SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Oct-2015

Day Change Summary
	Previous	Current
	09-Oct-2015	12-Oct-2015	Change	Change %	Previous Week
Open	201.38	201.42	0.04	0.0%	196.46
High	201.90	201.76	-0.14	-0.1%	201.90
Low	200.58	200.91	0.33	0.2%	196.33
Close	201.33	201.52	0.19	0.1%	201.33
Range	1.32	0.85	-0.47	-35.6%	5.57
ATR	3.25	3.08	-0.17	-5.3%	0.00
Volume	107,938,000	56,395,602	-51,542,398	-47.8%	621,895,711

Daily Pivots for day following 12-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	203.95	203.58	201.99
R3	203.10	202.73	201.75
R2	202.25	202.25	201.68
R1	201.88	201.88	201.60	202.07
PP	201.40	201.40	201.40	201.49
S1	201.03	201.03	201.44	201.22
S2	200.55	200.55	201.36
S3	199.70	200.18	201.29
S4	198.85	199.33	201.05

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	197.00	4.90	2.4%	1.89	0.9%	92%	False	False	110,394,101
10	201.90	186.93	14.97	7.4%	2.56	1.3%	97%	False	False	134,287,082
20	202.89	186.93	15.96	7.9%	2.72	1.4%	91%	False	False	145,065,966
40	210.68	182.40	28.28	14.0%	3.41	1.7%	68%	False	False	174,467,553
60	213.18	182.40	30.78	15.3%	2.86	1.4%	62%	False	False	150,607,016
80	213.18	182.40	30.78	15.3%	2.60	1.3%	62%	False	False	142,954,414
100	213.75	182.40	31.35	15.6%	2.42	1.2%	61%	False	False	135,641,348
120	213.78	182.40	31.38	15.6%	2.29	1.1%	61%	False	False	129,451,364

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.63
Narrowest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	205.37
2.618	203.99
1.618	203.14
1.000	202.61
0.618	202.29
HIGH	201.76
0.618	201.44
0.500	201.34
0.382	201.23
LOW	200.91
0.618	200.38
1.000	200.06
1.618	199.53
2.618	198.68
4.250	197.30

Fisher Pivots for day following 12-Oct-2015
Pivot	1 day	3 day
R1	201.46	201.10
PP	201.40	200.67
S1	201.34	200.25

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

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