SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	195.71	196.44	0.73	0.4%	196.95
High	198.68	197.68	-1.00	-0.5%	202.89
Low	194.96	195.21	0.25	0.1%	194.96
Close	195.45	196.46	1.01	0.5%	195.45
Range	3.72	2.47	-1.25	-33.6%	7.93
ATR	3.66	3.57	-0.08	-2.3%	0.00
Volume	223,657,406	105,726,195	-117,931,211	-52.7%	792,543,515

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	203.86	202.63	197.82
R3	201.39	200.16	197.14
R2	198.92	198.92	196.91
R1	197.69	197.69	196.69	198.31
PP	196.45	196.45	196.45	196.76
S1	195.22	195.22	196.23	195.84
S2	193.98	193.98	196.01
S3	191.51	192.75	195.78
S4	189.04	190.28	195.10

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	4.0%	2.97	1.5%	19%	False	False	163,763,560
10	202.89	194.25	8.64	4.4%	2.92	1.5%	26%	False	False	144,194,471
20	202.89	182.40	20.49	10.4%	4.00	2.0%	69%	False	False	201,578,666
40	211.45	182.40	29.05	14.8%	3.11	1.6%	48%	False	False	162,714,393
60	213.18	182.40	30.78	15.7%	2.71	1.4%	46%	False	False	148,246,426
80	213.34	182.40	30.94	15.7%	2.43	1.2%	45%	False	False	138,336,731
100	213.78	182.40	31.38	16.0%	2.27	1.2%	45%	False	False	129,958,425
120	213.78	182.40	31.38	16.0%	2.17	1.1%	45%	False	False	123,926,843

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	208.18
2.618	204.15
1.618	201.68
1.000	200.15
0.618	199.21
HIGH	197.68
0.618	196.74
0.500	196.45
0.382	196.15
LOW	195.21
0.618	193.68
1.000	192.74
1.618	191.21
2.618	188.74
4.250	184.71

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	196.46	198.93
PP	196.45	198.10
S1	196.45	197.28

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

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