SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Sep-2015

Day Change Summary
	Previous	Current
	29-Sep-2015	30-Sep-2015	Change	Change %	Previous Week
Open	188.27	190.37	2.10	1.1%	196.44
High	189.74	191.83	2.09	1.1%	197.68
Low	186.93	189.44	2.51	1.3%	190.56
Close	188.12	191.63	3.51	1.9%	192.85
Range	2.81	2.39	-0.42	-14.9%	7.12
ATR	3.49	3.51	0.02	0.4%	0.00
Volume	159,045,516	163,452,000	4,406,484	2.8%	666,841,094

Daily Pivots for day following 30-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	198.14	197.27	192.94
R3	195.75	194.88	192.29
R2	193.36	193.36	192.07
R1	192.49	192.49	191.85	192.93
PP	190.97	190.97	190.97	191.18
S1	190.10	190.10	191.41	190.54
S2	188.58	188.58	191.19
S3	186.19	187.71	190.97
S4	183.80	185.32	190.32

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	4.2%	3.11	1.6%	58%	False	False	163,089,362
10	202.89	186.93	15.96	8.3%	2.90	1.5%	29%	False	False	166,755,831
20	202.89	186.93	15.96	8.3%	2.84	1.5%	29%	False	False	151,175,546
40	211.31	182.40	28.91	15.1%	3.29	1.7%	32%	False	False	170,466,235
60	213.18	182.40	30.78	16.1%	2.74	1.4%	30%	False	False	148,917,395
80	213.34	182.40	30.94	16.1%	2.52	1.3%	30%	False	False	142,110,072
100	213.78	182.40	31.38	16.4%	2.32	1.2%	29%	False	False	132,298,307
120	213.78	182.40	31.38	16.4%	2.22	1.2%	29%	False	False	127,215,981

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.79
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	201.99
2.618	198.09
1.618	195.70
1.000	194.22
0.618	193.31
HIGH	191.83
0.618	190.92
0.500	190.64
0.382	190.35
LOW	189.44
0.618	187.96
1.000	187.05
1.618	185.57
2.618	183.18
4.250	179.28

Fisher Pivots for day following 30-Sep-2015
Pivot	1 day	3 day
R1	191.30	190.89
PP	190.97	190.16
S1	190.64	189.42

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

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