	0.9%	54%	False	False	71,005,844
120	302.23	272.42	29.81	10.3%	2.65	0.9%	55%	False	False	72,451,703

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	1.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	308.95
2.618	301.42
1.618	296.80
1.000	293.95
0.618	292.18
HIGH	289.33
0.618	287.57
0.500	287.02
0.382	286.48
LOW	284.71
0.618	281.86
1.000	280.10
1.618	277.24
2.618	272.63
4.250	265.09

Fisher Pivots for day following 16-Aug-2019
Pivot	1 day	3 day
R1	288.24	288.38
PP	287.63	287.90
S1	287.02	287.43

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

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