SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Sep-2015

Day Change Summary
	Previous	Current
	28-Sep-2015	29-Sep-2015	Change	Change %	Previous Week
Open	191.78	188.27	-3.51	-1.8%	196.44
High	191.91	189.74	-2.17	-1.1%	197.68
Low	187.64	186.93	-0.71	-0.4%	190.56
Close	188.01	188.12	0.11	0.1%	192.85
Range	4.27	2.81	-1.46	-34.2%	7.12
ATR	3.55	3.49	-0.05	-1.5%	0.00
Volume	178,515,797	159,045,516	-19,470,281	-10.9%	666,841,094

Daily Pivots for day following 29-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	196.69	195.22	189.67
R3	193.88	192.41	188.89
R2	191.07	191.07	188.64
R1	189.60	189.60	188.38	188.93
PP	188.26	188.26	188.26	187.93
S1	186.79	186.79	187.86	186.12
S2	185.45	185.45	187.60
S3	182.64	183.98	187.35
S4	179.83	181.17	186.57

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	186.93	8.07	4.3%	2.98	1.6%	15%	False	True	148,957,083
10	202.89	186.93	15.96	8.5%	2.86	1.5%	7%	False	True	160,368,781
20	202.89	186.93	15.96	8.5%	2.92	1.6%	7%	False	True	155,802,962
40	211.31	182.40	28.91	15.4%	3.26	1.7%	20%	False	False	168,425,455
60	213.18	182.40	30.78	16.4%	2.77	1.5%	19%	False	False	149,090,198
80	213.34	182.40	30.94	16.4%	2.51	1.3%	18%	False	False	141,180,213
100	213.78	182.40	31.38	16.7%	2.31	1.2%	18%	False	False	132,222,559
120	213.78	182.40	31.38	16.7%	2.21	1.2%	18%	False	False	126,459,905

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
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	0.74
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	201.68
2.618	197.10
1.618	194.29
1.000	192.55
0.618	191.48
HIGH	189.74
0.618	188.67
0.500	188.34
0.382	188.00
LOW	186.93
0.618	185.19
1.000	184.12
1.618	182.38
2.618	179.57
4.250	174.99

Fisher Pivots for day following 29-Sep-2015
Pivot	1 day	3 day
R1	188.34	190.97
PP	188.26	190.02
S1	188.19	189.07

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

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