SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Sep-2016

Day Change Summary
	Previous	Current
	09-Sep-2016	12-Sep-2016	Change	Change %	Previous Week
Open	216.97	212.39	-4.58	-2.1%	218.70
High	217.03	216.81	-0.22	-0.1%	219.22
Low	213.25	212.31	-0.94	-0.4%	213.25
Close	213.28	216.34	3.06	1.4%	213.28
Range	3.78	4.50	0.72	19.0%	5.97
ATR	1.65	1.85	0.20	12.4%	0.00
Volume	221,588,992	168,078,896	-53,510,096	-24.1%	428,948,592

Daily Pivots for day following 12-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	228.65	227.00	218.82
R3	224.15	222.50	217.58
R2	219.65	219.65	217.17
R1	218.00	218.00	216.75	218.83
PP	215.15	215.15	215.15	215.57
S1	213.50	213.50	215.93	214.33
S2	210.65	210.65	215.52
S3	206.15	209.00	215.10
S4	201.65	204.50	213.87

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	233.16	229.19	216.56
R3	227.19	223.22	214.92
R2	221.22	221.22	214.37
R1	217.25	217.25	213.83	216.25
PP	215.25	215.25	215.25	214.75
S1	211.28	211.28	212.73	210.28
S2	209.28	209.28	212.19
S3	203.31	205.31	211.64
S4	197.34	199.34	210.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	219.22	212.31	6.91	3.2%	2.25	1.0%	58%	False	True	119,405,497
10	219.22	212.31	6.91	3.2%	1.79	0.8%	58%	False	True	98,805,148
20	219.60	212.31	7.29	3.4%	1.48	0.7%	55%	False	True	83,643,624
40	219.60	212.31	7.29	3.4%	1.37	0.6%	55%	False	True	73,756,352
60	219.60	198.65	20.95	9.7%	1.62	0.7%	84%	False	False	90,951,364
80	219.60	198.65	20.95	9.7%	1.59	0.7%	84%	False	False	90,677,123
100	219.60	198.65	20.95	9.7%	1.64	0.8%	84%	False	False	90,514,442
120	219.60	198.65	20.95	9.7%	1.67	0.8%	84%	False	False	90,165,211

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	235.94
2.618	228.59
1.618	224.09
1.000	221.31
0.618	219.59
HIGH	216.81
0.618	215.09
0.500	214.56
0.382	214.03
LOW	212.31
0.618	209.53
1.000	207.81
1.618	205.03
2.618	200.53
4.250	193.19

Fisher Pivots for day following 12-Sep-2016
Pivot	1 day	3 day
R1	215.75	216.10
PP	215.15	215.86
S1	214.56	215.63

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

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