SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Oct-2015

Day Change Summary
	Previous	Current
	06-Oct-2015	07-Oct-2015	Change	Change %	Previous Week
Open	198.31	198.90	0.59	0.3%	191.78
High	198.98	199.82	0.84	0.4%	195.03
Low	197.00	197.48	0.48	0.2%	186.93
Close	197.79	199.41	1.62	0.8%	195.00
Range	1.98	2.34	0.36	18.2%	8.10
ATR	3.52	3.43	-0.08	-2.4%	0.00
Volume	110,274,500	124,307,203	14,032,703	12.7%	843,095,313

Daily Pivots for day following 07-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	205.92	205.01	200.70
R3	203.58	202.67	200.05
R2	201.24	201.24	199.84
R1	200.33	200.33	199.62	200.79
PP	198.90	198.90	198.90	199.13
S1	197.99	197.99	199.20	198.45
S2	196.56	196.56	198.98
S3	194.22	195.65	198.77
S4	191.88	193.31	198.12

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	199.82	189.12	10.70	5.4%	3.06	1.5%	96%	True	False	140,596,901
10	199.82	186.93	12.89	6.5%	3.09	1.5%	97%	True	False	151,843,132
20	202.89	186.93	15.96	8.0%	2.81	1.4%	78%	False	False	147,084,216
40	210.68	182.40	28.28	14.2%	3.45	1.7%	60%	False	False	174,890,165
60	213.18	182.40	30.78	15.4%	2.82	1.4%	55%	False	False	150,210,989
80	213.34	182.40	30.94	15.5%	2.62	1.3%	55%	False	False	143,710,612
100	213.78	182.40	31.38	15.7%	2.40	1.2%	54%	False	False	134,702,677
120	213.78	182.40	31.38	15.7%	2.29	1.1%	54%	False	False	128,831,572

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.68
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	209.77
2.618	205.95
1.618	203.61
1.000	202.16
0.618	201.27
HIGH	199.82
0.618	198.93
0.500	198.65
0.382	198.37
LOW	197.48
0.618	196.03
1.000	195.14
1.618	193.69
2.618	191.35
4.250	187.54

Fisher Pivots for day following 07-Oct-2015
Pivot	1 day	3 day
R1	199.16	198.97
PP	198.90	198.52
S1	198.65	198.08

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

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