SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Oct-2015

Day Change Summary
	Previous	Current
	08-Oct-2015	09-Oct-2015	Change	Change %	Previous Week
Open	198.95	201.38	2.43	1.2%	196.46
High	201.55	201.90	0.35	0.2%	201.90
Low	198.59	200.58	1.99	1.0%	196.33
Close	201.21	201.33	0.12	0.1%	201.33
Range	2.96	1.32	-1.64	-55.4%	5.57
ATR	3.40	3.25	-0.15	-4.4%	0.00
Volume	153,055,203	107,938,000	-45,117,203	-29.5%	621,895,711

Daily Pivots for day following 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	205.23	204.60	202.06
R3	203.91	203.28	201.69
R2	202.59	202.59	201.57
R1	201.96	201.96	201.45	201.62
PP	201.27	201.27	201.27	201.10
S1	200.64	200.64	201.21	200.30
S2	199.95	199.95	201.09
S3	198.63	199.32	200.97
S4	197.31	198.00	200.60

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.56	214.52	204.39
R3	210.99	208.95	202.86
R2	205.42	205.42	202.35
R1	203.38	203.38	201.84	204.40
PP	199.85	199.85	199.85	200.37
S1	197.81	197.81	200.82	198.83
S2	194.28	194.28	200.31
S3	188.71	192.24	199.80
S4	183.14	186.67	198.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	201.90	196.33	5.57	2.8%	2.20	1.1%	90%	True	False	124,379,142
10	201.90	186.93	14.97	7.4%	2.91	1.4%	96%	True	False	146,499,102
20	202.89	186.93	15.96	7.9%	2.76	1.4%	90%	False	False	146,218,781
40	210.68	182.40	28.28	14.0%	3.42	1.7%	67%	False	False	174,877,325
60	213.18	182.40	30.78	15.3%	2.86	1.4%	62%	False	False	151,150,921
80	213.34	182.40	30.94	15.4%	2.63	1.3%	61%	False	False	144,322,817
100	213.78	182.40	31.38	15.6%	2.42	1.2%	60%	False	False	135,845,967
120	213.78	182.40	31.38	15.6%	2.30	1.1%	60%	False	False	129,633,605

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	0.61
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	207.51
2.618	205.36
1.618	204.04
1.000	203.22
0.618	202.72
HIGH	201.90
0.618	201.40
0.500	201.24
0.382	201.08
LOW	200.58
0.618	199.76
1.000	199.26
1.618	198.44
2.618	197.12
4.250	194.97

Fisher Pivots for day following 09-Oct-2015
Pivot	1 day	3 day
R1	201.30	200.78
PP	201.27	200.24
S1	201.24	199.69

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

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