SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Sep-2015

Day Change Summary
	Previous	Current
	11-Sep-2015	14-Sep-2015	Change	Change %	Previous Week
Open	195.38	196.95	1.57	0.8%	195.94
High	196.82	197.01	0.19	0.1%	199.47
Low	194.53	195.43	0.90	0.5%	194.25
Close	196.74	196.01	-0.73	-0.4%	196.74
Range	2.29	1.58	-0.71	-31.0%	5.22
ATR	3.91	3.74	-0.17	-4.3%	0.00
Volume	119,691,102	79,451,906	-40,239,196	-33.6%	543,675,001

Daily Pivots for day following 14-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	200.89	200.03	196.88
R3	199.31	198.45	196.44
R2	197.73	197.73	196.30
R1	196.87	196.87	196.15	196.51
PP	196.15	196.15	196.15	195.97
S1	195.29	195.29	195.87	194.93
S2	194.57	194.57	195.72
S3	192.99	193.71	195.58
S4	191.41	192.13	195.14

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	194.25	5.22	2.7%	2.88	1.5%	34%	False	False	124,625,381
10	199.47	190.73	8.74	4.5%	2.89	1.5%	60%	False	False	156,186,403
20	210.68	182.40	28.28	14.4%	4.10	2.1%	48%	False	False	203,869,140
40	213.18	182.40	30.78	15.7%	2.93	1.5%	44%	False	False	153,377,541
60	213.18	182.40	30.78	15.7%	2.56	1.3%	44%	False	False	142,250,563
80	213.75	182.40	31.35	16.0%	2.34	1.2%	43%	False	False	133,285,194
100	213.78	182.40	31.38	16.0%	2.20	1.1%	43%	False	False	126,328,443
120	213.78	182.40	31.38	16.0%	2.13	1.1%	43%	False	False	122,557,334

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	0.80
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	203.73
2.618	201.15
1.618	199.57
1.000	198.59
0.618	197.99
HIGH	197.01
0.618	196.41
0.500	196.22
0.382	196.03
LOW	195.43
0.618	194.45
1.000	193.85
1.618	192.87
2.618	191.29
4.250	188.72

Fisher Pivots for day following 14-Sep-2015
Pivot	1 day	3 day
R1	196.22	195.92
PP	196.15	195.83
S1	196.08	195.74

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

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