SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Oct-2015

Day Change Summary
	Previous	Current
	13-Oct-2015	14-Oct-2015	Change	Change %	Previous Week
Open	200.65	200.18	-0.47	-0.2%	196.46
High	202.16	200.87	-1.29	-0.6%	201.90
Low	200.05	198.94	-1.11	-0.6%	196.33
Close	200.25	199.29	-0.96	-0.5%	201.33
Range	2.11	1.93	-0.18	-8.5%	5.57
ATR	3.01	2.93	-0.08	-2.6%	0.00
Volume	88,038,711	99,106,102	11,067,391	12.6%	621,895,711

Daily Pivots for day following 14-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	205.49	204.32	200.35
R3	203.56	202.39	199.82
R2	201.63	201.63	199.64
R1	200.46	200.46	199.47	200.08
PP	199.70	199.70	199.70	199.51
S1	198.53	198.53	199.11	198.15
S2	197.77	197.77	198.94
S3	195.84	196.60	198.76
S4	193.91	194.67	198.23

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	198.59	3.57	1.8%	1.83	0.9%	20%	False	False	100,906,723
10	202.16	189.12	13.04	6.5%	2.45	1.2%	78%	False	False	120,751,812
20	202.89	186.93	15.96	8.0%	2.67	1.3%	77%	False	False	143,753,821
40	210.01	182.40	27.61	13.9%	3.43	1.7%	61%	False	False	175,377,043
60	211.77	182.40	29.37	14.7%	2.89	1.5%	58%	False	False	151,252,566
80	213.18	182.40	30.78	15.4%	2.63	1.3%	55%	False	False	142,779,041
100	213.34	182.40	30.94	15.5%	2.44	1.2%	55%	False	False	136,290,818
120	213.78	182.40	31.38	15.7%	2.30	1.2%	54%	False	False	129,644,960

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	209.07
2.618	205.92
1.618	203.99
1.000	202.80
0.618	202.06
HIGH	200.87
0.618	200.13
0.500	199.91
0.382	199.68
LOW	198.94
0.618	197.75
1.000	197.01
1.618	195.82
2.618	193.89
4.250	190.74

Fisher Pivots for day following 14-Oct-2015
Pivot	1 day	3 day
R1	199.91	200.55
PP	199.70	200.13
S1	199.50	199.71

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

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