SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Oct-2015

Day Change Summary
	Previous	Current
	26-Oct-2015	27-Oct-2015	Change	Change %	Previous Week
Open	207.30	206.20	-1.10	-0.5%	202.50
High	207.37	207.00	-0.37	-0.2%	207.95
Low	206.56	205.79	-0.77	-0.4%	201.65
Close	207.00	206.60	-0.40	-0.2%	207.51
Range	0.81	1.21	0.40	49.4%	6.30
ATR	2.54	2.44	-0.09	-3.7%	0.00
Volume	69,032,898	77,905,695	8,872,797	12.9%	576,364,305

Daily Pivots for day following 27-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	210.09	209.56	207.27
R3	208.88	208.35	206.93
R2	207.67	207.67	206.82
R1	207.14	207.14	206.71	207.41
PP	206.46	206.46	206.46	206.60
S1	205.93	205.93	206.49	206.20
S2	205.25	205.25	206.38
S3	204.04	204.72	206.27
S4	202.83	203.51	205.93

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%	1.89	0.9%	79%	False	False	113,666,098
10	207.95	198.94	9.01	4.4%	1.80	0.9%	85%	False	False	107,113,120
20	207.95	189.12	18.83	9.1%	2.15	1.0%	93%	False	False	117,149,761
40	207.95	186.93	21.02	10.2%	2.54	1.2%	94%	False	False	136,476,361
60	211.31	182.40	28.91	14.0%	2.89	1.4%	84%	False	False	151,333,557
80	213.18	182.40	30.78	14.9%	2.61	1.3%	79%	False	False	141,105,089
100	213.34	182.40	30.94	15.0%	2.44	1.2%	78%	False	False	136,374,123
120	213.78	182.40	31.38	15.2%	2.28	1.1%	77%	False	False	129,710,426

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	212.14
2.618	210.17
1.618	208.96
1.000	208.21
0.618	207.75
HIGH	207.00
0.618	206.54
0.500	206.40
0.382	206.25
LOW	205.79
0.618	205.04
1.000	204.58
1.618	203.83
2.618	202.62
4.250	200.65

Fisher Pivots for day following 27-Oct-2015
Pivot	1 day	3 day
R1	206.53	206.87
PP	206.46	206.78
S1	206.40	206.69

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

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