SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Sep-2015

Day Change Summary
	Previous	Current
	17-Sep-2015	18-Sep-2015	Change	Change %	Previous Week
Open	200.02	195.71	-4.31	-2.2%	196.95
High	202.89	198.68	-4.21	-2.1%	202.89
Low	199.28	194.96	-4.32	-2.2%	194.96
Close	199.73	195.45	-4.28	-2.1%	195.45
Range	3.61	3.72	0.11	3.0%	7.93
ATR	3.57	3.66	0.09	2.4%	0.00
Volume	276,046,500	223,657,406	-52,389,094	-19.0%	792,543,515

Daily Pivots for day following 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	207.52	205.21	197.50
R3	203.80	201.49	196.47
R2	200.08	200.08	196.13
R1	197.77	197.77	195.79	197.07
PP	196.36	196.36	196.36	196.01
S1	194.05	194.05	195.11	193.35
S2	192.64	192.64	194.77
S3	188.92	190.33	194.43
S4	185.20	186.61	193.40

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	221.56	216.43	199.81
R3	213.63	208.50	197.63
R2	205.70	205.70	196.90
R1	200.57	200.57	196.18	199.17
PP	197.77	197.77	197.77	197.07
S1	192.64	192.64	194.72	191.24
S2	189.84	189.84	194.00
S3	181.91	184.71	193.27
S4	173.98	176.78	191.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	202.89	194.96	7.93	4.1%	2.79	1.4%	6%	False	True	158,508,703
10	202.89	191.61	11.28	5.8%	2.90	1.5%	34%	False	False	154,329,942
20	203.94	182.40	21.54	11.0%	4.19	2.1%	61%	False	False	213,621,770
40	211.45	182.40	29.05	14.9%	3.11	1.6%	45%	False	False	163,015,110
60	213.18	182.40	30.78	15.7%	2.69	1.4%	42%	False	False	148,102,778
80	213.34	182.40	30.94	15.8%	2.41	1.2%	42%	False	False	137,952,334
100	213.78	182.40	31.38	16.1%	2.26	1.2%	42%	False	False	130,158,011
120	213.78	182.40	31.38	16.1%	2.17	1.1%	42%	False	False	124,102,197

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.57
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	214.49
2.618	208.42
1.618	204.70
1.000	202.40
0.618	200.98
HIGH	198.68
0.618	197.26
0.500	196.82
0.382	196.38
LOW	194.96
0.618	192.66
1.000	191.24
1.618	188.94
2.618	185.22
4.250	179.15

Fisher Pivots for day following 18-Sep-2015
Pivot	1 day	3 day
R1	196.82	198.93
PP	196.36	197.77
S1	195.91	196.61

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

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