SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Sep-2015

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	199.32	194.56	-4.76	-2.4%	198.11
High	199.47	197.22	-2.25	-1.1%	199.13
Low	194.35	194.25	-0.10	-0.1%	190.73
Close	194.79	195.85	1.06	0.5%	192.59
Range	5.12	2.97	-2.15	-42.0%	8.40
ATR	4.12	4.03	-0.08	-2.0%	0.00
Volume	149,347,500	158,610,797	9,263,297	6.2%	938,737,126

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	204.68	203.24	197.48
R3	201.71	200.27	196.67
R2	198.74	198.74	196.39
R1	197.30	197.30	196.12	198.02
PP	195.77	195.77	195.77	196.14
S1	194.33	194.33	195.58	195.05
S2	192.80	192.80	195.31
S3	189.83	191.36	195.03
S4	186.86	188.39	194.22

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%	3.17	1.6%	54%	False	False	156,630,523
10	199.84	190.73	9.11	4.7%	3.12	1.6%	56%	False	False	179,727,913
20	210.68	182.40	28.28	14.4%	4.05	2.1%	48%	False	False	202,020,474
40	213.18	182.40	30.78	15.7%	2.87	1.5%	44%	False	False	153,291,793
60	213.34	182.40	30.94	15.8%	2.58	1.3%	43%	False	False	143,807,788
80	213.78	182.40	31.38	16.0%	2.32	1.2%	43%	False	False	132,658,058
100	213.78	182.40	31.38	16.0%	2.20	1.1%	43%	False	False	125,845,257
120	213.78	182.40	31.38	16.0%	2.12	1.1%	43%	False	False	122,144,391

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.94
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	209.84
2.618	205.00
1.618	202.03
1.000	200.19
0.618	199.06
HIGH	197.22
0.618	196.09
0.500	195.74
0.382	195.38
LOW	194.25
0.618	192.41
1.000	191.28
1.618	189.44
2.618	186.47
4.250	181.63

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	195.81	196.86
PP	195.77	196.52
S1	195.74	196.19

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

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