SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Sep-2016

Day Change Summary
	Previous	Current
	14-Sep-2016	15-Sep-2016	Change	Change %	Previous Week
Open	213.29	212.96	-0.33	-0.2%	218.70
High	214.70	215.73	1.03	0.5%	219.22
Low	212.50	212.75	0.25	0.1%	213.25
Close	213.15	215.28	2.13	1.0%	213.28
Range	2.20	2.98	0.78	35.5%	5.97
ATR	2.01	2.08	0.07	3.5%	0.00
Volume	134,164,496	145,684,496	11,520,000	8.6%	428,948,592

Daily Pivots for day following 15-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	223.53	222.38	216.92
R3	220.55	219.40	216.10
R2	217.57	217.57	215.83
R1	216.42	216.42	215.55	217.00
PP	214.59	214.59	214.59	214.87
S1	213.44	213.44	215.01	214.02
S2	211.61	211.61	214.73
S3	208.63	210.46	214.46
S4	205.65	207.48	213.64

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	217.03	212.31	4.72	2.2%	3.22	1.5%	63%	False	False	170,457,216
10	219.22	212.31	6.91	3.2%	2.20	1.0%	43%	False	False	123,678,368
20	219.60	212.31	7.29	3.4%	1.73	0.8%	41%	False	False	97,866,473
40	219.60	212.31	7.29	3.4%	1.50	0.7%	41%	False	False	81,041,031
60	219.60	198.65	20.95	9.7%	1.67	0.8%	79%	False	False	94,123,228
80	219.60	198.65	20.95	9.7%	1.64	0.8%	79%	False	False	92,971,059
100	219.60	198.65	20.95	9.7%	1.68	0.8%	79%	False	False	92,629,494
120	219.60	198.65	20.95	9.7%	1.70	0.8%	79%	False	False	92,121,851

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	0.34
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	228.40
2.618	223.53
1.618	220.55
1.000	218.71
0.618	217.57
HIGH	215.73
0.618	214.59
0.500	214.24
0.382	213.89
LOW	212.75
0.618	210.91
1.000	209.77
1.618	207.93
2.618	204.95
4.250	200.09

Fisher Pivots for day following 15-Sep-2016
Pivot	1 day	3 day
R1	214.93	214.89
PP	214.59	214.50
S1	214.24	214.12

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

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