SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Sep-2016

Day Change Summary
	Previous	Current
	21-Sep-2016	22-Sep-2016	Change	Change %	Previous Week
Open	214.24	217.00	2.76	1.3%	212.39
High	216.03	217.53	1.50	0.7%	216.81
Low	213.44	216.71	3.27	1.5%	212.31
Close	215.82	217.18	1.36	0.6%	213.37
Range	2.59	0.82	-1.77	-68.3%	4.50
ATR	2.08	2.05	-0.03	-1.3%	0.00
Volume	110,238,304	76,640,496	-33,597,808	-30.5%	785,921,696

Daily Pivots for day following 22-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	219.60	219.21	217.63
R3	218.78	218.39	217.41
R2	217.96	217.96	217.33
R1	217.57	217.57	217.26	217.77
PP	217.14	217.14	217.14	217.24
S1	216.75	216.75	217.10	216.95
S2	216.32	216.32	217.03
S3	215.50	215.93	216.95
S4	214.68	215.11	216.73

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	217.53	212.57	4.96	2.3%	1.52	0.7%	93%	True	False	98,388,323
10	217.53	212.31	5.22	2.4%	2.37	1.1%	93%	True	False	134,422,769
20	219.22	212.31	6.91	3.2%	1.86	0.9%	70%	False	False	106,717,115
40	219.60	212.31	7.29	3.4%	1.52	0.7%	67%	False	False	84,824,524
60	219.60	204.72	14.88	6.9%	1.53	0.7%	84%	False	False	86,653,814
80	219.60	198.65	20.95	9.6%	1.64	0.8%	88%	False	False	94,093,697
100	219.60	198.65	20.95	9.6%	1.66	0.8%	88%	False	False	92,998,694
120	219.60	198.65	20.95	9.6%	1.68	0.8%	88%	False	False	92,456,427

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.37
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	221.02
2.618	219.68
1.618	218.86
1.000	218.35
0.618	218.04
HIGH	217.53
0.618	217.22
0.500	217.12
0.382	217.02
LOW	216.71
0.618	216.20
1.000	215.89
1.618	215.38
2.618	214.56
4.250	213.23

Fisher Pivots for day following 22-Sep-2016
Pivot	1 day	3 day
R1	217.16	216.61
PP	217.14	216.03
S1	217.12	215.46

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

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