SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Sep-2015

Day Change Summary
	Previous	Current
	08-Sep-2015	09-Sep-2015	Change	Change %	Previous Week
Open	195.94	199.32	3.38	1.7%	198.11
High	197.61	199.47	1.86	0.9%	199.13
Low	195.17	194.35	-0.82	-0.4%	190.73
Close	197.43	194.79	-2.64	-1.3%	192.59
Range	2.44	5.12	2.68	109.8%	8.40
ATR	4.04	4.12	0.08	1.9%	0.00
Volume	116,025,602	149,347,500	33,321,898	28.7%	938,737,126

Daily Pivots for day following 09-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	211.56	208.30	197.61
R3	206.44	203.18	196.20
R2	201.32	201.32	195.73
R1	198.06	198.06	195.26	197.13
PP	196.20	196.20	196.20	195.74
S1	192.94	192.94	194.32	192.01
S2	191.08	191.08	193.85
S3	185.96	187.82	193.38
S4	180.84	182.70	191.97

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	219.35	214.37	197.21
R3	210.95	205.97	194.90
R2	202.55	202.55	194.13
R1	197.57	197.57	193.36	195.86
PP	194.15	194.15	194.15	193.30
S1	189.17	189.17	191.82	187.46
S2	185.75	185.75	191.05
S3	177.35	180.77	190.28
S4	168.95	172.37	187.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	199.47	191.61	7.86	4.0%	3.19	1.6%	40%	True	False	156,962,223
10	199.84	188.37	11.47	5.9%	3.47	1.8%	56%	False	False	197,792,511
20	210.68	182.40	28.28	14.5%	4.09	2.1%	44%	False	False	202,696,115
40	213.18	182.40	30.78	15.8%	2.83	1.5%	40%	False	False	151,774,375
60	213.34	182.40	30.94	15.9%	2.55	1.3%	40%	False	False	142,586,078
80	213.78	182.40	31.38	16.1%	2.30	1.2%	39%	False	False	131,607,293
100	213.78	182.40	31.38	16.1%	2.18	1.1%	39%	False	False	125,181,043
120	213.78	182.40	31.38	16.1%	2.11	1.1%	39%	False	False	122,303,592

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.18
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	221.23
2.618	212.87
1.618	207.75
1.000	204.59
0.618	202.63
HIGH	199.47
0.618	197.51
0.500	196.91
0.382	196.31
LOW	194.35
0.618	191.19
1.000	189.23
1.618	186.07
2.618	180.95
4.250	172.59

Fisher Pivots for day following 09-Sep-2015
Pivot	1 day	3 day
R1	196.91	195.54
PP	196.20	195.29
S1	195.50	195.04

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

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