SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Oct-2015

Day Change Summary
	Previous	Current
	28-Oct-2015	29-Oct-2015	Change	Change %	Previous Week
Open	207.00	208.35	1.35	0.7%	202.50
High	208.98	209.27	0.29	0.1%	207.95
Low	206.21	208.21	2.00	1.0%	201.65
Close	208.95	208.83	-0.12	-0.1%	207.51
Range	2.77	1.06	-1.71	-61.7%	6.30
ATR	2.47	2.37	-0.10	-4.1%	0.00
Volume	135,906,703	90,525,398	-45,381,305	-33.4%	576,364,305

Daily Pivots for day following 29-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	211.95	211.45	209.41
R3	210.89	210.39	209.12
R2	209.83	209.83	209.02
R1	209.33	209.33	208.93	209.58
PP	208.77	208.77	208.77	208.90
S1	208.27	208.27	208.73	208.52
S2	207.71	207.71	208.64
S3	206.65	207.21	208.54
S4	205.59	206.15	208.25

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	209.27	205.79	3.48	1.7%	1.50	0.7%	87%	True	False	103,562,601
10	209.27	201.65	7.62	3.6%	1.72	0.8%	94%	True	False	106,431,499
20	209.27	189.12	20.15	9.6%	2.09	1.0%	98%	True	False	113,744,821
40	209.27	186.93	22.34	10.7%	2.45	1.2%	98%	True	False	131,730,424
60	210.68	182.40	28.28	13.5%	2.91	1.4%	93%	False	False	152,313,966
80	213.18	182.40	30.78	14.7%	2.58	1.2%	86%	False	False	139,712,488
100	213.34	182.40	30.94	14.8%	2.45	1.2%	85%	False	False	136,697,462
120	213.78	182.40	31.38	15.0%	2.29	1.1%	84%	False	False	129,667,484

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	213.78
2.618	212.05
1.618	210.99
1.000	210.33
0.618	209.93
HIGH	209.27
0.618	208.87
0.500	208.74
0.382	208.61
LOW	208.21
0.618	207.55
1.000	207.15
1.618	206.49
2.618	205.43
4.250	203.71

Fisher Pivots for day following 29-Oct-2015
Pivot	1 day	3 day
R1	208.80	208.40
PP	208.77	207.96
S1	208.74	207.53

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

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