SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Oct-2015

Day Change Summary
	Previous	Current
	14-Oct-2015	15-Oct-2015	Change	Change %	Previous Week
Open	200.18	200.08	-0.10	0.0%	196.46
High	200.87	202.36	1.49	0.7%	201.90
Low	198.94	199.64	0.70	0.4%	196.33
Close	199.29	202.35	3.06	1.5%	201.33
Range	1.93	2.72	0.79	40.9%	5.57
ATR	2.93	2.94	0.01	0.3%	0.00
Volume	99,106,102	134,142,203	35,036,101	35.4%	621,895,711

Daily Pivots for day following 15-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	209.61	208.70	203.85
R3	206.89	205.98	203.10
R2	204.17	204.17	202.85
R1	203.26	203.26	202.60	203.72
PP	201.45	201.45	201.45	201.68
S1	200.54	200.54	202.10	201.00
S2	198.73	198.73	201.85
S3	196.01	197.82	201.60
S4	193.29	195.10	200.85

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	202.36	198.94	3.42	1.7%	1.79	0.9%	100%	True	False	97,124,123
10	202.36	189.12	13.24	6.5%	2.45	1.2%	100%	True	False	121,058,143
20	202.36	186.93	15.43	7.6%	2.63	1.3%	100%	True	False	136,658,607
40	208.29	182.40	25.89	12.8%	3.43	1.7%	77%	False	False	174,406,951
60	211.65	182.40	29.25	14.5%	2.92	1.4%	68%	False	False	152,010,471
80	213.18	182.40	30.78	15.2%	2.65	1.3%	65%	False	False	143,599,859
100	213.34	182.40	30.94	15.3%	2.44	1.2%	64%	False	False	136,389,154
120	213.78	182.40	31.38	15.5%	2.31	1.1%	64%	False	False	130,101,495

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.53
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	213.92
2.618	209.48
1.618	206.76
1.000	205.08
0.618	204.04
HIGH	202.36
0.618	201.32
0.500	201.00
0.382	200.68
LOW	199.64
0.618	197.96
1.000	196.92
1.618	195.24
2.618	192.52
4.250	188.08

Fisher Pivots for day following 15-Oct-2015
Pivot	1 day	3 day
R1	201.90	201.78
PP	201.45	201.22
S1	201.00	200.65

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

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