SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Sep-2015

Day Change Summary
	Previous	Current
	25-Sep-2015	28-Sep-2015	Change	Change %	Previous Week
Open	194.64	191.78	-2.86	-1.5%	196.44
High	195.00	191.91	-3.09	-1.6%	197.68
Low	191.81	187.64	-4.17	-2.2%	190.56
Close	192.85	188.01	-4.84	-2.5%	192.85
Range	3.19	4.27	1.08	33.9%	7.12
ATR	3.42	3.55	0.13	3.7%	0.00
Volume	155,054,703	178,515,797	23,461,094	15.1%	666,841,094

Daily Pivots for day following 28-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	202.00	199.27	190.36
R3	197.73	195.00	189.18
R2	193.46	193.46	188.79
R1	190.73	190.73	188.40	189.96
PP	189.19	189.19	189.19	188.80
S1	186.46	186.46	187.62	185.69
S2	184.92	184.92	187.23
S3	180.65	182.19	186.84
S4	176.38	177.92	185.66

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	195.00	187.64	7.36	3.9%	2.80	1.5%	5%	False	True	147,926,139
10	202.89	187.64	15.25	8.1%	2.88	1.5%	2%	False	True	155,844,850
20	202.89	187.64	15.25	8.1%	2.89	1.5%	2%	False	True	156,015,626
40	211.31	182.40	28.91	15.4%	3.24	1.7%	19%	False	False	167,298,457
60	213.18	182.40	30.78	16.4%	2.76	1.5%	18%	False	False	148,405,695
80	213.34	182.40	30.94	16.5%	2.50	1.3%	18%	False	False	140,713,452
100	213.78	182.40	31.38	16.7%	2.30	1.2%	18%	False	False	131,514,553
120	213.78	182.40	31.38	16.7%	2.21	1.2%	18%	False	False	125,847,432

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	0.67
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	210.06
2.618	203.09
1.618	198.82
1.000	196.18
0.618	194.55
HIGH	191.91
0.618	190.28
0.500	189.78
0.382	189.27
LOW	187.64
0.618	185.00
1.000	183.37
1.618	180.73
2.618	176.46
4.250	169.49

Fisher Pivots for day following 28-Sep-2015
Pivot	1 day	3 day
R1	189.78	191.32
PP	189.19	190.22
S1	188.60	189.11

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

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