SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Oct-2015

Day Change Summary
	Previous	Current
	05-Oct-2015	06-Oct-2015	Change	Change %	Previous Week
Open	196.46	198.31	1.85	0.9%	191.78
High	198.74	198.98	0.24	0.1%	195.03
Low	196.33	197.00	0.67	0.3%	186.93
Close	198.47	197.79	-0.68	-0.3%	195.00
Range	2.41	1.98	-0.43	-17.8%	8.10
ATR	3.63	3.52	-0.12	-3.3%	0.00
Volume	126,320,805	110,274,500	-16,046,305	-12.7%	843,095,313

Daily Pivots for day following 06-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	203.86	202.81	198.88
R3	201.88	200.83	198.33
R2	199.90	199.90	198.15
R1	198.85	198.85	197.97	198.39
PP	197.92	197.92	197.92	197.69
S1	196.87	196.87	197.61	196.41
S2	195.94	195.94	197.43
S3	193.96	194.89	197.25
S4	191.98	192.91	196.70

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	198.98	189.12	9.86	5.0%	3.07	1.6%	88%	True	False	148,425,861
10	198.98	186.93	12.05	6.1%	3.03	1.5%	90%	True	False	148,691,472
20	202.89	186.93	15.96	8.1%	2.95	1.5%	68%	False	False	148,336,231
40	210.68	182.40	28.28	14.3%	3.43	1.7%	54%	False	False	174,934,518
60	213.18	182.40	30.78	15.6%	2.81	1.4%	50%	False	False	149,501,029
80	213.34	182.40	30.94	15.6%	2.61	1.3%	50%	False	False	143,711,575
100	213.78	182.40	31.38	15.9%	2.39	1.2%	49%	False	False	134,224,706
120	213.78	182.40	31.38	15.9%	2.29	1.2%	49%	False	False	129,388,289

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.65
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	207.40
2.618	204.16
1.618	202.18
1.000	200.96
0.618	200.20
HIGH	198.98
0.618	198.22
0.500	197.99
0.382	197.76
LOW	197.00
0.618	195.78
1.000	195.02
1.618	193.80
2.618	191.82
4.250	188.59

Fisher Pivots for day following 06-Oct-2015
Pivot	1 day	3 day
R1	197.99	196.54
PP	197.92	195.30
S1	197.86	194.05

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

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