SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Oct-2015

Day Change Summary
	Previous	Current
	12-Oct-2015	13-Oct-2015	Change	Change %	Previous Week
Open	201.42	200.65	-0.77	-0.4%	196.46
High	201.76	202.16	0.40	0.2%	201.90
Low	200.91	200.05	-0.86	-0.4%	196.33
Close	201.52	200.25	-1.27	-0.6%	201.33
Range	0.85	2.11	1.26	148.2%	5.57
ATR	3.08	3.01	-0.07	-2.2%	0.00
Volume	56,395,602	88,038,711	31,643,109	56.1%	621,895,711

Daily Pivots for day following 13-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	207.15	205.81	201.41
R3	205.04	203.70	200.83
R2	202.93	202.93	200.64
R1	201.59	201.59	200.44	201.21
PP	200.82	200.82	200.82	200.63
S1	199.48	199.48	200.06	199.10
S2	198.71	198.71	199.86
S3	196.60	197.37	199.67
S4	194.49	195.26	199.09

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	202.16	197.48	4.68	2.3%	1.92	1.0%	59%	True	False	105,946,943
10	202.16	189.12	13.04	6.5%	2.49	1.2%	85%	True	False	127,186,402
20	202.89	186.93	15.96	8.0%	2.68	1.3%	83%	False	False	143,777,591
40	210.68	182.40	28.28	14.1%	3.40	1.7%	63%	False	False	174,691,706
60	212.74	182.40	30.34	15.2%	2.88	1.4%	59%	False	False	150,900,214
80	213.18	182.40	30.78	15.4%	2.61	1.3%	58%	False	False	142,423,915
100	213.54	182.40	31.14	15.6%	2.43	1.2%	57%	False	False	135,874,091
120	213.78	182.40	31.38	15.7%	2.29	1.1%	57%	False	False	129,330,137

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.55
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	211.13
2.618	207.68
1.618	205.57
1.000	204.27
0.618	203.46
HIGH	202.16
0.618	201.35
0.500	201.11
0.382	200.86
LOW	200.05
0.618	198.75
1.000	197.94
1.618	196.64
2.618	194.53
4.250	191.08

Fisher Pivots for day following 13-Oct-2015
Pivot	1 day	3 day
R1	201.11	201.11
PP	200.82	200.82
S1	200.54	200.54

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

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