SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Sep-2015

Day Change Summary
	Previous	Current
	16-Sep-2015	17-Sep-2015	Change	Change %	Previous Week
Open	198.82	200.02	1.20	0.6%	195.94
High	200.41	202.89	2.48	1.2%	199.47
Low	198.41	199.28	0.87	0.4%	194.25
Close	200.18	199.73	-0.45	-0.2%	196.74
Range	2.00	3.61	1.61	80.5%	5.22
ATR	3.57	3.57	0.00	0.1%	0.00
Volume	99,581,500	276,046,500	176,465,000	177.2%	543,675,001

Daily Pivots for day following 17-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	211.46	209.21	201.72
R3	207.85	205.60	200.72
R2	204.24	204.24	200.39
R1	201.99	201.99	200.06	201.31
PP	200.63	200.63	200.63	200.30
S1	198.38	198.38	199.40	197.70
S2	197.02	197.02	199.07
S3	193.41	194.77	198.74
S4	189.80	191.16	197.74

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	202.89	194.53	8.36	4.2%	2.50	1.3%	62%	True	False	137,715,442
10	202.89	191.61	11.28	5.6%	2.84	1.4%	72%	True	False	147,172,982
20	208.29	182.40	25.89	13.0%	4.23	2.1%	67%	False	False	212,155,295
40	211.65	182.40	29.25	14.6%	3.07	1.5%	59%	False	False	159,686,403
60	213.18	182.40	30.78	15.4%	2.66	1.3%	56%	False	False	145,913,609
80	213.34	182.40	30.94	15.5%	2.39	1.2%	56%	False	False	136,321,790
100	213.78	182.40	31.38	15.7%	2.24	1.1%	55%	False	False	128,790,072
120	213.78	182.40	31.38	15.7%	2.15	1.1%	55%	False	False	123,039,888

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.63
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	218.23
2.618	212.34
1.618	208.73
1.000	206.50
0.618	205.12
HIGH	202.89
0.618	201.51
0.500	201.09
0.382	200.66
LOW	199.28
0.618	197.05
1.000	195.67
1.618	193.44
2.618	189.83
4.250	183.94

Fisher Pivots for day following 17-Sep-2015
Pivot	1 day	3 day
R1	201.09	199.63
PP	200.63	199.53
S1	200.18	199.43

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

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