SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Sep-2015

Day Change Summary
	Previous	Current
	23-Sep-2015	24-Sep-2015	Change	Change %	Previous Week
Open	194.11	192.15	-1.96	-1.0%	196.95
High	194.67	193.45	-1.22	-0.6%	202.89
Low	192.91	190.56	-2.35	-1.2%	194.96
Close	193.60	192.90	-0.70	-0.4%	195.45
Range	1.76	2.89	1.13	64.2%	7.93
ATR	3.47	3.44	-0.03	-0.9%	0.00
Volume	92,790,602	159,378,797	66,588,195	71.8%	792,543,515

Daily Pivots for day following 24-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	200.97	199.83	194.49
R3	198.08	196.94	193.69
R2	195.19	195.19	193.43
R1	194.05	194.05	193.16	194.62
PP	192.30	192.30	192.30	192.59
S1	191.16	191.16	192.64	191.73
S2	189.41	189.41	192.37
S3	186.52	188.27	192.11
S4	183.63	185.38	191.31

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	198.68	190.56	8.12	4.2%	2.55	1.3%	29%	False	True	147,088,759
10	202.89	190.56	12.33	6.4%	2.53	1.3%	19%	False	True	142,402,100
20	202.89	190.56	12.33	6.4%	2.82	1.5%	19%	False	True	161,065,007
40	211.45	182.40	29.05	15.1%	3.13	1.6%	36%	False	False	163,823,472
60	213.18	182.40	30.78	16.0%	2.68	1.4%	34%	False	False	146,852,076
80	213.34	182.40	30.94	16.0%	2.45	1.3%	34%	False	False	139,540,117
100	213.78	182.40	31.38	16.3%	2.28	1.2%	33%	False	False	130,662,710
120	213.78	182.40	31.38	16.3%	2.17	1.1%	33%	False	False	124,489,247

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.71
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	205.73
2.618	201.02
1.618	198.13
1.000	196.34
0.618	195.24
HIGH	193.45
0.618	192.35
0.500	192.01
0.382	191.66
LOW	190.56
0.618	188.77
1.000	187.67
1.618	185.88
2.618	182.99
4.250	178.28

Fisher Pivots for day following 24-Sep-2015
Pivot	1 day	3 day
R1	192.60	192.81
PP	192.30	192.71
S1	192.01	192.62

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

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