SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Oct-2015

Day Change Summary
	Previous	Current
	07-Oct-2015	08-Oct-2015	Change	Change %	Previous Week
Open	198.90	198.95	0.05	0.0%	191.78
High	199.82	201.55	1.73	0.9%	195.03
Low	197.48	198.59	1.11	0.6%	186.93
Close	199.41	201.21	1.80	0.9%	195.00
Range	2.34	2.96	0.62	26.5%	8.10
ATR	3.43	3.40	-0.03	-1.0%	0.00
Volume	124,307,203	153,055,203	28,748,000	23.1%	843,095,313

Daily Pivots for day following 08-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	209.33	208.23	202.84
R3	206.37	205.27	202.02
R2	203.41	203.41	201.75
R1	202.31	202.31	201.48	202.86
PP	200.45	200.45	200.45	200.73
S1	199.35	199.35	200.94	199.90
S2	197.49	197.49	200.67
S3	194.53	196.39	200.40
S4	191.57	193.43	199.58

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.62	213.91	199.46
R3	208.52	205.81	197.23
R2	200.42	200.42	196.49
R1	197.71	197.71	195.74	199.07
PP	192.32	192.32	192.32	193.00
S1	189.61	189.61	194.26	190.97
S2	184.22	184.22	193.52
S3	176.12	181.51	192.77
S4	168.02	173.41	190.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	201.55	189.12	12.43	6.2%	3.12	1.6%	97%	True	False	144,992,164
10	201.55	186.93	14.62	7.3%	3.09	1.5%	98%	True	False	151,210,772
20	202.89	186.93	15.96	7.9%	2.81	1.4%	89%	False	False	146,806,436
40	210.68	182.40	28.28	14.1%	3.43	1.7%	67%	False	False	174,413,455
60	213.18	182.40	30.78	15.3%	2.85	1.4%	61%	False	False	151,130,007
80	213.34	182.40	30.94	15.4%	2.63	1.3%	61%	False	False	144,557,450
100	213.78	182.40	31.38	15.6%	2.42	1.2%	60%	False	False	135,487,733
120	213.78	182.40	31.38	15.6%	2.30	1.1%	60%	False	False	129,338,787

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.59
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	214.13
2.618	209.30
1.618	206.34
1.000	204.51
0.618	203.38
HIGH	201.55
0.618	200.42
0.500	200.07
0.382	199.72
LOW	198.59
0.618	196.76
1.000	195.63
1.618	193.80
2.618	190.84
4.250	186.01

Fisher Pivots for day following 08-Oct-2015
Pivot	1 day	3 day
R1	200.83	200.57
PP	200.45	199.92
S1	200.07	199.28

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

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