SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Oct-2015

Day Change Summary
	Previous	Current
	20-Oct-2015	21-Oct-2015	Change	Change %	Previous Week
Open	202.85	203.61	0.76	0.4%	201.42
High	203.84	203.79	-0.05	0.0%	203.29
Low	202.55	201.65	-0.90	-0.4%	198.94
Close	203.09	201.85	-1.24	-0.6%	203.27
Range	1.29	2.14	0.85	65.9%	4.35
ATR	2.61	2.58	-0.03	-1.3%	0.00
Volume	78,448,500	102,037,992	23,589,492	30.1%	492,262,618

Daily Pivots for day following 21-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	208.85	207.49	203.03
R3	206.71	205.35	202.44
R2	204.57	204.57	202.24
R1	203.21	203.21	202.05	202.82
PP	202.43	202.43	202.43	202.24
S1	201.07	201.07	201.65	200.68
S2	200.29	200.29	201.46
S3	198.15	198.93	201.26
S4	196.01	196.79	200.67

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.88	213.43	205.66
R3	210.53	209.08	204.47
R2	206.18	206.18	204.07
R1	204.73	204.73	203.67	205.46
PP	201.83	201.83	201.83	202.20
S1	200.38	200.38	202.87	201.11
S2	197.48	197.48	202.47
S3	193.13	196.03	202.07
S4	188.78	191.68	200.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	203.84	199.64	4.20	2.1%	1.75	0.9%	53%	False	False	101,146,520
10	203.84	198.59	5.25	2.6%	1.79	0.9%	62%	False	False	101,026,621
20	203.84	186.93	16.91	8.4%	2.44	1.2%	88%	False	False	126,434,877
40	203.84	186.93	16.91	8.4%	2.72	1.3%	88%	False	False	148,246,891
60	211.45	182.40	29.05	14.4%	2.88	1.4%	67%	False	False	150,467,481
80	213.18	182.40	30.78	15.2%	2.61	1.3%	63%	False	False	142,042,105
100	213.34	182.40	30.94	15.3%	2.44	1.2%	63%	False	False	136,240,591
120	213.78	182.40	31.38	15.5%	2.29	1.1%	62%	False	False	129,220,975

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.43
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	212.89
2.618	209.39
1.618	207.25
1.000	205.93
0.618	205.11
HIGH	203.79
0.618	202.97
0.500	202.72
0.382	202.47
LOW	201.65
0.618	200.33
1.000	199.51
1.618	198.19
2.618	196.05
4.250	192.56

Fisher Pivots for day following 21-Oct-2015
Pivot	1 day	3 day
R1	202.72	202.75
PP	202.43	202.45
S1	202.14	202.15

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

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