SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Sep-2016

Day Change Summary
	Previous	Current
	20-Sep-2016	21-Sep-2016	Change	Change %	Previous Week
Open	214.41	214.24	-0.17	-0.1%	212.39
High	214.59	216.03	1.44	0.7%	216.81
Low	213.38	213.44	0.06	0.0%	212.31
Close	213.42	215.82	2.40	1.1%	213.37
Range	1.21	2.59	1.38	114.0%	4.50
ATR	2.04	2.08	0.04	2.0%	0.00
Volume	69,649,904	110,238,304	40,588,400	58.3%	785,921,696

Daily Pivots for day following 21-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	222.87	221.93	217.24
R3	220.28	219.34	216.53
R2	217.69	217.69	216.29
R1	216.75	216.75	216.06	217.22
PP	215.10	215.10	215.10	215.33
S1	214.16	214.16	215.58	214.63
S2	212.51	212.51	215.35
S3	209.92	211.57	215.11
S4	207.33	208.98	214.40

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	216.03	212.57	3.46	1.6%	1.95	0.9%	94%	True	False	112,197,123
10	218.94	212.31	6.63	3.1%	2.37	1.1%	53%	False	False	134,169,000
20	219.22	212.31	6.91	3.2%	1.90	0.9%	51%	False	False	106,471,535
40	219.60	212.31	7.29	3.4%	1.54	0.7%	48%	False	False	85,010,607
60	219.60	201.12	18.48	8.6%	1.55	0.7%	80%	False	False	88,032,844
80	219.60	198.65	20.95	9.7%	1.65	0.8%	82%	False	False	94,509,182
100	219.60	198.65	20.95	9.7%	1.67	0.8%	82%	False	False	92,854,168
120	219.60	198.65	20.95	9.7%	1.69	0.8%	82%	False	False	92,346,897

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.37
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	227.04
2.618	222.81
1.618	220.22
1.000	218.62
0.618	217.63
HIGH	216.03
0.618	215.04
0.500	214.74
0.382	214.43
LOW	213.44
0.618	211.84
1.000	210.85
1.618	209.25
2.618	206.66
4.250	202.43

Fisher Pivots for day following 21-Sep-2016
Pivot	1 day	3 day
R1	215.46	215.39
PP	215.10	214.96
S1	214.74	214.53

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

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