SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Sep-2016

Day Change Summary
	Previous	Current
	16-Sep-2016	19-Sep-2016	Change	Change %	Previous Week
Open	213.48	214.13	0.65	0.3%	212.39
High	213.69	214.88	1.19	0.6%	216.81
Low	212.57	213.03	0.46	0.2%	212.31
Close	213.37	213.41	0.04	0.0%	213.37
Range	1.12	1.85	0.73	65.2%	4.50
ATR	2.12	2.10	-0.02	-0.9%	0.00
Volume	155,224,608	80,188,304	-75,036,304	-48.3%	785,921,696

Daily Pivots for day following 19-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	219.32	218.22	214.43
R3	217.47	216.37	213.92
R2	215.62	215.62	213.75
R1	214.52	214.52	213.58	214.15
PP	213.77	213.77	213.77	213.59
S1	212.67	212.67	213.24	212.30
S2	211.92	211.92	213.07
S3	210.07	210.82	212.90
S4	208.22	208.97	212.39

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	227.66	225.02	215.85
R3	223.16	220.52	214.61
R2	218.66	218.66	214.20
R1	216.02	216.02	213.78	217.34
PP	214.16	214.16	214.16	214.83
S1	211.52	211.52	212.96	212.84
S2	209.66	209.66	212.55
S3	205.16	207.02	212.13
S4	200.66	202.52	210.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	215.73	212.50	3.23	1.5%	2.16	1.0%	28%	False	False	139,606,220
10	219.22	212.31	6.91	3.2%	2.21	1.0%	16%	False	False	129,505,859
20	219.60	212.31	7.29	3.4%	1.79	0.8%	15%	False	False	103,215,514
40	219.60	212.31	7.29	3.4%	1.50	0.7%	15%	False	False	83,662,239
60	219.60	198.65	20.95	9.8%	1.67	0.8%	70%	False	False	94,741,913
80	219.60	198.65	20.95	9.8%	1.62	0.8%	70%	False	False	93,754,227
100	219.60	198.65	20.95	9.8%	1.68	0.8%	70%	False	False	93,451,688
120	219.60	198.65	20.95	9.8%	1.69	0.8%	70%	False	False	92,589,558

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	0.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	222.74
2.618	219.72
1.618	217.87
1.000	216.73
0.618	216.02
HIGH	214.88
0.618	214.17
0.500	213.96
0.382	213.74
LOW	213.03
0.618	211.89
1.000	211.18
1.618	210.04
2.618	208.19
4.250	205.17

Fisher Pivots for day following 19-Sep-2016
Pivot	1 day	3 day
R1	213.96	214.15
PP	213.77	213.90
S1	213.59	213.66

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

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