SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Sep-2019

Day Change Summary
	Previous	Current
	30-Aug-2019	03-Sep-2019	Change	Change %	Previous Week
Open	294.22	290.57	-3.65	-1.2%	287.27
High	294.24	291.58	-2.66	-0.9%	294.24
Low	291.42	289.27	-2.15	-0.7%	285.25
Close	292.45	290.74	-1.71	-0.6%	292.45
Range	2.82	2.31	-0.51	-18.1%	8.99
ATR	4.19	4.12	-0.07	-1.7%	0.00
Volume	62,961,700	69,231,800	6,270,100	10.0%	321,696,396

Daily Pivots for day following 03-Sep-2019
	Classic	Woodie	Camarilla	DeMark
R4	297.46	296.41	292.01
R3	295.15	294.10	291.38
R2	292.84	292.84	291.16
R1	291.79	291.79	290.95	292.32
PP	290.53	290.53	290.53	290.79
S1	289.48	289.48	290.53	290.01
S2	288.22	288.22	290.32
S3	285.91	287.17	290.10
S4	283.60	284.86	289.47

Weekly Pivots for week ending 30-Aug-2019
	Classic	Woodie	Camarilla	DeMark
R4	317.62	314.02	297.39
R3	308.63	305.03	294.92
R2	299.64	299.64	294.10
R1	296.04	296.04	293.27	297.84
PP	290.65	290.65	290.65	291.54
S1	287.05	287.05	291.63	288.85
S2	281.66	281.66	290.80
S3	272.67	278.06	289.98
S4	263.68	269.07	287.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	294.24	285.25	8.99	3.1%	3.08	1.1%	61%	False	False	63,661,540
10	294.24	283.47	10.77	3.7%	3.42	1.2%	68%	False	False	69,336,159
20	294.24	282.04	12.20	4.2%	4.13	1.4%	71%	False	False	83,654,244
40	302.23	281.72	20.51	7.1%	3.34	1.2%	44%	False	False	74,194,682
60	302.23	281.72	20.51	7.1%	2.90	1.0%	44%	False	False	69,978,664
80	302.23	273.09	29.14	10.0%	2.95	1.0%	61%	False	False	72,343,991
100	302.23	273.09	29.14	10.0%	2.84	1.0%	61%	False	False	71,710,754
120	302.23	273.09	29.14	10.0%	2.74	0.9%	61%	False	False	71,578,340

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	0.77
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	301.40
2.618	297.63
1.618	295.32
1.000	293.89
0.618	293.01
HIGH	291.58
0.618	290.70
0.500	290.43
0.382	290.15
LOW	289.27
0.618	287.84
1.000	286.96
1.618	285.53
2.618	283.22
4.250	279.45

Fisher Pivots for day following 03-Sep-2019
Pivot	1 day	3 day
R1	290.64	291.75
PP	290.53	291.42
S1	290.43	291.08

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

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