SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Sep-2015

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	196.61	198.82	2.21	1.1%	195.94
High	198.99	200.41	1.42	0.7%	199.47
Low	195.96	198.41	2.45	1.3%	194.25
Close	198.46	200.18	1.72	0.9%	196.74
Range	3.03	2.00	-1.03	-34.0%	5.22
ATR	3.69	3.57	-0.12	-3.3%	0.00
Volume	113,806,203	99,581,500	-14,224,703	-12.5%	543,675,001

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	205.67	204.92	201.28
R3	203.67	202.92	200.73
R2	201.67	201.67	200.55
R1	200.92	200.92	200.36	201.30
PP	199.67	199.67	199.67	199.85
S1	198.92	198.92	200.00	199.30
S2	197.67	197.67	199.81
S3	195.67	196.92	199.63
S4	193.67	194.92	199.08

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	200.41	194.25	6.16	3.1%	2.37	1.2%	96%	True	False	114,228,301
10	200.41	191.61	8.80	4.4%	2.78	1.4%	97%	True	False	135,595,262
20	210.01	182.40	27.61	13.8%	4.18	2.1%	64%	False	False	207,000,265
40	211.77	182.40	29.37	14.7%	3.00	1.5%	61%	False	False	155,001,938
60	213.18	182.40	30.78	15.4%	2.61	1.3%	58%	False	False	142,454,114
80	213.34	182.40	30.94	15.5%	2.38	1.2%	57%	False	False	134,425,067
100	213.78	182.40	31.38	15.7%	2.23	1.1%	57%	False	False	126,823,188
120	213.78	182.40	31.38	15.7%	2.13	1.1%	57%	False	False	121,730,658

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	0.64
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	208.91
2.618	205.65
1.618	203.65
1.000	202.41
0.618	201.65
HIGH	200.41
0.618	199.65
0.500	199.41
0.382	199.17
LOW	198.41
0.618	197.17
1.000	196.41
1.618	195.17
2.618	193.17
4.250	189.91

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	199.92	199.43
PP	199.67	198.67
S1	199.41	197.92

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

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