SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Sep-2015

Day Change Summary
	Previous	Current
	24-Sep-2015	25-Sep-2015	Change	Change %	Previous Week
Open	192.15	194.64	2.49	1.3%	196.44
High	193.45	195.00	1.55	0.8%	197.68
Low	190.56	191.81	1.25	0.7%	190.56
Close	192.90	192.85	-0.05	0.0%	192.85
Range	2.89	3.19	0.30	10.4%	7.12
ATR	3.44	3.42	-0.02	-0.5%	0.00
Volume	159,378,797	155,054,703	-4,324,094	-2.7%	666,841,094

Daily Pivots for day following 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	202.79	201.01	194.60
R3	199.60	197.82	193.73
R2	196.41	196.41	193.43
R1	194.63	194.63	193.14	193.93
PP	193.22	193.22	193.22	192.87
S1	191.44	191.44	192.56	190.74
S2	190.03	190.03	192.27
S3	186.84	188.25	191.97
S4	183.65	185.06	191.10

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	215.06	211.07	196.77
R3	207.94	203.95	194.81
R2	200.82	200.82	194.16
R1	196.83	196.83	193.50	195.27
PP	193.70	193.70	193.70	192.91
S1	189.71	189.71	192.20	188.15
S2	186.58	186.58	191.54
S3	179.46	182.59	190.89
S4	172.34	175.47	188.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	197.68	190.56	7.12	3.7%	2.44	1.3%	32%	False	False	133,368,218
10	202.89	190.56	12.33	6.4%	2.62	1.4%	19%	False	False	145,938,460
20	202.89	190.56	12.33	6.4%	2.77	1.4%	19%	False	False	155,110,551
40	211.45	182.40	29.05	15.1%	3.17	1.6%	36%	False	False	165,417,232
60	213.18	182.40	30.78	16.0%	2.71	1.4%	34%	False	False	147,169,991
80	213.34	182.40	30.94	16.0%	2.47	1.3%	34%	False	False	140,380,539
100	213.78	182.40	31.38	16.3%	2.28	1.2%	33%	False	False	131,079,996
120	213.78	182.40	31.38	16.3%	2.18	1.1%	33%	False	False	125,104,400

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	0.66
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	208.56
2.618	203.35
1.618	200.16
1.000	198.19
0.618	196.97
HIGH	195.00
0.618	193.78
0.500	193.41
0.382	193.03
LOW	191.81
0.618	189.84
1.000	188.62
1.618	186.65
2.618	183.46
4.250	178.25

Fisher Pivots for day following 25-Sep-2015
Pivot	1 day	3 day
R1	193.41	192.83
PP	193.22	192.80
S1	193.04	192.78

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

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