SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Sep-2015

Day Change Summary
	Previous	Current
	22-Sep-2015	23-Sep-2015	Change	Change %	Previous Week
Open	193.88	194.11	0.23	0.1%	196.95
High	194.46	194.67	0.21	0.1%	202.89
Low	192.56	192.91	0.35	0.2%	194.96
Close	193.91	193.60	-0.31	-0.2%	195.45
Range	1.90	1.76	-0.14	-7.4%	7.93
ATR	3.60	3.47	-0.13	-3.6%	0.00
Volume	153,890,797	92,790,602	-61,100,195	-39.7%	792,543,515

Daily Pivots for day following 23-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	199.01	198.06	194.57
R3	197.25	196.30	194.08
R2	195.49	195.49	193.92
R1	194.54	194.54	193.76	194.14
PP	193.73	193.73	193.73	193.52
S1	192.78	192.78	193.44	192.38
S2	191.97	191.97	193.28
S3	190.21	191.02	193.12
S4	188.45	189.26	192.63

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	192.56	10.33	5.3%	2.69	1.4%	10%	False	False	170,422,300
10	202.89	192.56	10.33	5.3%	2.53	1.3%	10%	False	False	142,325,300
20	202.89	188.37	14.52	7.5%	3.00	1.5%	36%	False	False	170,058,906
40	211.45	182.40	29.05	15.0%	3.10	1.6%	39%	False	False	162,483,783
60	213.18	182.40	30.78	15.9%	2.67	1.4%	36%	False	False	147,244,515
80	213.34	182.40	30.94	16.0%	2.43	1.3%	36%	False	False	138,692,019
100	213.78	182.40	31.38	16.2%	2.26	1.2%	36%	False	False	129,778,194
120	213.78	182.40	31.38	16.2%	2.17	1.1%	36%	False	False	124,114,157

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	202.15
2.618	199.28
1.618	197.52
1.000	196.43
0.618	195.76
HIGH	194.67
0.618	194.00
0.500	193.79
0.382	193.58
LOW	192.91
0.618	191.82
1.000	191.15
1.618	190.06
2.618	188.30
4.250	185.43

Fisher Pivots for day following 23-Sep-2015
Pivot	1 day	3 day
R1	193.79	195.12
PP	193.73	194.61
S1	193.66	194.11

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

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