SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Sep-2019

Day Change Summary
	Previous	Current
	04-Sep-2019	05-Sep-2019	Change	Change %	Previous Week
Open	293.14	296.79	3.65	1.2%	287.27
High	294.06	298.83	4.78	1.6%	294.24
Low	292.31	294.00	1.69	0.6%	285.25
Close	294.04	297.82	3.78	1.3%	292.45
Range	1.75	4.83	3.08	176.7%	8.99
ATR	4.06	4.12	0.05	1.4%	0.00
Volume	47,003,900	83,356,704	36,352,804	77.3%	321,696,396

Daily Pivots for day following 05-Sep-2019
	Classic	Woodie	Camarilla	DeMark
R4	311.37	309.42	300.48
R3	306.54	304.60	299.15
R2	301.71	301.71	298.71
R1	299.77	299.77	298.26	300.74
PP	296.88	296.88	296.88	297.37
S1	294.94	294.94	297.38	295.91
S2	292.05	292.05	296.93
S3	287.23	290.11	296.49
S4	282.40	285.28	295.16

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	298.83	289.27	9.56	3.2%	2.85	1.0%	89%	True	False	64,110,600
10	298.83	283.47	15.36	5.2%	3.72	1.3%	93%	True	False	72,234,609
20	298.83	282.39	16.44	5.5%	3.93	1.3%	94%	True	False	77,108,085
40	302.23	281.72	20.51	6.9%	3.41	1.1%	78%	False	False	74,961,279
60	302.23	281.72	20.51	6.9%	2.92	1.0%	78%	False	False	70,160,670
80	302.23	273.09	29.14	9.8%	2.90	1.0%	85%	False	False	70,977,001
100	302.23	273.09	29.14	9.8%	2.87	1.0%	85%	False	False	71,766,152
120	302.23	273.09	29.14	9.8%	2.77	0.9%	85%	False	False	71,424,452

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.96
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	319.35
2.618	311.47
1.618	306.64
1.000	303.66
0.618	301.81
HIGH	298.83
0.618	296.99
0.500	296.42
0.382	295.85
LOW	294.00
0.618	291.02
1.000	289.17
1.618	286.19
2.618	281.36
4.250	273.48

Fisher Pivots for day following 05-Sep-2019
Pivot	1 day	3 day
R1	297.35	296.56
PP	296.88	295.31
S1	296.42	294.05

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

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