SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Oct-2015

Day Change Summary
	Previous	Current
	01-Oct-2015	02-Oct-2015	Change	Change %	Previous Week
Open	192.08	189.77	-2.31	-1.2%	191.78
High	192.49	195.03	2.54	1.3%	195.03
Low	189.82	189.12	-0.70	-0.4%	186.93
Close	192.13	195.00	2.87	1.5%	195.00
Range	2.67	5.91	3.24	121.3%	8.10
ATR	3.45	3.62	0.18	5.1%	0.00
Volume	131,078,891	211,003,109	79,924,218	61.0%	843,095,313

Daily Pivots for day following 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	210.78	208.80	198.25
R3	204.87	202.89	196.63
R2	198.96	198.96	196.08
R1	196.98	196.98	195.54	197.97
PP	193.05	193.05	193.05	193.55
S1	191.07	191.07	194.46	192.06
S2	187.14	187.14	193.92
S3	181.23	185.16	193.37
S4	175.32	179.25	191.75

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.62	213.91	199.46
R3	208.52	205.81	197.23
R2	200.42	200.42	196.49
R1	197.71	197.71	195.74	199.07
PP	192.32	192.32	192.32	193.00
S1	189.61	189.61	194.26	190.97
S2	184.22	184.22	193.52
S3	176.12	181.51	192.77
S4	168.02	173.41	190.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	195.03	186.93	8.10	4.2%	3.61	1.9%	100%	True	False	168,619,062
10	197.68	186.93	10.75	5.5%	3.03	1.6%	75%	False	False	150,993,640
20	202.89	186.93	15.96	8.2%	2.96	1.5%	51%	False	False	152,661,791
40	210.68	182.40	28.28	14.5%	3.39	1.7%	45%	False	False	173,972,848
60	213.18	182.40	30.78	15.8%	2.80	1.4%	41%	False	False	149,483,212
80	213.34	182.40	30.94	15.9%	2.59	1.3%	41%	False	False	143,391,270
100	213.78	182.40	31.38	16.1%	2.37	1.2%	40%	False	False	133,764,772
120	213.78	182.40	31.38	16.1%	2.27	1.2%	40%	False	False	128,820,528

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.75
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	220.15
2.618	210.50
1.618	204.59
1.000	200.94
0.618	198.68
HIGH	195.03
0.618	192.77
0.500	192.08
0.382	191.38
LOW	189.12
0.618	185.47
1.000	183.21
1.618	179.56
2.618	173.65
4.250	164.00

Fisher Pivots for day following 02-Oct-2015
Pivot	1 day	3 day
R1	194.03	194.03
PP	193.05	193.05
S1	192.08	192.08

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

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