SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	207.25	207.30	0.05	0.0%	202.50
High	207.95	207.37	-0.58	-0.3%	207.95
Low	206.30	206.56	0.26	0.1%	201.65
Close	207.51	207.00	-0.51	-0.2%	207.51
Range	1.65	0.81	-0.84	-50.9%	6.30
ATR	2.66	2.54	-0.12	-4.6%	0.00
Volume	144,442,313	69,032,898	-75,409,415	-52.2%	576,364,305

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	209.41	209.01	207.45
R3	208.60	208.20	207.22
R2	207.79	207.79	207.15
R1	207.39	207.39	207.07	207.19
PP	206.98	206.98	206.98	206.87
S1	206.58	206.58	206.93	206.38
S2	206.17	206.17	206.85
S3	205.36	205.77	206.78
S4	204.55	204.96	206.55

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	224.60	222.36	210.98
R3	218.30	216.06	209.24
R2	212.00	212.00	208.67
R1	209.76	209.76	208.09	210.88
PP	205.70	205.70	205.70	206.27
S1	203.46	203.46	206.93	204.58
S2	199.40	199.40	206.36
S3	193.10	197.16	205.78
S4	186.80	190.86	204.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	207.95	201.65	6.30	3.0%	1.91	0.9%	85%	False	False	113,774,659
10	207.95	198.94	9.01	4.4%	1.89	0.9%	89%	False	False	108,126,421
20	207.95	186.93	21.02	10.2%	2.23	1.1%	95%	False	False	121,206,752
40	207.95	186.93	21.02	10.2%	2.56	1.2%	95%	False	False	138,611,189
60	211.31	182.40	28.91	14.0%	2.90	1.4%	85%	False	False	151,934,556
80	213.18	182.40	30.78	14.9%	2.63	1.3%	80%	False	False	141,605,959
100	213.34	182.40	30.94	14.9%	2.44	1.2%	80%	False	False	136,812,112
120	213.78	182.40	31.38	15.2%	2.28	1.1%	78%	False	False	129,796,586

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 70 trading days

Fibonacci Retracements and Extensions
4.250	210.81
2.618	209.49
1.618	208.68
1.000	208.18
0.618	207.87
HIGH	207.37
0.618	207.06
0.500	206.97
0.382	206.87
LOW	206.56
0.618	206.06
1.000	205.75
1.618	205.25
2.618	204.44
4.250	203.12

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	206.99	206.30
PP	206.98	205.60
S1	206.97	204.90

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

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