SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	194.56	195.38	0.82	0.4%	195.94
High	197.22	196.82	-0.40	-0.2%	199.47
Low	194.25	194.53	0.28	0.1%	194.25
Close	195.85	196.74	0.89	0.5%	196.74
Range	2.97	2.29	-0.68	-22.9%	5.22
ATR	4.03	3.91	-0.12	-3.1%	0.00
Volume	158,610,797	119,691,102	-38,919,695	-24.5%	543,675,001

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	202.90	202.11	198.00
R3	200.61	199.82	197.37
R2	198.32	198.32	197.16
R1	197.53	197.53	196.95	197.93
PP	196.03	196.03	196.03	196.23
S1	195.24	195.24	196.53	195.64
S2	193.74	193.74	196.32
S3	191.45	192.95	196.11
S4	189.16	190.66	195.48

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	212.48	209.83	199.61
R3	207.26	204.61	198.18
R2	202.04	202.04	197.70
R1	199.39	199.39	197.22	200.72
PP	196.82	196.82	196.82	197.48
S1	194.17	194.17	196.26	195.50
S2	191.60	191.60	195.78
S3	186.38	188.95	195.30
S4	181.16	183.73	193.87

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%	3.01	1.5%	65%	False	False	150,151,181
10	199.84	190.73	9.11	4.6%	2.93	1.5%	66%	False	False	164,282,642
20	210.68	182.40	28.28	14.4%	4.08	2.1%	51%	False	False	203,535,870
40	213.18	182.40	30.78	15.6%	2.91	1.5%	47%	False	False	153,616,991
60	213.34	182.40	30.94	15.7%	2.58	1.3%	46%	False	False	143,690,829
80	213.78	182.40	31.38	15.9%	2.34	1.2%	46%	False	False	133,252,764
100	213.78	182.40	31.38	15.9%	2.21	1.1%	46%	False	False	126,316,570
120	213.78	182.40	31.38	15.9%	2.13	1.1%	46%	False	False	122,543,612

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.85
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	206.55
2.618	202.82
1.618	200.53
1.000	199.11
0.618	198.24
HIGH	196.82
0.618	195.95
0.500	195.68
0.382	195.40
LOW	194.53
0.618	193.11
1.000	192.24
1.618	190.82
2.618	188.53
4.250	184.80

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	196.39	196.86
PP	196.03	196.82
S1	195.68	196.78

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

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